| 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 |
6,693.5 |
6,755.5 |
62.0 |
0.9% |
6,549.0 |
| High |
6,769.0 |
6,784.5 |
15.5 |
0.2% |
6,668.0 |
| Low |
6,674.5 |
6,724.5 |
50.0 |
0.7% |
6,511.0 |
| Close |
6,763.5 |
6,769.0 |
5.5 |
0.1% |
6,621.0 |
| Range |
94.5 |
60.0 |
-34.5 |
-36.5% |
157.0 |
| ATR |
80.5 |
79.0 |
-1.5 |
-1.8% |
0.0 |
| Volume |
133,871 |
113,890 |
-19,981 |
-14.9% |
457,009 |
|
| Daily Pivots for day following 19-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,939.5 |
6,914.0 |
6,802.0 |
|
| R3 |
6,879.5 |
6,854.0 |
6,785.5 |
|
| R2 |
6,819.5 |
6,819.5 |
6,780.0 |
|
| R1 |
6,794.0 |
6,794.0 |
6,774.5 |
6,807.0 |
| PP |
6,759.5 |
6,759.5 |
6,759.5 |
6,765.5 |
| S1 |
6,734.0 |
6,734.0 |
6,763.5 |
6,747.0 |
| S2 |
6,699.5 |
6,699.5 |
6,758.0 |
|
| S3 |
6,639.5 |
6,674.0 |
6,752.5 |
|
| S4 |
6,579.5 |
6,614.0 |
6,736.0 |
|
|
| Weekly Pivots for week ending 14-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,071.0 |
7,003.0 |
6,707.5 |
|
| R3 |
6,914.0 |
6,846.0 |
6,664.0 |
|
| R2 |
6,757.0 |
6,757.0 |
6,650.0 |
|
| R1 |
6,689.0 |
6,689.0 |
6,635.5 |
6,723.0 |
| PP |
6,600.0 |
6,600.0 |
6,600.0 |
6,617.0 |
| S1 |
6,532.0 |
6,532.0 |
6,606.5 |
6,566.0 |
| S2 |
6,443.0 |
6,443.0 |
6,592.0 |
|
| S3 |
6,286.0 |
6,375.0 |
6,578.0 |
|
| S4 |
6,129.0 |
6,218.0 |
6,534.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,784.5 |
6,565.0 |
219.5 |
3.2% |
70.5 |
1.0% |
93% |
True |
False |
102,498 |
| 10 |
6,784.5 |
6,406.5 |
378.0 |
5.6% |
72.5 |
1.1% |
96% |
True |
False |
103,087 |
| 20 |
6,800.5 |
6,344.5 |
456.0 |
6.7% |
91.0 |
1.3% |
93% |
False |
False |
120,414 |
| 40 |
6,815.5 |
6,344.5 |
471.0 |
7.0% |
73.0 |
1.1% |
90% |
False |
False |
98,241 |
| 60 |
6,815.5 |
6,344.5 |
471.0 |
7.0% |
69.5 |
1.0% |
90% |
False |
False |
84,218 |
| 80 |
6,815.5 |
6,344.5 |
471.0 |
7.0% |
63.0 |
0.9% |
90% |
False |
False |
63,341 |
| 100 |
6,815.5 |
6,275.0 |
540.5 |
8.0% |
55.0 |
0.8% |
91% |
False |
False |
50,691 |
| 120 |
6,815.5 |
6,275.0 |
540.5 |
8.0% |
47.5 |
0.7% |
91% |
False |
False |
42,256 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,039.5 |
|
2.618 |
6,941.5 |
|
1.618 |
6,881.5 |
|
1.000 |
6,844.5 |
|
0.618 |
6,821.5 |
|
HIGH |
6,784.5 |
|
0.618 |
6,761.5 |
|
0.500 |
6,754.5 |
|
0.382 |
6,747.5 |
|
LOW |
6,724.5 |
|
0.618 |
6,687.5 |
|
1.000 |
6,664.5 |
|
1.618 |
6,627.5 |
|
2.618 |
6,567.5 |
|
4.250 |
6,469.5 |
|
|
| Fisher Pivots for day following 19-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
6,764.0 |
6,746.5 |
| PP |
6,759.5 |
6,723.5 |
| S1 |
6,754.5 |
6,701.0 |
|