| Trading Metrics calculated at close of trading on 13-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2014 |
13-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
1,288.4 |
1,292.3 |
3.9 |
0.3% |
1,243.2 |
| High |
1,296.2 |
1,302.8 |
6.6 |
0.5% |
1,273.2 |
| Low |
1,285.1 |
1,286.3 |
1.2 |
0.1% |
1,241.2 |
| Close |
1,295.1 |
1,300.3 |
5.2 |
0.4% |
1,263.3 |
| Range |
11.1 |
16.5 |
5.4 |
48.6% |
32.0 |
| ATR |
17.4 |
17.4 |
-0.1 |
-0.4% |
0.0 |
| Volume |
3,232 |
4,330 |
1,098 |
34.0% |
9,537 |
|
| Daily Pivots for day following 13-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,346.0 |
1,339.6 |
1,309.4 |
|
| R3 |
1,329.5 |
1,323.1 |
1,304.8 |
|
| R2 |
1,313.0 |
1,313.0 |
1,303.3 |
|
| R1 |
1,306.6 |
1,306.6 |
1,301.8 |
1,309.8 |
| PP |
1,296.5 |
1,296.5 |
1,296.5 |
1,298.1 |
| S1 |
1,290.1 |
1,290.1 |
1,298.8 |
1,293.3 |
| S2 |
1,280.0 |
1,280.0 |
1,297.3 |
|
| S3 |
1,263.5 |
1,273.6 |
1,295.8 |
|
| S4 |
1,247.0 |
1,257.1 |
1,291.2 |
|
|
| Weekly Pivots for week ending 07-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,355.2 |
1,341.3 |
1,280.9 |
|
| R3 |
1,323.2 |
1,309.3 |
1,272.1 |
|
| R2 |
1,291.2 |
1,291.2 |
1,269.2 |
|
| R1 |
1,277.3 |
1,277.3 |
1,266.2 |
1,284.3 |
| PP |
1,259.2 |
1,259.2 |
1,259.2 |
1,262.7 |
| S1 |
1,245.3 |
1,245.3 |
1,260.4 |
1,252.3 |
| S2 |
1,227.2 |
1,227.2 |
1,257.4 |
|
| S3 |
1,195.2 |
1,213.3 |
1,254.5 |
|
| S4 |
1,163.2 |
1,181.3 |
1,245.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,302.8 |
1,256.0 |
46.8 |
3.6% |
14.5 |
1.1% |
95% |
True |
False |
2,810 |
| 10 |
1,302.8 |
1,238.8 |
64.0 |
4.9% |
15.8 |
1.2% |
96% |
True |
False |
2,789 |
| 20 |
1,302.8 |
1,233.0 |
69.8 |
5.4% |
17.3 |
1.3% |
96% |
True |
False |
3,810 |
| 40 |
1,302.8 |
1,186.7 |
116.1 |
8.9% |
17.2 |
1.3% |
98% |
True |
False |
2,773 |
| 60 |
1,302.8 |
1,186.7 |
116.1 |
8.9% |
18.1 |
1.4% |
98% |
True |
False |
2,285 |
| 80 |
1,362.0 |
1,186.7 |
175.3 |
13.5% |
17.2 |
1.3% |
65% |
False |
False |
1,988 |
| 100 |
1,362.0 |
1,186.7 |
175.3 |
13.5% |
17.8 |
1.4% |
65% |
False |
False |
1,688 |
| 120 |
1,431.7 |
1,186.7 |
245.0 |
18.8% |
17.9 |
1.4% |
46% |
False |
False |
1,513 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,372.9 |
|
2.618 |
1,346.0 |
|
1.618 |
1,329.5 |
|
1.000 |
1,319.3 |
|
0.618 |
1,313.0 |
|
HIGH |
1,302.8 |
|
0.618 |
1,296.5 |
|
0.500 |
1,294.6 |
|
0.382 |
1,292.6 |
|
LOW |
1,286.3 |
|
0.618 |
1,276.1 |
|
1.000 |
1,269.8 |
|
1.618 |
1,259.6 |
|
2.618 |
1,243.1 |
|
4.250 |
1,216.2 |
|
|
| Fisher Pivots for day following 13-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,298.4 |
1,296.9 |
| PP |
1,296.5 |
1,293.4 |
| S1 |
1,294.6 |
1,290.0 |
|