| Trading Metrics calculated at close of trading on 12-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2014 |
12-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
3,579.25 |
3,612.00 |
32.75 |
0.9% |
3,514.00 |
| High |
3,626.00 |
3,633.50 |
7.50 |
0.2% |
3,561.75 |
| Low |
3,578.50 |
3,610.25 |
31.75 |
0.9% |
3,412.00 |
| Close |
3,612.75 |
3,624.50 |
11.75 |
0.3% |
3,558.00 |
| Range |
47.50 |
23.25 |
-24.25 |
-51.1% |
149.75 |
| ATR |
51.97 |
49.91 |
-2.05 |
-3.9% |
0.00 |
| Volume |
249,858 |
252,230 |
2,372 |
0.9% |
1,755,202 |
|
| Daily Pivots for day following 12-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,692.50 |
3,681.75 |
3,637.25 |
|
| R3 |
3,669.25 |
3,658.50 |
3,631.00 |
|
| R2 |
3,646.00 |
3,646.00 |
3,628.75 |
|
| R1 |
3,635.25 |
3,635.25 |
3,626.75 |
3,640.50 |
| PP |
3,622.75 |
3,622.75 |
3,622.75 |
3,625.50 |
| S1 |
3,612.00 |
3,612.00 |
3,622.25 |
3,617.50 |
| S2 |
3,599.50 |
3,599.50 |
3,620.25 |
|
| S3 |
3,576.25 |
3,588.75 |
3,618.00 |
|
| S4 |
3,553.00 |
3,565.50 |
3,611.75 |
|
|
| Weekly Pivots for week ending 07-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,959.75 |
3,908.75 |
3,640.25 |
|
| R3 |
3,810.00 |
3,759.00 |
3,599.25 |
|
| R2 |
3,660.25 |
3,660.25 |
3,585.50 |
|
| R1 |
3,609.25 |
3,609.25 |
3,571.75 |
3,634.75 |
| PP |
3,510.50 |
3,510.50 |
3,510.50 |
3,523.50 |
| S1 |
3,459.50 |
3,459.50 |
3,544.25 |
3,485.00 |
| S2 |
3,360.75 |
3,360.75 |
3,530.50 |
|
| S3 |
3,211.00 |
3,309.75 |
3,516.75 |
|
| S4 |
3,061.25 |
3,160.00 |
3,475.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,633.50 |
3,447.75 |
185.75 |
5.1% |
47.25 |
1.3% |
95% |
True |
False |
268,562 |
| 10 |
3,633.50 |
3,412.00 |
221.50 |
6.1% |
55.25 |
1.5% |
96% |
True |
False |
310,455 |
| 20 |
3,635.25 |
3,412.00 |
223.25 |
6.2% |
52.25 |
1.4% |
95% |
False |
False |
297,869 |
| 40 |
3,635.25 |
3,412.00 |
223.25 |
6.2% |
45.75 |
1.3% |
95% |
False |
False |
249,078 |
| 60 |
3,635.25 |
3,354.00 |
281.25 |
7.8% |
39.75 |
1.1% |
96% |
False |
False |
173,654 |
| 80 |
3,635.25 |
3,307.00 |
328.25 |
9.1% |
37.25 |
1.0% |
97% |
False |
False |
130,272 |
| 100 |
3,635.25 |
3,110.00 |
525.25 |
14.5% |
36.50 |
1.0% |
98% |
False |
False |
104,264 |
| 120 |
3,635.25 |
3,045.00 |
590.25 |
16.3% |
31.00 |
0.9% |
98% |
False |
False |
86,887 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,732.25 |
|
2.618 |
3,694.25 |
|
1.618 |
3,671.00 |
|
1.000 |
3,656.75 |
|
0.618 |
3,647.75 |
|
HIGH |
3,633.50 |
|
0.618 |
3,624.50 |
|
0.500 |
3,622.00 |
|
0.382 |
3,619.25 |
|
LOW |
3,610.25 |
|
0.618 |
3,596.00 |
|
1.000 |
3,587.00 |
|
1.618 |
3,572.75 |
|
2.618 |
3,549.50 |
|
4.250 |
3,511.50 |
|
|
| Fisher Pivots for day following 12-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,623.50 |
3,613.75 |
| PP |
3,622.75 |
3,602.75 |
| S1 |
3,622.00 |
3,592.00 |
|