| Trading Metrics calculated at close of trading on 25-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2014 |
25-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
1,320.5 |
1,336.1 |
15.6 |
1.2% |
1,321.0 |
| High |
1,338.7 |
1,344.2 |
5.5 |
0.4% |
1,330.7 |
| Low |
1,320.5 |
1,333.8 |
13.3 |
1.0% |
1,309.5 |
| Close |
1,338.5 |
1,343.2 |
4.7 |
0.4% |
1,324.2 |
| Range |
18.2 |
10.4 |
-7.8 |
-42.9% |
21.2 |
| ATR |
15.3 |
15.0 |
-0.4 |
-2.3% |
0.0 |
| Volume |
3,585 |
2,022 |
-1,563 |
-43.6% |
5,729 |
|
| Daily Pivots for day following 25-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,371.6 |
1,367.8 |
1,348.9 |
|
| R3 |
1,361.2 |
1,357.4 |
1,346.1 |
|
| R2 |
1,350.8 |
1,350.8 |
1,345.1 |
|
| R1 |
1,347.0 |
1,347.0 |
1,344.2 |
1,348.9 |
| PP |
1,340.4 |
1,340.4 |
1,340.4 |
1,341.4 |
| S1 |
1,336.6 |
1,336.6 |
1,342.2 |
1,338.5 |
| S2 |
1,330.0 |
1,330.0 |
1,341.3 |
|
| S3 |
1,319.6 |
1,326.2 |
1,340.3 |
|
| S4 |
1,309.2 |
1,315.8 |
1,337.5 |
|
|
| Weekly Pivots for week ending 21-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,385.1 |
1,375.8 |
1,335.9 |
|
| R3 |
1,363.9 |
1,354.6 |
1,330.0 |
|
| R2 |
1,342.7 |
1,342.7 |
1,328.1 |
|
| R1 |
1,333.4 |
1,333.4 |
1,326.1 |
1,338.1 |
| PP |
1,321.5 |
1,321.5 |
1,321.5 |
1,323.8 |
| S1 |
1,312.2 |
1,312.2 |
1,322.3 |
1,316.9 |
| S2 |
1,300.3 |
1,300.3 |
1,320.3 |
|
| S3 |
1,279.1 |
1,291.0 |
1,318.4 |
|
| S4 |
1,257.9 |
1,269.8 |
1,312.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,344.2 |
1,309.5 |
34.7 |
2.6% |
11.8 |
0.9% |
97% |
True |
False |
2,072 |
| 10 |
1,344.2 |
1,274.5 |
69.7 |
5.2% |
13.7 |
1.0% |
99% |
True |
False |
1,786 |
| 20 |
1,344.2 |
1,240.5 |
103.7 |
7.7% |
13.6 |
1.0% |
99% |
True |
False |
1,988 |
| 40 |
1,344.2 |
1,187.2 |
157.0 |
11.7% |
12.5 |
0.9% |
99% |
True |
False |
1,377 |
| 60 |
1,344.2 |
1,187.2 |
157.0 |
11.7% |
12.9 |
1.0% |
99% |
True |
False |
1,015 |
| 80 |
1,359.7 |
1,187.2 |
172.5 |
12.8% |
11.6 |
0.9% |
90% |
False |
False |
873 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,388.4 |
|
2.618 |
1,371.4 |
|
1.618 |
1,361.0 |
|
1.000 |
1,354.6 |
|
0.618 |
1,350.6 |
|
HIGH |
1,344.2 |
|
0.618 |
1,340.2 |
|
0.500 |
1,339.0 |
|
0.382 |
1,337.8 |
|
LOW |
1,333.8 |
|
0.618 |
1,327.4 |
|
1.000 |
1,323.4 |
|
1.618 |
1,317.0 |
|
2.618 |
1,306.6 |
|
4.250 |
1,289.6 |
|
|
| Fisher Pivots for day following 25-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,341.8 |
1,339.5 |
| PP |
1,340.4 |
1,335.9 |
| S1 |
1,339.0 |
1,332.2 |
|