| 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 |
1,341.2 |
1,330.7 |
-10.5 |
-0.8% |
1,318.9 |
| High |
1,345.9 |
1,336.3 |
-9.6 |
-0.7% |
1,331.9 |
| Low |
1,322.8 |
1,324.6 |
1.8 |
0.1% |
1,307.2 |
| Close |
1,328.3 |
1,332.1 |
3.8 |
0.3% |
1,323.9 |
| Range |
23.1 |
11.7 |
-11.4 |
-49.4% |
24.7 |
| ATR |
17.4 |
17.0 |
-0.4 |
-2.4% |
0.0 |
| Volume |
3,815 |
3,225 |
-590 |
-15.5% |
24,134 |
|
| Daily Pivots for day following 27-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,366.1 |
1,360.8 |
1,338.5 |
|
| R3 |
1,354.4 |
1,349.1 |
1,335.3 |
|
| R2 |
1,342.7 |
1,342.7 |
1,334.2 |
|
| R1 |
1,337.4 |
1,337.4 |
1,333.2 |
1,340.1 |
| PP |
1,331.0 |
1,331.0 |
1,331.0 |
1,332.3 |
| S1 |
1,325.7 |
1,325.7 |
1,331.0 |
1,328.4 |
| S2 |
1,319.3 |
1,319.3 |
1,330.0 |
|
| S3 |
1,307.6 |
1,314.0 |
1,328.9 |
|
| S4 |
1,295.9 |
1,302.3 |
1,325.7 |
|
|
| Weekly Pivots for week ending 21-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,395.1 |
1,384.2 |
1,337.5 |
|
| R3 |
1,370.4 |
1,359.5 |
1,330.7 |
|
| R2 |
1,345.7 |
1,345.7 |
1,328.4 |
|
| R1 |
1,334.8 |
1,334.8 |
1,326.2 |
1,340.3 |
| PP |
1,321.0 |
1,321.0 |
1,321.0 |
1,323.7 |
| S1 |
1,310.1 |
1,310.1 |
1,321.6 |
1,315.6 |
| S2 |
1,296.3 |
1,296.3 |
1,319.4 |
|
| S3 |
1,271.6 |
1,285.4 |
1,317.1 |
|
| S4 |
1,246.9 |
1,260.7 |
1,310.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,345.9 |
1,316.4 |
29.5 |
2.2% |
15.8 |
1.2% |
53% |
False |
False |
8,063 |
| 10 |
1,345.9 |
1,286.3 |
59.6 |
4.5% |
16.5 |
1.2% |
77% |
False |
False |
6,086 |
| 20 |
1,345.9 |
1,238.5 |
107.4 |
8.1% |
16.8 |
1.3% |
87% |
False |
False |
4,561 |
| 40 |
1,345.9 |
1,186.7 |
159.2 |
12.0% |
17.0 |
1.3% |
91% |
False |
False |
4,056 |
| 60 |
1,345.9 |
1,186.7 |
159.2 |
12.0% |
18.2 |
1.4% |
91% |
False |
False |
3,003 |
| 80 |
1,345.9 |
1,186.7 |
159.2 |
12.0% |
17.4 |
1.3% |
91% |
False |
False |
2,614 |
| 100 |
1,362.0 |
1,186.7 |
175.3 |
13.2% |
17.6 |
1.3% |
83% |
False |
False |
2,216 |
| 120 |
1,395.4 |
1,186.7 |
208.7 |
15.7% |
17.8 |
1.3% |
70% |
False |
False |
1,915 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,386.0 |
|
2.618 |
1,366.9 |
|
1.618 |
1,355.2 |
|
1.000 |
1,348.0 |
|
0.618 |
1,343.5 |
|
HIGH |
1,336.3 |
|
0.618 |
1,331.8 |
|
0.500 |
1,330.5 |
|
0.382 |
1,329.1 |
|
LOW |
1,324.6 |
|
0.618 |
1,317.4 |
|
1.000 |
1,312.9 |
|
1.618 |
1,305.7 |
|
2.618 |
1,294.0 |
|
4.250 |
1,274.9 |
|
|
| Fisher Pivots for day following 27-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,331.6 |
1,334.4 |
| PP |
1,331.0 |
1,333.6 |
| S1 |
1,330.5 |
1,332.9 |
|