| 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 |
6,793.5 |
6,764.5 |
-29.0 |
-0.4% |
6,627.0 |
| High |
6,809.5 |
6,798.0 |
-11.5 |
-0.2% |
6,836.0 |
| Low |
6,744.5 |
6,705.0 |
-39.5 |
-0.6% |
6,617.5 |
| Close |
6,788.0 |
6,790.5 |
2.5 |
0.0% |
6,810.5 |
| Range |
65.0 |
93.0 |
28.0 |
43.1% |
218.5 |
| ATR |
79.0 |
80.0 |
1.0 |
1.3% |
0.0 |
| Volume |
128,902 |
131,270 |
2,368 |
1.8% |
632,578 |
|
| Daily Pivots for day following 27-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,043.5 |
7,010.0 |
6,841.5 |
|
| R3 |
6,950.5 |
6,917.0 |
6,816.0 |
|
| R2 |
6,857.5 |
6,857.5 |
6,807.5 |
|
| R1 |
6,824.0 |
6,824.0 |
6,799.0 |
6,841.0 |
| PP |
6,764.5 |
6,764.5 |
6,764.5 |
6,773.0 |
| S1 |
6,731.0 |
6,731.0 |
6,782.0 |
6,748.0 |
| S2 |
6,671.5 |
6,671.5 |
6,773.5 |
|
| S3 |
6,578.5 |
6,638.0 |
6,765.0 |
|
| S4 |
6,485.5 |
6,545.0 |
6,739.5 |
|
|
| Weekly Pivots for week ending 21-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,410.0 |
7,329.0 |
6,930.5 |
|
| R3 |
7,191.5 |
7,110.5 |
6,870.5 |
|
| R2 |
6,973.0 |
6,973.0 |
6,850.5 |
|
| R1 |
6,892.0 |
6,892.0 |
6,830.5 |
6,932.5 |
| PP |
6,754.5 |
6,754.5 |
6,754.5 |
6,775.0 |
| S1 |
6,673.5 |
6,673.5 |
6,790.5 |
6,714.0 |
| S2 |
6,536.0 |
6,536.0 |
6,770.5 |
|
| S3 |
6,317.5 |
6,455.0 |
6,750.5 |
|
| S4 |
6,099.0 |
6,236.5 |
6,690.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,858.0 |
6,705.0 |
153.0 |
2.3% |
76.0 |
1.1% |
56% |
False |
True |
124,361 |
| 10 |
6,858.0 |
6,601.5 |
256.5 |
3.8% |
76.0 |
1.1% |
74% |
False |
False |
120,879 |
| 20 |
6,858.0 |
6,344.5 |
513.5 |
7.6% |
81.0 |
1.2% |
87% |
False |
False |
115,694 |
| 40 |
6,858.0 |
6,344.5 |
513.5 |
7.6% |
76.5 |
1.1% |
87% |
False |
False |
110,126 |
| 60 |
6,858.0 |
6,344.5 |
513.5 |
7.6% |
73.5 |
1.1% |
87% |
False |
False |
96,325 |
| 80 |
6,858.0 |
6,344.5 |
513.5 |
7.6% |
66.5 |
1.0% |
87% |
False |
False |
72,948 |
| 100 |
6,858.0 |
6,275.0 |
583.0 |
8.6% |
59.0 |
0.9% |
88% |
False |
False |
58,386 |
| 120 |
6,858.0 |
6,275.0 |
583.0 |
8.6% |
51.0 |
0.7% |
88% |
False |
False |
48,673 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,193.0 |
|
2.618 |
7,041.5 |
|
1.618 |
6,948.5 |
|
1.000 |
6,891.0 |
|
0.618 |
6,855.5 |
|
HIGH |
6,798.0 |
|
0.618 |
6,762.5 |
|
0.500 |
6,751.5 |
|
0.382 |
6,740.5 |
|
LOW |
6,705.0 |
|
0.618 |
6,647.5 |
|
1.000 |
6,612.0 |
|
1.618 |
6,554.5 |
|
2.618 |
6,461.5 |
|
4.250 |
6,310.0 |
|
|
| Fisher Pivots for day following 27-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
6,777.5 |
6,783.5 |
| PP |
6,764.5 |
6,776.5 |
| S1 |
6,751.5 |
6,770.0 |
|