| 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 |
1,787.75 |
1,806.50 |
18.75 |
1.0% |
1,772.00 |
| High |
1,812.25 |
1,816.25 |
4.00 |
0.2% |
1,786.50 |
| Low |
1,787.50 |
1,804.50 |
17.00 |
1.0% |
1,725.25 |
| Close |
1,806.50 |
1,810.00 |
3.50 |
0.2% |
1,786.50 |
| Range |
24.75 |
11.75 |
-13.00 |
-52.5% |
61.25 |
| ATR |
22.60 |
21.82 |
-0.77 |
-3.4% |
0.00 |
| Volume |
6,532 |
9,466 |
2,934 |
44.9% |
41,840 |
|
| Daily Pivots for day following 12-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,845.50 |
1,839.50 |
1,816.50 |
|
| R3 |
1,833.75 |
1,827.75 |
1,813.25 |
|
| R2 |
1,822.00 |
1,822.00 |
1,812.25 |
|
| R1 |
1,816.00 |
1,816.00 |
1,811.00 |
1,819.00 |
| PP |
1,810.25 |
1,810.25 |
1,810.25 |
1,811.75 |
| S1 |
1,804.25 |
1,804.25 |
1,809.00 |
1,807.25 |
| S2 |
1,798.50 |
1,798.50 |
1,807.75 |
|
| S3 |
1,786.75 |
1,792.50 |
1,806.75 |
|
| S4 |
1,775.00 |
1,780.75 |
1,803.50 |
|
|
| Weekly Pivots for week ending 07-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,949.75 |
1,929.50 |
1,820.25 |
|
| R3 |
1,888.50 |
1,868.25 |
1,803.25 |
|
| R2 |
1,827.25 |
1,827.25 |
1,797.75 |
|
| R1 |
1,807.00 |
1,807.00 |
1,792.00 |
1,817.00 |
| PP |
1,766.00 |
1,766.00 |
1,766.00 |
1,771.25 |
| S1 |
1,745.75 |
1,745.75 |
1,781.00 |
1,756.00 |
| S2 |
1,704.75 |
1,704.75 |
1,775.25 |
|
| S3 |
1,643.50 |
1,684.50 |
1,769.75 |
|
| S4 |
1,582.25 |
1,623.25 |
1,752.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,816.25 |
1,737.25 |
79.00 |
4.4% |
21.25 |
1.2% |
92% |
True |
False |
8,043 |
| 10 |
1,816.25 |
1,725.25 |
91.00 |
5.0% |
24.50 |
1.4% |
93% |
True |
False |
8,181 |
| 20 |
1,839.00 |
1,725.25 |
113.75 |
6.3% |
23.50 |
1.3% |
75% |
False |
False |
6,706 |
| 40 |
1,839.75 |
1,725.25 |
114.50 |
6.3% |
19.50 |
1.1% |
74% |
False |
False |
4,393 |
| 60 |
1,839.75 |
1,725.25 |
114.50 |
6.3% |
17.00 |
0.9% |
74% |
False |
False |
2,984 |
| 80 |
1,839.75 |
1,714.00 |
125.75 |
6.9% |
15.50 |
0.9% |
76% |
False |
False |
2,249 |
| 100 |
1,839.75 |
1,631.50 |
208.25 |
11.5% |
14.50 |
0.8% |
86% |
False |
False |
1,819 |
| 120 |
1,839.75 |
1,608.25 |
231.50 |
12.8% |
13.00 |
0.7% |
87% |
False |
False |
1,516 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,866.25 |
|
2.618 |
1,847.00 |
|
1.618 |
1,835.25 |
|
1.000 |
1,828.00 |
|
0.618 |
1,823.50 |
|
HIGH |
1,816.25 |
|
0.618 |
1,811.75 |
|
0.500 |
1,810.50 |
|
0.382 |
1,809.00 |
|
LOW |
1,804.50 |
|
0.618 |
1,797.25 |
|
1.000 |
1,792.75 |
|
1.618 |
1,785.50 |
|
2.618 |
1,773.75 |
|
4.250 |
1,754.50 |
|
|
| Fisher Pivots for day following 12-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,810.50 |
1,806.00 |
| PP |
1,810.25 |
1,802.00 |
| S1 |
1,810.00 |
1,798.00 |
|