| Trading Metrics calculated at close of trading on 24-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2014 |
24-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
16,135.92 |
16,102.27 |
-33.65 |
-0.2% |
16,153.97 |
| High |
16,191.92 |
16,300.04 |
108.12 |
0.7% |
16,225.72 |
| Low |
16,093.80 |
16,102.27 |
8.47 |
0.1% |
16,006.59 |
| Close |
16,103.30 |
16,207.14 |
103.84 |
0.6% |
16,103.30 |
| Range |
98.12 |
197.77 |
99.65 |
101.6% |
219.13 |
| ATR |
155.14 |
158.19 |
3.04 |
2.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 24-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,796.46 |
16,699.57 |
16,315.91 |
|
| R3 |
16,598.69 |
16,501.80 |
16,261.53 |
|
| R2 |
16,400.92 |
16,400.92 |
16,243.40 |
|
| R1 |
16,304.03 |
16,304.03 |
16,225.27 |
16,352.48 |
| PP |
16,203.15 |
16,203.15 |
16,203.15 |
16,227.37 |
| S1 |
16,106.26 |
16,106.26 |
16,189.01 |
16,154.71 |
| S2 |
16,005.38 |
16,005.38 |
16,170.88 |
|
| S3 |
15,807.61 |
15,908.49 |
16,152.75 |
|
| S4 |
15,609.84 |
15,710.72 |
16,098.37 |
|
|
| Weekly Pivots for week ending 21-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,769.26 |
16,655.41 |
16,223.82 |
|
| R3 |
16,550.13 |
16,436.28 |
16,163.56 |
|
| R2 |
16,331.00 |
16,331.00 |
16,143.47 |
|
| R1 |
16,217.15 |
16,217.15 |
16,123.39 |
16,164.51 |
| PP |
16,111.87 |
16,111.87 |
16,111.87 |
16,085.55 |
| S1 |
15,998.02 |
15,998.02 |
16,083.21 |
15,945.38 |
| S2 |
15,892.74 |
15,892.74 |
16,063.13 |
|
| S3 |
15,673.61 |
15,778.89 |
16,043.04 |
|
| S4 |
15,454.48 |
15,559.76 |
15,982.78 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,300.04 |
16,006.59 |
293.45 |
1.8% |
141.06 |
0.9% |
68% |
True |
False |
|
| 10 |
16,300.04 |
15,733.69 |
566.35 |
3.5% |
147.13 |
0.9% |
84% |
True |
False |
|
| 20 |
16,300.04 |
15,340.69 |
959.35 |
5.9% |
166.74 |
1.0% |
90% |
True |
False |
|
| 40 |
16,588.25 |
15,340.69 |
1,247.56 |
7.7% |
150.93 |
0.9% |
69% |
False |
False |
|
| 60 |
16,588.25 |
15,340.69 |
1,247.56 |
7.7% |
139.87 |
0.9% |
69% |
False |
False |
|
| 80 |
16,588.25 |
15,340.69 |
1,247.56 |
7.7% |
132.76 |
0.8% |
69% |
False |
False |
|
| 100 |
16,588.25 |
14,719.43 |
1,868.82 |
11.5% |
133.15 |
0.8% |
80% |
False |
False |
|
| 120 |
16,588.25 |
14,719.43 |
1,868.82 |
11.5% |
132.55 |
0.8% |
80% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,140.56 |
|
2.618 |
16,817.80 |
|
1.618 |
16,620.03 |
|
1.000 |
16,497.81 |
|
0.618 |
16,422.26 |
|
HIGH |
16,300.04 |
|
0.618 |
16,224.49 |
|
0.500 |
16,201.16 |
|
0.382 |
16,177.82 |
|
LOW |
16,102.27 |
|
0.618 |
15,980.05 |
|
1.000 |
15,904.50 |
|
1.618 |
15,782.28 |
|
2.618 |
15,584.51 |
|
4.250 |
15,261.75 |
|
|
| Fisher Pivots for day following 24-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,205.15 |
16,189.20 |
| PP |
16,203.15 |
16,171.26 |
| S1 |
16,201.16 |
16,153.32 |
|