| Trading Metrics calculated at close of trading on 27-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2014 |
27-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
3,161.0 |
3,146.0 |
-15.0 |
-0.5% |
3,126.0 |
| High |
3,164.0 |
3,152.0 |
-12.0 |
-0.4% |
3,137.0 |
| Low |
3,134.0 |
3,105.0 |
-29.0 |
-0.9% |
3,077.0 |
| Close |
3,154.0 |
3,140.0 |
-14.0 |
-0.4% |
3,133.0 |
| Range |
30.0 |
47.0 |
17.0 |
56.7% |
60.0 |
| ATR |
44.1 |
44.4 |
0.4 |
0.8% |
0.0 |
| Volume |
1,177,897 |
1,114,995 |
-62,902 |
-5.3% |
3,433,366 |
|
| Daily Pivots for day following 27-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,273.3 |
3,253.7 |
3,165.9 |
|
| R3 |
3,226.3 |
3,206.7 |
3,152.9 |
|
| R2 |
3,179.3 |
3,179.3 |
3,148.6 |
|
| R1 |
3,159.7 |
3,159.7 |
3,144.3 |
3,146.0 |
| PP |
3,132.3 |
3,132.3 |
3,132.3 |
3,125.5 |
| S1 |
3,112.7 |
3,112.7 |
3,135.7 |
3,099.0 |
| S2 |
3,085.3 |
3,085.3 |
3,131.4 |
|
| S3 |
3,038.3 |
3,065.7 |
3,127.1 |
|
| S4 |
2,991.3 |
3,018.7 |
3,114.2 |
|
|
| Weekly Pivots for week ending 21-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,295.7 |
3,274.3 |
3,166.0 |
|
| R3 |
3,235.7 |
3,214.3 |
3,149.5 |
|
| R2 |
3,175.7 |
3,175.7 |
3,144.0 |
|
| R1 |
3,154.3 |
3,154.3 |
3,138.5 |
3,165.0 |
| PP |
3,115.7 |
3,115.7 |
3,115.7 |
3,121.0 |
| S1 |
3,094.3 |
3,094.3 |
3,127.5 |
3,105.0 |
| S2 |
3,055.7 |
3,055.7 |
3,122.0 |
|
| S3 |
2,995.7 |
3,034.3 |
3,116.5 |
|
| S4 |
2,935.7 |
2,974.3 |
3,100.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,164.0 |
3,105.0 |
59.0 |
1.9% |
34.8 |
1.1% |
59% |
False |
True |
947,082 |
| 10 |
3,164.0 |
3,063.0 |
101.0 |
3.2% |
37.6 |
1.2% |
76% |
False |
False |
853,664 |
| 20 |
3,164.0 |
2,933.0 |
231.0 |
7.4% |
45.5 |
1.4% |
90% |
False |
False |
992,987 |
| 40 |
3,178.0 |
2,933.0 |
245.0 |
7.8% |
46.5 |
1.5% |
84% |
False |
False |
961,184 |
| 60 |
3,178.0 |
2,910.0 |
268.0 |
8.5% |
43.7 |
1.4% |
86% |
False |
False |
761,447 |
| 80 |
3,178.0 |
2,910.0 |
268.0 |
8.5% |
41.1 |
1.3% |
86% |
False |
False |
573,398 |
| 100 |
3,178.0 |
2,875.0 |
303.0 |
9.6% |
38.6 |
1.2% |
87% |
False |
False |
458,825 |
| 120 |
3,178.0 |
2,718.0 |
460.0 |
14.6% |
36.4 |
1.2% |
92% |
False |
False |
382,375 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,351.8 |
|
2.618 |
3,275.0 |
|
1.618 |
3,228.0 |
|
1.000 |
3,199.0 |
|
0.618 |
3,181.0 |
|
HIGH |
3,152.0 |
|
0.618 |
3,134.0 |
|
0.500 |
3,128.5 |
|
0.382 |
3,123.0 |
|
LOW |
3,105.0 |
|
0.618 |
3,076.0 |
|
1.000 |
3,058.0 |
|
1.618 |
3,029.0 |
|
2.618 |
2,982.0 |
|
4.250 |
2,905.3 |
|
|
| Fisher Pivots for day following 27-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,136.2 |
3,138.2 |
| PP |
3,132.3 |
3,136.3 |
| S1 |
3,128.5 |
3,134.5 |
|