| Trading Metrics calculated at close of trading on 28-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2014 |
28-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
1,180.1 |
1,186.1 |
6.0 |
0.5% |
1,163.9 |
| High |
1,188.0 |
1,193.7 |
5.7 |
0.5% |
1,193.7 |
| Low |
1,171.2 |
1,174.1 |
2.9 |
0.2% |
1,159.6 |
| Close |
1,187.2 |
1,181.9 |
-5.3 |
-0.4% |
1,181.9 |
| Range |
16.8 |
19.6 |
2.8 |
16.7% |
34.1 |
| ATR |
17.2 |
17.3 |
0.2 |
1.0% |
0.0 |
| Volume |
115,997 |
166,668 |
50,671 |
43.7% |
627,100 |
|
| Daily Pivots for day following 28-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,242.0 |
1,231.5 |
1,192.8 |
|
| R3 |
1,222.5 |
1,212.0 |
1,187.3 |
|
| R2 |
1,202.8 |
1,202.8 |
1,185.5 |
|
| R1 |
1,192.3 |
1,192.3 |
1,183.8 |
1,187.8 |
| PP |
1,183.3 |
1,183.3 |
1,183.3 |
1,181.0 |
| S1 |
1,172.8 |
1,172.8 |
1,180.0 |
1,168.3 |
| S2 |
1,163.8 |
1,163.8 |
1,178.3 |
|
| S3 |
1,144.0 |
1,153.3 |
1,176.5 |
|
| S4 |
1,124.5 |
1,133.5 |
1,171.0 |
|
|
| Weekly Pivots for week ending 28-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,280.8 |
1,265.5 |
1,200.8 |
|
| R3 |
1,246.5 |
1,231.3 |
1,191.3 |
|
| R2 |
1,212.5 |
1,212.5 |
1,188.3 |
|
| R1 |
1,197.3 |
1,197.3 |
1,185.0 |
1,204.8 |
| PP |
1,178.5 |
1,178.5 |
1,178.5 |
1,182.3 |
| S1 |
1,163.0 |
1,163.0 |
1,178.8 |
1,170.8 |
| S2 |
1,144.3 |
1,144.3 |
1,175.8 |
|
| S3 |
1,110.3 |
1,129.0 |
1,172.5 |
|
| S4 |
1,076.0 |
1,095.0 |
1,163.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,193.7 |
1,159.6 |
34.1 |
2.9% |
16.8 |
1.4% |
65% |
True |
False |
125,420 |
| 10 |
1,193.7 |
1,137.1 |
56.6 |
4.8% |
15.8 |
1.3% |
79% |
True |
False |
115,404 |
| 20 |
1,193.7 |
1,078.0 |
115.7 |
9.8% |
18.3 |
1.5% |
90% |
True |
False |
127,618 |
| 40 |
1,193.7 |
1,078.0 |
115.7 |
9.8% |
17.5 |
1.5% |
90% |
True |
False |
117,863 |
| 60 |
1,193.7 |
1,078.0 |
115.7 |
9.8% |
16.3 |
1.4% |
90% |
True |
False |
98,606 |
| 80 |
1,193.7 |
1,078.0 |
115.7 |
9.8% |
13.8 |
1.2% |
90% |
True |
False |
73,957 |
| 100 |
1,193.7 |
1,037.5 |
156.2 |
13.2% |
11.0 |
0.9% |
92% |
True |
False |
59,167 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,277.0 |
|
2.618 |
1,245.0 |
|
1.618 |
1,225.5 |
|
1.000 |
1,213.3 |
|
0.618 |
1,205.8 |
|
HIGH |
1,193.8 |
|
0.618 |
1,186.3 |
|
0.500 |
1,184.0 |
|
0.382 |
1,181.5 |
|
LOW |
1,174.0 |
|
0.618 |
1,162.0 |
|
1.000 |
1,154.5 |
|
1.618 |
1,142.5 |
|
2.618 |
1,122.8 |
|
4.250 |
1,090.8 |
|
|
| Fisher Pivots for day following 28-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,184.0 |
1,182.0 |
| PP |
1,183.3 |
1,182.0 |
| S1 |
1,182.5 |
1,182.0 |
|