| Trading Metrics calculated at close of trading on 27-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2014 |
27-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
3,683.50 |
3,674.00 |
-9.50 |
-0.3% |
3,650.50 |
| High |
3,694.50 |
3,699.00 |
4.50 |
0.1% |
3,678.25 |
| Low |
3,656.00 |
3,656.75 |
0.75 |
0.0% |
3,632.75 |
| Close |
3,666.25 |
3,694.25 |
28.00 |
0.8% |
3,657.25 |
| Range |
38.50 |
42.25 |
3.75 |
9.7% |
45.50 |
| ATR |
39.28 |
39.50 |
0.21 |
0.5% |
0.00 |
| Volume |
408 |
1,483 |
1,075 |
263.5% |
2,174 |
|
| Daily Pivots for day following 27-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,810.00 |
3,794.50 |
3,717.50 |
|
| R3 |
3,767.75 |
3,752.25 |
3,705.75 |
|
| R2 |
3,725.50 |
3,725.50 |
3,702.00 |
|
| R1 |
3,710.00 |
3,710.00 |
3,698.00 |
3,717.75 |
| PP |
3,683.25 |
3,683.25 |
3,683.25 |
3,687.25 |
| S1 |
3,667.75 |
3,667.75 |
3,690.50 |
3,675.50 |
| S2 |
3,641.00 |
3,641.00 |
3,686.50 |
|
| S3 |
3,598.75 |
3,625.50 |
3,682.75 |
|
| S4 |
3,556.50 |
3,583.25 |
3,671.00 |
|
|
| 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 |
3,699.00 |
3,648.25 |
50.75 |
1.4% |
35.75 |
1.0% |
91% |
True |
False |
1,094 |
| 10 |
3,699.00 |
3,591.50 |
107.50 |
2.9% |
35.00 |
0.9% |
96% |
True |
False |
860 |
| 20 |
3,699.00 |
3,408.00 |
291.00 |
7.9% |
43.25 |
1.2% |
98% |
True |
False |
750 |
| 40 |
3,699.00 |
3,408.00 |
291.00 |
7.9% |
39.75 |
1.1% |
98% |
True |
False |
411 |
| 60 |
3,699.00 |
3,408.00 |
291.00 |
7.9% |
30.00 |
0.8% |
98% |
True |
False |
276 |
| 80 |
3,699.00 |
3,307.00 |
392.00 |
10.6% |
23.50 |
0.6% |
99% |
True |
False |
207 |
| 100 |
3,699.00 |
3,119.75 |
579.25 |
15.7% |
19.25 |
0.5% |
99% |
True |
False |
166 |
| 120 |
3,699.00 |
3,109.75 |
589.25 |
16.0% |
16.25 |
0.4% |
99% |
True |
False |
138 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,878.50 |
|
2.618 |
3,809.50 |
|
1.618 |
3,767.25 |
|
1.000 |
3,741.25 |
|
0.618 |
3,725.00 |
|
HIGH |
3,699.00 |
|
0.618 |
3,682.75 |
|
0.500 |
3,678.00 |
|
0.382 |
3,673.00 |
|
LOW |
3,656.75 |
|
0.618 |
3,630.75 |
|
1.000 |
3,614.50 |
|
1.618 |
3,588.50 |
|
2.618 |
3,546.25 |
|
4.250 |
3,477.25 |
|
|
| Fisher Pivots for day following 27-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,688.75 |
3,688.75 |
| PP |
3,683.25 |
3,683.00 |
| S1 |
3,678.00 |
3,677.50 |
|