| Trading Metrics calculated at close of trading on 20-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2014 |
20-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
1,319.7 |
1,313.7 |
-6.0 |
-0.5% |
1,269.6 |
| High |
1,322.0 |
1,319.1 |
-2.9 |
-0.2% |
1,321.0 |
| Low |
1,309.5 |
1,309.5 |
0.0 |
0.0% |
1,269.1 |
| Close |
1,320.9 |
1,317.4 |
-3.5 |
-0.3% |
1,319.3 |
| Range |
12.5 |
9.6 |
-2.9 |
-23.2% |
51.9 |
| ATR |
15.7 |
15.4 |
-0.3 |
-2.0% |
0.0 |
| Volume |
2,000 |
1,956 |
-44 |
-2.2% |
7,662 |
|
| Daily Pivots for day following 20-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,344.1 |
1,340.4 |
1,322.7 |
|
| R3 |
1,334.5 |
1,330.8 |
1,320.0 |
|
| R2 |
1,324.9 |
1,324.9 |
1,319.2 |
|
| R1 |
1,321.2 |
1,321.2 |
1,318.3 |
1,323.1 |
| PP |
1,315.3 |
1,315.3 |
1,315.3 |
1,316.3 |
| S1 |
1,311.6 |
1,311.6 |
1,316.5 |
1,313.5 |
| S2 |
1,305.7 |
1,305.7 |
1,315.6 |
|
| S3 |
1,296.1 |
1,302.0 |
1,314.8 |
|
| S4 |
1,286.5 |
1,292.4 |
1,312.1 |
|
|
| 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 |
1,290.1 |
40.6 |
3.1% |
14.4 |
1.1% |
67% |
False |
False |
1,862 |
| 10 |
1,330.7 |
1,254.7 |
76.0 |
5.8% |
13.0 |
1.0% |
83% |
False |
False |
1,416 |
| 20 |
1,330.7 |
1,234.6 |
96.1 |
7.3% |
15.0 |
1.1% |
86% |
False |
False |
1,797 |
| 40 |
1,330.7 |
1,187.2 |
143.5 |
10.9% |
12.1 |
0.9% |
91% |
False |
False |
1,231 |
| 60 |
1,330.7 |
1,187.2 |
143.5 |
10.9% |
12.9 |
1.0% |
91% |
False |
False |
930 |
| 80 |
1,359.7 |
1,187.2 |
172.5 |
13.1% |
11.3 |
0.9% |
75% |
False |
False |
796 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,359.9 |
|
2.618 |
1,344.2 |
|
1.618 |
1,334.6 |
|
1.000 |
1,328.7 |
|
0.618 |
1,325.0 |
|
HIGH |
1,319.1 |
|
0.618 |
1,315.4 |
|
0.500 |
1,314.3 |
|
0.382 |
1,313.2 |
|
LOW |
1,309.5 |
|
0.618 |
1,303.6 |
|
1.000 |
1,299.9 |
|
1.618 |
1,294.0 |
|
2.618 |
1,284.4 |
|
4.250 |
1,268.7 |
|
|
| Fisher Pivots for day following 20-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,316.4 |
1,320.1 |
| PP |
1,315.3 |
1,319.2 |
| S1 |
1,314.3 |
1,318.3 |
|