| 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 |
1,274.2 |
1,290.1 |
15.9 |
1.2% |
1,242.0 |
| High |
1,294.4 |
1,296.4 |
2.0 |
0.2% |
1,274.5 |
| Low |
1,273.5 |
1,283.9 |
10.4 |
0.8% |
1,240.4 |
| Close |
1,289.8 |
1,295.0 |
5.2 |
0.4% |
1,262.9 |
| Range |
20.9 |
12.5 |
-8.4 |
-40.2% |
34.1 |
| ATR |
19.5 |
19.0 |
-0.5 |
-2.6% |
0.0 |
| Volume |
154,734 |
111,438 |
-43,296 |
-28.0% |
568,879 |
|
| Daily Pivots for day following 12-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,329.3 |
1,324.6 |
1,301.9 |
|
| R3 |
1,316.8 |
1,312.1 |
1,298.4 |
|
| R2 |
1,304.3 |
1,304.3 |
1,297.3 |
|
| R1 |
1,299.6 |
1,299.6 |
1,296.1 |
1,302.0 |
| PP |
1,291.8 |
1,291.8 |
1,291.8 |
1,292.9 |
| S1 |
1,287.1 |
1,287.1 |
1,293.9 |
1,289.5 |
| S2 |
1,279.3 |
1,279.3 |
1,292.7 |
|
| S3 |
1,266.8 |
1,274.6 |
1,291.6 |
|
| S4 |
1,254.3 |
1,262.1 |
1,288.1 |
|
|
| Weekly Pivots for week ending 07-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,361.6 |
1,346.3 |
1,281.7 |
|
| R3 |
1,327.5 |
1,312.2 |
1,272.3 |
|
| R2 |
1,293.4 |
1,293.4 |
1,269.2 |
|
| R1 |
1,278.1 |
1,278.1 |
1,266.0 |
1,285.8 |
| PP |
1,259.3 |
1,259.3 |
1,259.3 |
1,263.1 |
| S1 |
1,244.0 |
1,244.0 |
1,259.8 |
1,251.7 |
| S2 |
1,225.2 |
1,225.2 |
1,256.6 |
|
| S3 |
1,191.1 |
1,209.9 |
1,253.5 |
|
| S4 |
1,157.0 |
1,175.8 |
1,244.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,296.4 |
1,252.5 |
43.9 |
3.4% |
15.6 |
1.2% |
97% |
True |
False |
116,972 |
| 10 |
1,296.4 |
1,237.5 |
58.9 |
4.5% |
18.7 |
1.4% |
98% |
True |
False |
120,959 |
| 20 |
1,296.4 |
1,230.8 |
65.6 |
5.1% |
18.8 |
1.4% |
98% |
True |
False |
82,145 |
| 40 |
1,296.4 |
1,182.3 |
114.1 |
8.8% |
19.1 |
1.5% |
99% |
True |
False |
46,070 |
| 60 |
1,296.4 |
1,182.3 |
114.1 |
8.8% |
19.6 |
1.5% |
99% |
True |
False |
32,166 |
| 80 |
1,361.1 |
1,182.3 |
178.8 |
13.8% |
18.9 |
1.5% |
63% |
False |
False |
24,579 |
| 100 |
1,369.6 |
1,182.3 |
187.3 |
14.5% |
20.1 |
1.5% |
60% |
False |
False |
19,893 |
| 120 |
1,430.2 |
1,182.3 |
247.9 |
19.1% |
20.4 |
1.6% |
45% |
False |
False |
16,693 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,349.5 |
|
2.618 |
1,329.1 |
|
1.618 |
1,316.6 |
|
1.000 |
1,308.9 |
|
0.618 |
1,304.1 |
|
HIGH |
1,296.4 |
|
0.618 |
1,291.6 |
|
0.500 |
1,290.2 |
|
0.382 |
1,288.7 |
|
LOW |
1,283.9 |
|
0.618 |
1,276.2 |
|
1.000 |
1,271.4 |
|
1.618 |
1,263.7 |
|
2.618 |
1,251.2 |
|
4.250 |
1,230.8 |
|
|
| Fisher Pivots for day following 12-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,293.4 |
1,290.2 |
| PP |
1,291.8 |
1,285.4 |
| S1 |
1,290.2 |
1,280.6 |
|