| Trading Metrics calculated at close of trading on 26-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2014 |
26-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
16,180 |
16,196 |
16 |
0.1% |
16,120 |
| High |
16,235 |
16,244 |
9 |
0.1% |
16,201 |
| Low |
16,122 |
16,135 |
13 |
0.1% |
15,947 |
| Close |
16,187 |
16,178 |
-9 |
-0.1% |
16,093 |
| Range |
113 |
109 |
-4 |
-3.5% |
254 |
| ATR |
179 |
174 |
-5 |
-2.8% |
0 |
| Volume |
144,454 |
147,754 |
3,300 |
2.3% |
618,991 |
|
| Daily Pivots for day following 26-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,513 |
16,454 |
16,238 |
|
| R3 |
16,404 |
16,345 |
16,208 |
|
| R2 |
16,295 |
16,295 |
16,198 |
|
| R1 |
16,236 |
16,236 |
16,188 |
16,211 |
| PP |
16,186 |
16,186 |
16,186 |
16,173 |
| S1 |
16,127 |
16,127 |
16,168 |
16,102 |
| S2 |
16,077 |
16,077 |
16,158 |
|
| S3 |
15,968 |
16,018 |
16,148 |
|
| S4 |
15,859 |
15,909 |
16,118 |
|
|
| Weekly Pivots for week ending 21-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,842 |
16,722 |
16,233 |
|
| R3 |
16,588 |
16,468 |
16,163 |
|
| R2 |
16,334 |
16,334 |
16,140 |
|
| R1 |
16,214 |
16,214 |
16,116 |
16,147 |
| PP |
16,080 |
16,080 |
16,080 |
16,047 |
| S1 |
15,960 |
15,960 |
16,070 |
15,893 |
| S2 |
15,826 |
15,826 |
16,047 |
|
| S3 |
15,572 |
15,706 |
16,023 |
|
| S4 |
15,318 |
15,452 |
15,953 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,281 |
15,947 |
334 |
2.1% |
151 |
0.9% |
69% |
False |
False |
145,491 |
| 10 |
16,281 |
15,822 |
459 |
2.8% |
160 |
1.0% |
78% |
False |
False |
143,424 |
| 20 |
16,281 |
15,276 |
1,005 |
6.2% |
191 |
1.2% |
90% |
False |
False |
171,988 |
| 40 |
16,540 |
15,276 |
1,264 |
7.8% |
175 |
1.1% |
71% |
False |
False |
150,363 |
| 60 |
16,540 |
15,276 |
1,264 |
7.8% |
161 |
1.0% |
71% |
False |
False |
116,681 |
| 80 |
16,540 |
15,276 |
1,264 |
7.8% |
148 |
0.9% |
71% |
False |
False |
87,530 |
| 100 |
16,540 |
14,588 |
1,952 |
12.1% |
139 |
0.9% |
81% |
False |
False |
70,033 |
| 120 |
16,540 |
14,588 |
1,952 |
12.1% |
122 |
0.8% |
81% |
False |
False |
58,364 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,707 |
|
2.618 |
16,529 |
|
1.618 |
16,420 |
|
1.000 |
16,353 |
|
0.618 |
16,311 |
|
HIGH |
16,244 |
|
0.618 |
16,202 |
|
0.500 |
16,190 |
|
0.382 |
16,177 |
|
LOW |
16,135 |
|
0.618 |
16,068 |
|
1.000 |
16,026 |
|
1.618 |
15,959 |
|
2.618 |
15,850 |
|
4.250 |
15,672 |
|
|
| Fisher Pivots for day following 26-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,190 |
16,172 |
| PP |
16,186 |
16,166 |
| S1 |
16,182 |
16,160 |
|