| Trading Metrics calculated at close of trading on 14-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2014 |
14-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
3,623.25 |
3,650.50 |
27.25 |
0.8% |
3,560.25 |
| High |
3,656.00 |
3,668.00 |
12.00 |
0.3% |
3,668.00 |
| Low |
3,596.75 |
3,638.00 |
41.25 |
1.1% |
3,550.50 |
| Close |
3,651.00 |
3,661.00 |
10.00 |
0.3% |
3,661.00 |
| Range |
59.25 |
30.00 |
-29.25 |
-49.4% |
117.50 |
| ATR |
50.58 |
49.11 |
-1.47 |
-2.9% |
0.00 |
| Volume |
287,786 |
212,826 |
-74,960 |
-26.0% |
1,207,766 |
|
| Daily Pivots for day following 14-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,745.75 |
3,733.25 |
3,677.50 |
|
| R3 |
3,715.75 |
3,703.25 |
3,669.25 |
|
| R2 |
3,685.75 |
3,685.75 |
3,666.50 |
|
| R1 |
3,673.25 |
3,673.25 |
3,663.75 |
3,679.50 |
| PP |
3,655.75 |
3,655.75 |
3,655.75 |
3,658.75 |
| S1 |
3,643.25 |
3,643.25 |
3,658.25 |
3,649.50 |
| S2 |
3,625.75 |
3,625.75 |
3,655.50 |
|
| S3 |
3,595.75 |
3,613.25 |
3,652.75 |
|
| S4 |
3,565.75 |
3,583.25 |
3,644.50 |
|
|
| Weekly Pivots for week ending 14-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,979.00 |
3,937.50 |
3,725.50 |
|
| R3 |
3,861.50 |
3,820.00 |
3,693.25 |
|
| R2 |
3,744.00 |
3,744.00 |
3,682.50 |
|
| R1 |
3,702.50 |
3,702.50 |
3,671.75 |
3,723.25 |
| PP |
3,626.50 |
3,626.50 |
3,626.50 |
3,637.00 |
| S1 |
3,585.00 |
3,585.00 |
3,650.25 |
3,605.75 |
| S2 |
3,509.00 |
3,509.00 |
3,639.50 |
|
| S3 |
3,391.50 |
3,467.50 |
3,628.75 |
|
| S4 |
3,274.00 |
3,350.00 |
3,596.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,668.00 |
3,550.50 |
117.50 |
3.2% |
38.25 |
1.0% |
94% |
True |
False |
241,553 |
| 10 |
3,668.00 |
3,412.00 |
256.00 |
7.0% |
52.25 |
1.4% |
97% |
True |
False |
296,296 |
| 20 |
3,668.00 |
3,412.00 |
256.00 |
7.0% |
54.00 |
1.5% |
97% |
True |
False |
303,085 |
| 40 |
3,668.00 |
3,412.00 |
256.00 |
7.0% |
45.75 |
1.3% |
97% |
True |
False |
247,857 |
| 60 |
3,668.00 |
3,354.00 |
314.00 |
8.6% |
40.50 |
1.1% |
98% |
True |
False |
181,994 |
| 80 |
3,668.00 |
3,308.25 |
359.75 |
9.8% |
37.75 |
1.0% |
98% |
True |
False |
136,525 |
| 100 |
3,668.00 |
3,110.00 |
558.00 |
15.2% |
36.75 |
1.0% |
99% |
True |
False |
109,270 |
| 120 |
3,668.00 |
3,045.00 |
623.00 |
17.0% |
31.75 |
0.9% |
99% |
True |
False |
91,059 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,795.50 |
|
2.618 |
3,746.50 |
|
1.618 |
3,716.50 |
|
1.000 |
3,698.00 |
|
0.618 |
3,686.50 |
|
HIGH |
3,668.00 |
|
0.618 |
3,656.50 |
|
0.500 |
3,653.00 |
|
0.382 |
3,649.50 |
|
LOW |
3,638.00 |
|
0.618 |
3,619.50 |
|
1.000 |
3,608.00 |
|
1.618 |
3,589.50 |
|
2.618 |
3,559.50 |
|
4.250 |
3,510.50 |
|
|
| Fisher Pivots for day following 14-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,658.25 |
3,651.50 |
| PP |
3,655.75 |
3,642.00 |
| S1 |
3,653.00 |
3,632.50 |
|