| Trading Metrics calculated at close of trading on 24-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2014 |
24-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
14,570 |
14,815 |
245 |
1.7% |
14,425 |
| High |
14,920 |
15,055 |
135 |
0.9% |
14,920 |
| Low |
14,540 |
14,660 |
120 |
0.8% |
14,210 |
| Close |
14,800 |
14,955 |
155 |
1.0% |
14,800 |
| Range |
380 |
395 |
15 |
3.9% |
710 |
| ATR |
378 |
379 |
1 |
0.3% |
0 |
| Volume |
11,919 |
13,570 |
1,651 |
13.9% |
70,961 |
|
| Daily Pivots for day following 24-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,075 |
15,910 |
15,172 |
|
| R3 |
15,680 |
15,515 |
15,064 |
|
| R2 |
15,285 |
15,285 |
15,028 |
|
| R1 |
15,120 |
15,120 |
14,991 |
15,203 |
| PP |
14,890 |
14,890 |
14,890 |
14,931 |
| S1 |
14,725 |
14,725 |
14,919 |
14,808 |
| S2 |
14,495 |
14,495 |
14,883 |
|
| S3 |
14,100 |
14,330 |
14,847 |
|
| S4 |
13,705 |
13,935 |
14,738 |
|
|
| Weekly Pivots for week ending 21-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,773 |
16,497 |
15,191 |
|
| R3 |
16,063 |
15,787 |
14,995 |
|
| R2 |
15,353 |
15,353 |
14,930 |
|
| R1 |
15,077 |
15,077 |
14,865 |
15,215 |
| PP |
14,643 |
14,643 |
14,643 |
14,713 |
| S1 |
14,367 |
14,367 |
14,735 |
14,505 |
| S2 |
13,933 |
13,933 |
14,670 |
|
| S3 |
13,223 |
13,657 |
14,605 |
|
| S4 |
12,513 |
12,947 |
14,410 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
15,055 |
14,210 |
845 |
5.7% |
401 |
2.7% |
88% |
True |
False |
16,906 |
| 10 |
15,055 |
14,210 |
845 |
5.7% |
368 |
2.5% |
88% |
True |
False |
17,380 |
| 20 |
15,400 |
13,945 |
1,455 |
9.7% |
401 |
2.7% |
69% |
False |
False |
21,598 |
| 40 |
16,450 |
13,945 |
2,505 |
16.8% |
357 |
2.4% |
40% |
False |
False |
17,776 |
| 60 |
16,450 |
13,945 |
2,505 |
16.8% |
335 |
2.2% |
40% |
False |
False |
14,975 |
| 80 |
16,450 |
13,945 |
2,505 |
16.8% |
288 |
1.9% |
40% |
False |
False |
11,241 |
| 100 |
16,450 |
13,905 |
2,545 |
17.0% |
251 |
1.7% |
41% |
False |
False |
8,994 |
| 120 |
16,450 |
13,905 |
2,545 |
17.0% |
215 |
1.4% |
41% |
False |
False |
7,496 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,734 |
|
2.618 |
16,089 |
|
1.618 |
15,694 |
|
1.000 |
15,450 |
|
0.618 |
15,299 |
|
HIGH |
15,055 |
|
0.618 |
14,904 |
|
0.500 |
14,858 |
|
0.382 |
14,811 |
|
LOW |
14,660 |
|
0.618 |
14,416 |
|
1.000 |
14,265 |
|
1.618 |
14,021 |
|
2.618 |
13,626 |
|
4.250 |
12,981 |
|
|
| Fisher Pivots for day following 24-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
14,923 |
14,877 |
| PP |
14,890 |
14,798 |
| S1 |
14,858 |
14,720 |
|