| Trading Metrics calculated at close of trading on 19-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2014 |
19-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
3,126.0 |
3,111.0 |
-15.0 |
-0.5% |
3,058.0 |
| High |
3,129.0 |
3,134.0 |
5.0 |
0.2% |
3,127.0 |
| Low |
3,096.0 |
3,096.0 |
0.0 |
0.0% |
3,026.0 |
| Close |
3,121.0 |
3,120.0 |
-1.0 |
0.0% |
3,116.0 |
| Range |
33.0 |
38.0 |
5.0 |
15.2% |
101.0 |
| ATR |
49.2 |
48.4 |
-0.8 |
-1.6% |
0.0 |
| Volume |
849,195 |
849,195 |
0 |
0.0% |
4,040,192 |
|
| Daily Pivots for day following 19-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,230.7 |
3,213.3 |
3,140.9 |
|
| R3 |
3,192.7 |
3,175.3 |
3,130.5 |
|
| R2 |
3,154.7 |
3,154.7 |
3,127.0 |
|
| R1 |
3,137.3 |
3,137.3 |
3,123.5 |
3,146.0 |
| PP |
3,116.7 |
3,116.7 |
3,116.7 |
3,121.0 |
| S1 |
3,099.3 |
3,099.3 |
3,116.5 |
3,108.0 |
| S2 |
3,078.7 |
3,078.7 |
3,113.0 |
|
| S3 |
3,040.7 |
3,061.3 |
3,109.6 |
|
| S4 |
3,002.7 |
3,023.3 |
3,099.1 |
|
|
| Weekly Pivots for week ending 14-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,392.7 |
3,355.3 |
3,171.6 |
|
| R3 |
3,291.7 |
3,254.3 |
3,143.8 |
|
| R2 |
3,190.7 |
3,190.7 |
3,134.5 |
|
| R1 |
3,153.3 |
3,153.3 |
3,125.3 |
3,172.0 |
| PP |
3,089.7 |
3,089.7 |
3,089.7 |
3,099.0 |
| S1 |
3,052.3 |
3,052.3 |
3,106.7 |
3,071.0 |
| S2 |
2,988.7 |
2,988.7 |
3,097.5 |
|
| S3 |
2,887.7 |
2,951.3 |
3,088.2 |
|
| S4 |
2,786.7 |
2,850.3 |
3,060.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,134.0 |
3,063.0 |
71.0 |
2.3% |
36.8 |
1.2% |
80% |
True |
False |
767,341 |
| 10 |
3,134.0 |
2,946.0 |
188.0 |
6.0% |
42.0 |
1.3% |
93% |
True |
False |
903,970 |
| 20 |
3,170.0 |
2,933.0 |
237.0 |
7.6% |
54.5 |
1.7% |
79% |
False |
False |
1,113,998 |
| 40 |
3,178.0 |
2,933.0 |
245.0 |
7.9% |
46.3 |
1.5% |
76% |
False |
False |
919,540 |
| 60 |
3,178.0 |
2,910.0 |
268.0 |
8.6% |
42.7 |
1.4% |
78% |
False |
False |
670,223 |
| 80 |
3,178.0 |
2,910.0 |
268.0 |
8.6% |
40.2 |
1.3% |
78% |
False |
False |
503,143 |
| 100 |
3,178.0 |
2,857.0 |
321.0 |
10.3% |
37.8 |
1.2% |
82% |
False |
False |
402,617 |
| 120 |
3,178.0 |
2,708.0 |
470.0 |
15.1% |
36.1 |
1.2% |
88% |
False |
False |
335,538 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,295.5 |
|
2.618 |
3,233.5 |
|
1.618 |
3,195.5 |
|
1.000 |
3,172.0 |
|
0.618 |
3,157.5 |
|
HIGH |
3,134.0 |
|
0.618 |
3,119.5 |
|
0.500 |
3,115.0 |
|
0.382 |
3,110.5 |
|
LOW |
3,096.0 |
|
0.618 |
3,072.5 |
|
1.000 |
3,058.0 |
|
1.618 |
3,034.5 |
|
2.618 |
2,996.5 |
|
4.250 |
2,934.5 |
|
|
| Fisher Pivots for day following 19-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,118.3 |
3,118.0 |
| PP |
3,116.7 |
3,116.0 |
| S1 |
3,115.0 |
3,114.0 |
|