| Trading Metrics calculated at close of trading on 14-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2014 |
14-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
1,292.0 |
1,301.1 |
9.1 |
0.7% |
1,269.6 |
| High |
1,302.4 |
1,321.0 |
18.6 |
1.4% |
1,321.0 |
| Low |
1,290.1 |
1,300.8 |
10.7 |
0.8% |
1,269.1 |
| Close |
1,300.7 |
1,319.3 |
18.6 |
1.4% |
1,319.3 |
| Range |
12.3 |
20.2 |
7.9 |
64.2% |
51.9 |
| ATR |
15.2 |
15.6 |
0.4 |
2.4% |
0.0 |
| Volume |
1,937 |
2,446 |
509 |
26.3% |
7,662 |
|
| Daily Pivots for day following 14-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,374.3 |
1,367.0 |
1,330.4 |
|
| R3 |
1,354.1 |
1,346.8 |
1,324.9 |
|
| R2 |
1,333.9 |
1,333.9 |
1,323.0 |
|
| R1 |
1,326.6 |
1,326.6 |
1,321.2 |
1,330.3 |
| PP |
1,313.7 |
1,313.7 |
1,313.7 |
1,315.5 |
| S1 |
1,306.4 |
1,306.4 |
1,317.4 |
1,310.1 |
| S2 |
1,293.5 |
1,293.5 |
1,315.6 |
|
| S3 |
1,273.3 |
1,286.2 |
1,313.7 |
|
| S4 |
1,253.1 |
1,266.0 |
1,308.2 |
|
|
| Weekly Pivots for week ending 14-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,458.8 |
1,441.0 |
1,347.8 |
|
| R3 |
1,406.9 |
1,389.1 |
1,333.6 |
|
| R2 |
1,355.0 |
1,355.0 |
1,328.8 |
|
| R1 |
1,337.2 |
1,337.2 |
1,324.1 |
1,346.1 |
| PP |
1,303.1 |
1,303.1 |
1,303.1 |
1,307.6 |
| S1 |
1,285.3 |
1,285.3 |
1,314.5 |
1,294.2 |
| S2 |
1,251.2 |
1,251.2 |
1,309.8 |
|
| S3 |
1,199.3 |
1,233.4 |
1,305.0 |
|
| S4 |
1,147.4 |
1,181.5 |
1,290.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,321.0 |
1,269.1 |
51.9 |
3.9% |
14.0 |
1.1% |
97% |
True |
False |
1,532 |
| 10 |
1,321.0 |
1,242.0 |
79.0 |
6.0% |
14.2 |
1.1% |
98% |
True |
False |
1,234 |
| 20 |
1,321.0 |
1,234.6 |
86.4 |
6.5% |
14.5 |
1.1% |
98% |
True |
False |
1,637 |
| 40 |
1,321.0 |
1,187.2 |
133.8 |
10.1% |
12.7 |
1.0% |
99% |
True |
False |
1,122 |
| 60 |
1,321.0 |
1,187.2 |
133.8 |
10.1% |
12.8 |
1.0% |
99% |
True |
False |
856 |
| 80 |
1,359.7 |
1,187.2 |
172.5 |
13.1% |
11.4 |
0.9% |
77% |
False |
False |
745 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,406.9 |
|
2.618 |
1,373.9 |
|
1.618 |
1,353.7 |
|
1.000 |
1,341.2 |
|
0.618 |
1,333.5 |
|
HIGH |
1,321.0 |
|
0.618 |
1,313.3 |
|
0.500 |
1,310.9 |
|
0.382 |
1,308.5 |
|
LOW |
1,300.8 |
|
0.618 |
1,288.3 |
|
1.000 |
1,280.6 |
|
1.618 |
1,268.1 |
|
2.618 |
1,247.9 |
|
4.250 |
1,215.0 |
|
|
| Fisher Pivots for day following 14-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,316.5 |
1,314.4 |
| PP |
1,313.7 |
1,309.4 |
| S1 |
1,310.9 |
1,304.5 |
|