| 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 |
1,124.5 |
1,129.2 |
4.7 |
0.4% |
1,126.1 |
| High |
1,135.7 |
1,146.6 |
10.9 |
1.0% |
1,131.7 |
| Low |
1,123.3 |
1,119.2 |
-4.1 |
-0.4% |
1,078.0 |
| Close |
1,130.5 |
1,144.1 |
13.6 |
1.2% |
1,113.1 |
| Range |
12.4 |
27.4 |
15.0 |
121.0% |
53.7 |
| ATR |
18.2 |
18.9 |
0.7 |
3.6% |
0.0 |
| Volume |
106,005 |
115,291 |
9,286 |
8.8% |
820,692 |
|
| Daily Pivots for day following 13-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,218.8 |
1,208.8 |
1,159.3 |
|
| R3 |
1,191.5 |
1,181.5 |
1,151.8 |
|
| R2 |
1,164.0 |
1,164.0 |
1,149.0 |
|
| R1 |
1,154.0 |
1,154.0 |
1,146.5 |
1,159.0 |
| PP |
1,136.8 |
1,136.8 |
1,136.8 |
1,139.0 |
| S1 |
1,126.8 |
1,126.8 |
1,141.5 |
1,131.8 |
| S2 |
1,109.3 |
1,109.3 |
1,139.0 |
|
| S3 |
1,081.8 |
1,099.3 |
1,136.5 |
|
| S4 |
1,054.5 |
1,071.8 |
1,129.0 |
|
|
| Weekly Pivots for week ending 07-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,268.8 |
1,244.5 |
1,142.8 |
|
| R3 |
1,215.0 |
1,191.0 |
1,127.8 |
|
| R2 |
1,161.3 |
1,161.3 |
1,123.0 |
|
| R1 |
1,137.3 |
1,137.3 |
1,118.0 |
1,122.5 |
| PP |
1,107.5 |
1,107.5 |
1,107.5 |
1,100.3 |
| S1 |
1,083.5 |
1,083.5 |
1,108.3 |
1,068.8 |
| S2 |
1,054.0 |
1,054.0 |
1,103.3 |
|
| S3 |
1,000.3 |
1,029.8 |
1,098.3 |
|
| S4 |
946.5 |
976.0 |
1,083.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,146.6 |
1,089.9 |
56.7 |
5.0% |
18.3 |
1.6% |
96% |
True |
False |
119,222 |
| 10 |
1,146.6 |
1,078.0 |
68.6 |
6.0% |
20.8 |
1.8% |
96% |
True |
False |
139,832 |
| 20 |
1,181.3 |
1,078.0 |
103.3 |
9.0% |
20.3 |
1.8% |
64% |
False |
False |
130,140 |
| 40 |
1,181.3 |
1,078.0 |
103.3 |
9.0% |
16.8 |
1.5% |
64% |
False |
False |
107,993 |
| 60 |
1,181.3 |
1,078.0 |
103.3 |
9.0% |
15.0 |
1.3% |
64% |
False |
False |
79,375 |
| 80 |
1,181.3 |
1,078.0 |
103.3 |
9.0% |
11.8 |
1.0% |
64% |
False |
False |
59,532 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,263.0 |
|
2.618 |
1,218.3 |
|
1.618 |
1,191.0 |
|
1.000 |
1,174.0 |
|
0.618 |
1,163.5 |
|
HIGH |
1,146.5 |
|
0.618 |
1,136.3 |
|
0.500 |
1,133.0 |
|
0.382 |
1,129.8 |
|
LOW |
1,119.3 |
|
0.618 |
1,102.3 |
|
1.000 |
1,091.8 |
|
1.618 |
1,074.8 |
|
2.618 |
1,047.5 |
|
4.250 |
1,002.8 |
|
|
| Fisher Pivots for day following 13-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,140.3 |
1,139.5 |
| PP |
1,136.8 |
1,134.8 |
| S1 |
1,133.0 |
1,130.3 |
|