| Trading Metrics calculated at close of trading on 18-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2014 |
18-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
3,650.50 |
3,660.00 |
9.50 |
0.3% |
3,560.25 |
| High |
3,668.00 |
3,684.75 |
16.75 |
0.5% |
3,668.00 |
| Low |
3,638.00 |
3,654.00 |
16.00 |
0.4% |
3,550.50 |
| Close |
3,661.00 |
3,675.00 |
14.00 |
0.4% |
3,661.00 |
| Range |
30.00 |
30.75 |
0.75 |
2.5% |
117.50 |
| ATR |
49.11 |
47.80 |
-1.31 |
-2.7% |
0.00 |
| Volume |
212,826 |
220,169 |
7,343 |
3.5% |
1,207,766 |
|
| Daily Pivots for day following 18-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,763.50 |
3,750.00 |
3,692.00 |
|
| R3 |
3,732.75 |
3,719.25 |
3,683.50 |
|
| R2 |
3,702.00 |
3,702.00 |
3,680.75 |
|
| R1 |
3,688.50 |
3,688.50 |
3,677.75 |
3,695.25 |
| PP |
3,671.25 |
3,671.25 |
3,671.25 |
3,674.50 |
| S1 |
3,657.75 |
3,657.75 |
3,672.25 |
3,664.50 |
| S2 |
3,640.50 |
3,640.50 |
3,669.25 |
|
| S3 |
3,609.75 |
3,627.00 |
3,666.50 |
|
| S4 |
3,579.00 |
3,596.25 |
3,658.00 |
|
|
| 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 |
3,684.75 |
3,578.50 |
106.25 |
2.9% |
38.25 |
1.0% |
91% |
True |
False |
244,573 |
| 10 |
3,684.75 |
3,412.00 |
272.75 |
7.4% |
45.00 |
1.2% |
96% |
True |
False |
274,486 |
| 20 |
3,684.75 |
3,412.00 |
272.75 |
7.4% |
54.00 |
1.5% |
96% |
True |
False |
301,284 |
| 40 |
3,684.75 |
3,412.00 |
272.75 |
7.4% |
44.25 |
1.2% |
96% |
True |
False |
243,412 |
| 60 |
3,684.75 |
3,354.00 |
330.75 |
9.0% |
40.50 |
1.1% |
97% |
True |
False |
185,654 |
| 80 |
3,684.75 |
3,308.25 |
376.50 |
10.2% |
37.50 |
1.0% |
97% |
True |
False |
139,276 |
| 100 |
3,684.75 |
3,110.00 |
574.75 |
15.6% |
37.00 |
1.0% |
98% |
True |
False |
111,467 |
| 120 |
3,684.75 |
3,045.00 |
639.75 |
17.4% |
32.00 |
0.9% |
98% |
True |
False |
92,894 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,815.50 |
|
2.618 |
3,765.25 |
|
1.618 |
3,734.50 |
|
1.000 |
3,715.50 |
|
0.618 |
3,703.75 |
|
HIGH |
3,684.75 |
|
0.618 |
3,673.00 |
|
0.500 |
3,669.50 |
|
0.382 |
3,665.75 |
|
LOW |
3,654.00 |
|
0.618 |
3,635.00 |
|
1.000 |
3,623.25 |
|
1.618 |
3,604.25 |
|
2.618 |
3,573.50 |
|
4.250 |
3,523.25 |
|
|
| Fisher Pivots for day following 18-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,673.00 |
3,663.50 |
| PP |
3,671.25 |
3,652.25 |
| S1 |
3,669.50 |
3,640.75 |
|