| 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 |
3,680.25 |
3,703.75 |
23.50 |
0.6% |
3,665.75 |
| High |
3,706.75 |
3,722.50 |
15.75 |
0.4% |
3,722.50 |
| Low |
3,661.25 |
3,665.00 |
3.75 |
0.1% |
3,655.00 |
| Close |
3,701.50 |
3,695.25 |
-6.25 |
-0.2% |
3,695.25 |
| Range |
45.50 |
57.50 |
12.00 |
26.4% |
67.50 |
| ATR |
43.63 |
44.62 |
0.99 |
2.3% |
0.00 |
| Volume |
264,249 |
325,511 |
61,262 |
23.2% |
1,303,898 |
|
| Daily Pivots for day following 28-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,866.75 |
3,838.50 |
3,727.00 |
|
| R3 |
3,809.25 |
3,781.00 |
3,711.00 |
|
| R2 |
3,751.75 |
3,751.75 |
3,705.75 |
|
| R1 |
3,723.50 |
3,723.50 |
3,700.50 |
3,709.00 |
| PP |
3,694.25 |
3,694.25 |
3,694.25 |
3,687.00 |
| S1 |
3,666.00 |
3,666.00 |
3,690.00 |
3,651.50 |
| S2 |
3,636.75 |
3,636.75 |
3,684.75 |
|
| S3 |
3,579.25 |
3,608.50 |
3,679.50 |
|
| S4 |
3,521.75 |
3,551.00 |
3,663.50 |
|
|
| Weekly Pivots for week ending 28-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,893.50 |
3,861.75 |
3,732.50 |
|
| R3 |
3,826.00 |
3,794.25 |
3,713.75 |
|
| R2 |
3,758.50 |
3,758.50 |
3,707.50 |
|
| R1 |
3,726.75 |
3,726.75 |
3,701.50 |
3,742.50 |
| PP |
3,691.00 |
3,691.00 |
3,691.00 |
3,698.75 |
| S1 |
3,659.25 |
3,659.25 |
3,689.00 |
3,675.00 |
| S2 |
3,623.50 |
3,623.50 |
3,683.00 |
|
| S3 |
3,556.00 |
3,591.75 |
3,676.75 |
|
| S4 |
3,488.50 |
3,524.25 |
3,658.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,722.50 |
3,655.00 |
67.50 |
1.8% |
43.50 |
1.2% |
60% |
True |
False |
260,779 |
| 10 |
3,722.50 |
3,638.00 |
84.50 |
2.3% |
37.75 |
1.0% |
68% |
True |
False |
247,077 |
| 20 |
3,722.50 |
3,412.00 |
310.50 |
8.4% |
46.25 |
1.3% |
91% |
True |
False |
277,388 |
| 40 |
3,722.50 |
3,412.00 |
310.50 |
8.4% |
47.00 |
1.3% |
91% |
True |
False |
271,460 |
| 60 |
3,722.50 |
3,412.00 |
310.50 |
8.4% |
42.00 |
1.1% |
91% |
True |
False |
219,524 |
| 80 |
3,722.50 |
3,308.25 |
414.25 |
11.2% |
39.00 |
1.1% |
93% |
True |
False |
164,729 |
| 100 |
3,722.50 |
3,110.00 |
612.50 |
16.6% |
38.00 |
1.0% |
96% |
True |
False |
131,817 |
| 120 |
3,722.50 |
3,110.00 |
612.50 |
16.6% |
34.25 |
0.9% |
96% |
True |
False |
109,875 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,967.00 |
|
2.618 |
3,873.00 |
|
1.618 |
3,815.50 |
|
1.000 |
3,780.00 |
|
0.618 |
3,758.00 |
|
HIGH |
3,722.50 |
|
0.618 |
3,700.50 |
|
0.500 |
3,693.75 |
|
0.382 |
3,687.00 |
|
LOW |
3,665.00 |
|
0.618 |
3,629.50 |
|
1.000 |
3,607.50 |
|
1.618 |
3,572.00 |
|
2.618 |
3,514.50 |
|
4.250 |
3,420.50 |
|
|
| Fisher Pivots for day following 28-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,694.75 |
3,694.00 |
| PP |
3,694.25 |
3,693.00 |
| S1 |
3,693.75 |
3,692.00 |
|