| Trading Metrics calculated at close of trading on 18-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2014 |
18-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
1,143.0 |
1,146.8 |
3.8 |
0.3% |
1,112.8 |
| High |
1,147.8 |
1,160.7 |
12.9 |
1.1% |
1,147.8 |
| Low |
1,137.1 |
1,143.1 |
6.0 |
0.5% |
1,104.7 |
| Close |
1,146.0 |
1,158.3 |
12.3 |
1.1% |
1,146.0 |
| Range |
10.7 |
17.6 |
6.9 |
64.5% |
43.1 |
| ATR |
18.3 |
18.2 |
0.0 |
-0.3% |
0.0 |
| Volume |
97,517 |
107,682 |
10,165 |
10.4% |
529,469 |
|
| Daily Pivots for day following 18-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,206.8 |
1,200.3 |
1,168.0 |
|
| R3 |
1,189.3 |
1,182.5 |
1,163.3 |
|
| R2 |
1,171.8 |
1,171.8 |
1,161.5 |
|
| R1 |
1,165.0 |
1,165.0 |
1,160.0 |
1,168.3 |
| PP |
1,154.0 |
1,154.0 |
1,154.0 |
1,155.8 |
| S1 |
1,147.3 |
1,147.3 |
1,156.8 |
1,150.8 |
| S2 |
1,136.5 |
1,136.5 |
1,155.0 |
|
| S3 |
1,118.8 |
1,129.8 |
1,153.5 |
|
| S4 |
1,101.3 |
1,112.3 |
1,148.5 |
|
|
| Weekly Pivots for week ending 14-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,262.3 |
1,247.3 |
1,169.8 |
|
| R3 |
1,219.0 |
1,204.0 |
1,157.8 |
|
| R2 |
1,176.0 |
1,176.0 |
1,154.0 |
|
| R1 |
1,161.0 |
1,161.0 |
1,150.0 |
1,168.5 |
| PP |
1,132.8 |
1,132.8 |
1,132.8 |
1,136.5 |
| S1 |
1,117.8 |
1,117.8 |
1,142.0 |
1,125.3 |
| S2 |
1,089.8 |
1,089.8 |
1,138.0 |
|
| S3 |
1,046.8 |
1,074.8 |
1,134.3 |
|
| S4 |
1,003.5 |
1,031.8 |
1,122.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,160.7 |
1,113.8 |
46.9 |
4.0% |
16.8 |
1.4% |
95% |
True |
False |
107,840 |
| 10 |
1,160.7 |
1,078.0 |
82.7 |
7.1% |
17.0 |
1.5% |
97% |
True |
False |
124,022 |
| 20 |
1,181.3 |
1,078.0 |
103.3 |
8.9% |
20.8 |
1.8% |
78% |
False |
False |
133,787 |
| 40 |
1,181.3 |
1,078.0 |
103.3 |
8.9% |
16.5 |
1.4% |
78% |
False |
False |
105,853 |
| 60 |
1,181.3 |
1,078.0 |
103.3 |
8.9% |
15.0 |
1.3% |
78% |
False |
False |
82,795 |
| 80 |
1,181.3 |
1,078.0 |
103.3 |
8.9% |
12.3 |
1.1% |
78% |
False |
False |
62,097 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,235.5 |
|
2.618 |
1,206.8 |
|
1.618 |
1,189.3 |
|
1.000 |
1,178.3 |
|
0.618 |
1,171.5 |
|
HIGH |
1,160.8 |
|
0.618 |
1,154.0 |
|
0.500 |
1,152.0 |
|
0.382 |
1,149.8 |
|
LOW |
1,143.0 |
|
0.618 |
1,132.3 |
|
1.000 |
1,125.5 |
|
1.618 |
1,114.5 |
|
2.618 |
1,097.0 |
|
4.250 |
1,068.3 |
|
|
| Fisher Pivots for day following 18-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,156.3 |
1,152.3 |
| PP |
1,154.0 |
1,146.0 |
| S1 |
1,152.0 |
1,140.0 |
|