| Trading Metrics calculated at close of trading on 25-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2014 |
25-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
3,658.75 |
3,676.25 |
17.50 |
0.5% |
3,650.50 |
| High |
3,694.00 |
3,689.25 |
-4.75 |
-0.1% |
3,678.25 |
| Low |
3,648.25 |
3,661.75 |
13.50 |
0.4% |
3,632.75 |
| Close |
3,680.75 |
3,681.25 |
0.50 |
0.0% |
3,657.25 |
| Range |
45.75 |
27.50 |
-18.25 |
-39.9% |
45.50 |
| ATR |
40.26 |
39.35 |
-0.91 |
-2.3% |
0.00 |
| Volume |
1,948 |
1,139 |
-809 |
-41.5% |
2,174 |
|
| Daily Pivots for day following 25-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,760.00 |
3,748.00 |
3,696.50 |
|
| R3 |
3,732.50 |
3,720.50 |
3,688.75 |
|
| R2 |
3,705.00 |
3,705.00 |
3,686.25 |
|
| R1 |
3,693.00 |
3,693.00 |
3,683.75 |
3,699.00 |
| PP |
3,677.50 |
3,677.50 |
3,677.50 |
3,680.50 |
| S1 |
3,665.50 |
3,665.50 |
3,678.75 |
3,671.50 |
| S2 |
3,650.00 |
3,650.00 |
3,676.25 |
|
| S3 |
3,622.50 |
3,638.00 |
3,673.75 |
|
| S4 |
3,595.00 |
3,610.50 |
3,666.00 |
|
|
| Weekly Pivots for week ending 21-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,792.50 |
3,770.50 |
3,682.25 |
|
| R3 |
3,747.00 |
3,725.00 |
3,669.75 |
|
| R2 |
3,701.50 |
3,701.50 |
3,665.50 |
|
| R1 |
3,679.50 |
3,679.50 |
3,661.50 |
3,690.50 |
| PP |
3,656.00 |
3,656.00 |
3,656.00 |
3,661.50 |
| S1 |
3,634.00 |
3,634.00 |
3,653.00 |
3,645.00 |
| S2 |
3,610.50 |
3,610.50 |
3,649.00 |
|
| S3 |
3,565.00 |
3,588.50 |
3,644.75 |
|
| S4 |
3,519.50 |
3,543.00 |
3,632.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,694.00 |
3,632.75 |
61.25 |
1.7% |
32.25 |
0.9% |
79% |
False |
False |
993 |
| 10 |
3,694.00 |
3,572.25 |
121.75 |
3.3% |
33.25 |
0.9% |
90% |
False |
False |
747 |
| 20 |
3,694.00 |
3,408.00 |
286.00 |
7.8% |
44.50 |
1.2% |
96% |
False |
False |
686 |
| 40 |
3,694.00 |
3,408.00 |
286.00 |
7.8% |
38.00 |
1.0% |
96% |
False |
False |
365 |
| 60 |
3,694.00 |
3,408.00 |
286.00 |
7.8% |
28.75 |
0.8% |
96% |
False |
False |
244 |
| 80 |
3,694.00 |
3,307.00 |
387.00 |
10.5% |
22.50 |
0.6% |
97% |
False |
False |
184 |
| 100 |
3,694.00 |
3,119.75 |
574.25 |
15.6% |
18.50 |
0.5% |
98% |
False |
False |
147 |
| 120 |
3,694.00 |
3,108.25 |
585.75 |
15.9% |
15.50 |
0.4% |
98% |
False |
False |
123 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,806.00 |
|
2.618 |
3,761.25 |
|
1.618 |
3,733.75 |
|
1.000 |
3,716.75 |
|
0.618 |
3,706.25 |
|
HIGH |
3,689.25 |
|
0.618 |
3,678.75 |
|
0.500 |
3,675.50 |
|
0.382 |
3,672.25 |
|
LOW |
3,661.75 |
|
0.618 |
3,644.75 |
|
1.000 |
3,634.25 |
|
1.618 |
3,617.25 |
|
2.618 |
3,589.75 |
|
4.250 |
3,545.00 |
|
|
| Fisher Pivots for day following 25-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,679.25 |
3,678.00 |
| PP |
3,677.50 |
3,674.50 |
| S1 |
3,675.50 |
3,671.00 |
|