| Trading Metrics calculated at close of trading on 13-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2014 |
13-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
6,632.0 |
6,632.5 |
0.5 |
0.0% |
6,446.5 |
| High |
6,668.0 |
6,640.0 |
-28.0 |
-0.4% |
6,550.5 |
| Low |
6,623.0 |
6,565.0 |
-58.0 |
-0.9% |
6,344.5 |
| Close |
6,631.5 |
6,621.5 |
-10.0 |
-0.2% |
6,517.0 |
| Range |
45.0 |
75.0 |
30.0 |
66.7% |
206.0 |
| ATR |
82.7 |
82.1 |
-0.5 |
-0.7% |
0.0 |
| Volume |
100,166 |
73,779 |
-26,387 |
-26.3% |
581,253 |
|
| Daily Pivots for day following 13-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,834.0 |
6,802.5 |
6,663.0 |
|
| R3 |
6,759.0 |
6,727.5 |
6,642.0 |
|
| R2 |
6,684.0 |
6,684.0 |
6,635.0 |
|
| R1 |
6,652.5 |
6,652.5 |
6,628.5 |
6,631.0 |
| PP |
6,609.0 |
6,609.0 |
6,609.0 |
6,598.0 |
| S1 |
6,577.5 |
6,577.5 |
6,614.5 |
6,556.0 |
| S2 |
6,534.0 |
6,534.0 |
6,608.0 |
|
| S3 |
6,459.0 |
6,502.5 |
6,601.0 |
|
| S4 |
6,384.0 |
6,427.5 |
6,580.0 |
|
|
| Weekly Pivots for week ending 07-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,088.5 |
7,009.0 |
6,630.5 |
|
| R3 |
6,882.5 |
6,803.0 |
6,573.5 |
|
| R2 |
6,676.5 |
6,676.5 |
6,555.0 |
|
| R1 |
6,597.0 |
6,597.0 |
6,536.0 |
6,637.0 |
| PP |
6,470.5 |
6,470.5 |
6,470.5 |
6,490.5 |
| S1 |
6,391.0 |
6,391.0 |
6,498.0 |
6,431.0 |
| S2 |
6,264.5 |
6,264.5 |
6,479.0 |
|
| S3 |
6,058.5 |
6,185.0 |
6,460.5 |
|
| S4 |
5,852.5 |
5,979.0 |
6,403.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,668.0 |
6,484.0 |
184.0 |
2.8% |
66.0 |
1.0% |
75% |
False |
False |
95,109 |
| 10 |
6,668.0 |
6,344.5 |
323.5 |
4.9% |
85.5 |
1.3% |
86% |
False |
False |
110,509 |
| 20 |
6,815.5 |
6,344.5 |
471.0 |
7.1% |
85.5 |
1.3% |
59% |
False |
False |
113,182 |
| 40 |
6,815.5 |
6,344.5 |
471.0 |
7.1% |
74.5 |
1.1% |
59% |
False |
False |
97,357 |
| 60 |
6,815.5 |
6,344.5 |
471.0 |
7.1% |
67.0 |
1.0% |
59% |
False |
False |
76,911 |
| 80 |
6,815.5 |
6,344.5 |
471.0 |
7.1% |
60.5 |
0.9% |
59% |
False |
False |
57,865 |
| 100 |
6,815.5 |
6,275.0 |
540.5 |
8.2% |
52.5 |
0.8% |
64% |
False |
False |
46,317 |
| 120 |
6,815.5 |
6,275.0 |
540.5 |
8.2% |
45.5 |
0.7% |
64% |
False |
False |
38,601 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,959.0 |
|
2.618 |
6,836.5 |
|
1.618 |
6,761.5 |
|
1.000 |
6,715.0 |
|
0.618 |
6,686.5 |
|
HIGH |
6,640.0 |
|
0.618 |
6,611.5 |
|
0.500 |
6,602.5 |
|
0.382 |
6,593.5 |
|
LOW |
6,565.0 |
|
0.618 |
6,518.5 |
|
1.000 |
6,490.0 |
|
1.618 |
6,443.5 |
|
2.618 |
6,368.5 |
|
4.250 |
6,246.0 |
|
|
| Fisher Pivots for day following 13-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
6,615.0 |
6,617.0 |
| PP |
6,609.0 |
6,612.5 |
| S1 |
6,602.5 |
6,608.0 |
|