| Trading Metrics calculated at close of trading on 18-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2014 |
18-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
1,301.1 |
1,321.0 |
19.9 |
1.5% |
1,269.6 |
| High |
1,321.0 |
1,330.7 |
9.7 |
0.7% |
1,321.0 |
| Low |
1,300.8 |
1,313.2 |
12.4 |
1.0% |
1,269.1 |
| Close |
1,319.3 |
1,325.0 |
5.7 |
0.4% |
1,319.3 |
| Range |
20.2 |
17.5 |
-2.7 |
-13.4% |
51.9 |
| ATR |
15.6 |
15.7 |
0.1 |
0.9% |
0.0 |
| Volume |
2,446 |
973 |
-1,473 |
-60.2% |
7,662 |
|
| Daily Pivots for day following 18-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,375.5 |
1,367.7 |
1,334.6 |
|
| R3 |
1,358.0 |
1,350.2 |
1,329.8 |
|
| R2 |
1,340.5 |
1,340.5 |
1,328.2 |
|
| R1 |
1,332.7 |
1,332.7 |
1,326.6 |
1,336.6 |
| PP |
1,323.0 |
1,323.0 |
1,323.0 |
1,324.9 |
| S1 |
1,315.2 |
1,315.2 |
1,323.4 |
1,319.1 |
| S2 |
1,305.5 |
1,305.5 |
1,321.8 |
|
| S3 |
1,288.0 |
1,297.7 |
1,320.2 |
|
| S4 |
1,270.5 |
1,280.2 |
1,315.4 |
|
|
| 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 |
1,330.7 |
1,274.5 |
56.2 |
4.2% |
15.6 |
1.2% |
90% |
True |
False |
1,500 |
| 10 |
1,330.7 |
1,249.5 |
81.2 |
6.1% |
13.5 |
1.0% |
93% |
True |
False |
1,271 |
| 20 |
1,330.7 |
1,234.6 |
96.1 |
7.3% |
15.1 |
1.1% |
94% |
True |
False |
1,640 |
| 40 |
1,330.7 |
1,187.2 |
143.5 |
10.8% |
12.7 |
1.0% |
96% |
True |
False |
1,140 |
| 60 |
1,330.7 |
1,187.2 |
143.5 |
10.8% |
13.0 |
1.0% |
96% |
True |
False |
869 |
| 80 |
1,359.7 |
1,187.2 |
172.5 |
13.0% |
11.3 |
0.9% |
80% |
False |
False |
756 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,405.1 |
|
2.618 |
1,376.5 |
|
1.618 |
1,359.0 |
|
1.000 |
1,348.2 |
|
0.618 |
1,341.5 |
|
HIGH |
1,330.7 |
|
0.618 |
1,324.0 |
|
0.500 |
1,322.0 |
|
0.382 |
1,319.9 |
|
LOW |
1,313.2 |
|
0.618 |
1,302.4 |
|
1.000 |
1,295.7 |
|
1.618 |
1,284.9 |
|
2.618 |
1,267.4 |
|
4.250 |
1,238.8 |
|
|
| Fisher Pivots for day following 18-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,324.0 |
1,320.1 |
| PP |
1,323.0 |
1,315.3 |
| S1 |
1,322.0 |
1,310.4 |
|