| 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 |
16,192 |
16,282 |
90 |
0.6% |
16,099 |
| High |
16,288 |
16,388 |
100 |
0.6% |
16,388 |
| Low |
16,102 |
16,210 |
108 |
0.7% |
16,039 |
| Close |
16,272 |
16,307 |
35 |
0.2% |
16,307 |
| Range |
186 |
178 |
-8 |
-4.3% |
349 |
| ATR |
175 |
175 |
0 |
0.1% |
0 |
| Volume |
161,929 |
194,037 |
32,108 |
19.8% |
782,045 |
|
| Daily Pivots for day following 28-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,836 |
16,749 |
16,405 |
|
| R3 |
16,658 |
16,571 |
16,356 |
|
| R2 |
16,480 |
16,480 |
16,340 |
|
| R1 |
16,393 |
16,393 |
16,323 |
16,437 |
| PP |
16,302 |
16,302 |
16,302 |
16,323 |
| S1 |
16,215 |
16,215 |
16,291 |
16,259 |
| S2 |
16,124 |
16,124 |
16,274 |
|
| S3 |
15,946 |
16,037 |
16,258 |
|
| S4 |
15,768 |
15,859 |
16,209 |
|
|
| Weekly Pivots for week ending 28-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,292 |
17,148 |
16,499 |
|
| R3 |
16,943 |
16,799 |
16,403 |
|
| R2 |
16,594 |
16,594 |
16,371 |
|
| R1 |
16,450 |
16,450 |
16,339 |
16,522 |
| PP |
16,245 |
16,245 |
16,245 |
16,281 |
| S1 |
16,101 |
16,101 |
16,275 |
16,173 |
| S2 |
15,896 |
15,896 |
16,243 |
|
| S3 |
15,547 |
15,752 |
16,211 |
|
| S4 |
15,198 |
15,403 |
16,115 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,388 |
16,039 |
349 |
2.1% |
166 |
1.0% |
77% |
True |
False |
156,409 |
| 10 |
16,388 |
15,911 |
477 |
2.9% |
166 |
1.0% |
83% |
True |
False |
152,288 |
| 20 |
16,388 |
15,276 |
1,112 |
6.8% |
183 |
1.1% |
93% |
True |
False |
166,664 |
| 40 |
16,496 |
15,276 |
1,220 |
7.5% |
181 |
1.1% |
85% |
False |
False |
157,322 |
| 60 |
16,540 |
15,276 |
1,264 |
7.8% |
164 |
1.0% |
82% |
False |
False |
122,604 |
| 80 |
16,540 |
15,276 |
1,264 |
7.8% |
150 |
0.9% |
82% |
False |
False |
91,979 |
| 100 |
16,540 |
14,588 |
1,952 |
12.0% |
142 |
0.9% |
88% |
False |
False |
73,592 |
| 120 |
16,540 |
14,588 |
1,952 |
12.0% |
125 |
0.8% |
88% |
False |
False |
61,331 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,145 |
|
2.618 |
16,854 |
|
1.618 |
16,676 |
|
1.000 |
16,566 |
|
0.618 |
16,498 |
|
HIGH |
16,388 |
|
0.618 |
16,320 |
|
0.500 |
16,299 |
|
0.382 |
16,278 |
|
LOW |
16,210 |
|
0.618 |
16,100 |
|
1.000 |
16,032 |
|
1.618 |
15,922 |
|
2.618 |
15,744 |
|
4.250 |
15,454 |
|
|
| Fisher Pivots for day following 28-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,304 |
16,286 |
| PP |
16,302 |
16,266 |
| S1 |
16,299 |
16,245 |
|