| Trading Metrics calculated at close of trading on 24-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2014 |
24-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
3,064.0 |
3,057.0 |
-7.0 |
-0.2% |
3,060.0 |
| High |
3,068.0 |
3,094.0 |
26.0 |
0.8% |
3,068.0 |
| Low |
3,047.0 |
3,053.0 |
6.0 |
0.2% |
3,012.0 |
| Close |
3,065.0 |
3,084.0 |
19.0 |
0.6% |
3,065.0 |
| Range |
21.0 |
41.0 |
20.0 |
95.2% |
56.0 |
| ATR |
40.0 |
40.1 |
0.1 |
0.2% |
0.0 |
| Volume |
138 |
6,256 |
6,118 |
4,433.3% |
826 |
|
| Daily Pivots for day following 24-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,200.0 |
3,183.0 |
3,106.6 |
|
| R3 |
3,159.0 |
3,142.0 |
3,095.3 |
|
| R2 |
3,118.0 |
3,118.0 |
3,091.5 |
|
| R1 |
3,101.0 |
3,101.0 |
3,087.8 |
3,109.5 |
| PP |
3,077.0 |
3,077.0 |
3,077.0 |
3,081.3 |
| S1 |
3,060.0 |
3,060.0 |
3,080.2 |
3,068.5 |
| S2 |
3,036.0 |
3,036.0 |
3,076.5 |
|
| S3 |
2,995.0 |
3,019.0 |
3,072.7 |
|
| S4 |
2,954.0 |
2,978.0 |
3,061.5 |
|
|
| Weekly Pivots for week ending 21-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,216.3 |
3,196.7 |
3,095.8 |
|
| R3 |
3,160.3 |
3,140.7 |
3,080.4 |
|
| R2 |
3,104.3 |
3,104.3 |
3,075.3 |
|
| R1 |
3,084.7 |
3,084.7 |
3,070.1 |
3,094.5 |
| PP |
3,048.3 |
3,048.3 |
3,048.3 |
3,053.3 |
| S1 |
3,028.7 |
3,028.7 |
3,059.9 |
3,038.5 |
| S2 |
2,992.3 |
2,992.3 |
3,054.7 |
|
| S3 |
2,936.3 |
2,972.7 |
3,049.6 |
|
| S4 |
2,880.3 |
2,916.7 |
3,034.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,094.0 |
3,012.0 |
82.0 |
2.7% |
34.0 |
1.1% |
88% |
True |
False |
1,401 |
| 10 |
3,094.0 |
2,979.0 |
115.0 |
3.7% |
33.1 |
1.1% |
91% |
True |
False |
787 |
| 20 |
3,094.0 |
2,868.0 |
226.0 |
7.3% |
43.2 |
1.4% |
96% |
True |
False |
2,092 |
| 40 |
3,108.0 |
2,868.0 |
240.0 |
7.8% |
40.3 |
1.3% |
90% |
False |
False |
1,320 |
| 60 |
3,108.0 |
2,847.0 |
261.0 |
8.5% |
35.0 |
1.1% |
91% |
False |
False |
1,107 |
| 80 |
3,108.0 |
2,847.0 |
261.0 |
8.5% |
29.0 |
0.9% |
91% |
False |
False |
926 |
| 100 |
3,108.0 |
2,814.0 |
294.0 |
9.5% |
25.7 |
0.8% |
92% |
False |
False |
742 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,268.3 |
|
2.618 |
3,201.3 |
|
1.618 |
3,160.3 |
|
1.000 |
3,135.0 |
|
0.618 |
3,119.3 |
|
HIGH |
3,094.0 |
|
0.618 |
3,078.3 |
|
0.500 |
3,073.5 |
|
0.382 |
3,068.7 |
|
LOW |
3,053.0 |
|
0.618 |
3,027.7 |
|
1.000 |
3,012.0 |
|
1.618 |
2,986.7 |
|
2.618 |
2,945.7 |
|
4.250 |
2,878.8 |
|
|
| Fisher Pivots for day following 24-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,080.5 |
3,073.7 |
| PP |
3,077.0 |
3,063.3 |
| S1 |
3,073.5 |
3,053.0 |
|