| 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 |
16,124 |
16,199 |
75 |
0.5% |
15,995 |
| High |
16,213 |
16,315 |
102 |
0.6% |
16,315 |
| Low |
16,044 |
16,145 |
101 |
0.6% |
15,995 |
| Close |
16,204 |
16,239 |
35 |
0.2% |
16,239 |
| Range |
169 |
170 |
1 |
0.6% |
320 |
| ATR |
151 |
153 |
1 |
0.9% |
0 |
| Volume |
456 |
351 |
-105 |
-23.0% |
1,738 |
|
| Daily Pivots for day following 28-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,743 |
16,661 |
16,333 |
|
| R3 |
16,573 |
16,491 |
16,286 |
|
| R2 |
16,403 |
16,403 |
16,270 |
|
| R1 |
16,321 |
16,321 |
16,255 |
16,362 |
| PP |
16,233 |
16,233 |
16,233 |
16,254 |
| S1 |
16,151 |
16,151 |
16,224 |
16,192 |
| S2 |
16,063 |
16,063 |
16,208 |
|
| S3 |
15,893 |
15,981 |
16,192 |
|
| S4 |
15,723 |
15,811 |
16,146 |
|
|
| Weekly Pivots for week ending 28-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,143 |
17,011 |
16,415 |
|
| R3 |
16,823 |
16,691 |
16,327 |
|
| R2 |
16,503 |
16,503 |
16,298 |
|
| R1 |
16,371 |
16,371 |
16,268 |
16,437 |
| PP |
16,183 |
16,183 |
16,183 |
16,216 |
| S1 |
16,051 |
16,051 |
16,210 |
16,117 |
| S2 |
15,863 |
15,863 |
16,180 |
|
| S3 |
15,543 |
15,731 |
16,151 |
|
| S4 |
15,223 |
15,411 |
16,063 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,315 |
15,995 |
320 |
2.0% |
147 |
0.9% |
76% |
True |
False |
347 |
| 10 |
16,315 |
15,884 |
431 |
2.7% |
147 |
0.9% |
82% |
True |
False |
218 |
| 20 |
16,315 |
15,216 |
1,099 |
6.8% |
160 |
1.0% |
93% |
True |
False |
133 |
| 40 |
16,433 |
15,216 |
1,217 |
7.5% |
146 |
0.9% |
84% |
False |
False |
79 |
| 60 |
16,439 |
15,216 |
1,223 |
7.5% |
115 |
0.7% |
84% |
False |
False |
57 |
| 80 |
16,439 |
15,216 |
1,223 |
7.5% |
90 |
0.6% |
84% |
False |
False |
44 |
| 100 |
16,439 |
14,579 |
1,860 |
11.5% |
78 |
0.5% |
89% |
False |
False |
35 |
| 120 |
16,439 |
14,579 |
1,860 |
11.5% |
67 |
0.4% |
89% |
False |
False |
30 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,038 |
|
2.618 |
16,760 |
|
1.618 |
16,590 |
|
1.000 |
16,485 |
|
0.618 |
16,420 |
|
HIGH |
16,315 |
|
0.618 |
16,250 |
|
0.500 |
16,230 |
|
0.382 |
16,210 |
|
LOW |
16,145 |
|
0.618 |
16,040 |
|
1.000 |
15,975 |
|
1.618 |
15,870 |
|
2.618 |
15,700 |
|
4.250 |
15,423 |
|
|
| Fisher Pivots for day following 28-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,236 |
16,219 |
| PP |
16,233 |
16,199 |
| S1 |
16,230 |
16,180 |
|