| Trading Metrics calculated at close of trading on 27-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2014 |
27-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
16,180.36 |
16,197.70 |
17.34 |
0.1% |
16,153.97 |
| High |
16,252.35 |
16,276.28 |
23.93 |
0.1% |
16,225.72 |
| Low |
16,155.86 |
16,159.81 |
3.95 |
0.0% |
16,006.59 |
| Close |
16,198.41 |
16,272.65 |
74.24 |
0.5% |
16,103.30 |
| Range |
96.49 |
116.47 |
19.98 |
20.7% |
219.13 |
| ATR |
150.39 |
147.96 |
-2.42 |
-1.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 27-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,585.66 |
16,545.62 |
16,336.71 |
|
| R3 |
16,469.19 |
16,429.15 |
16,304.68 |
|
| R2 |
16,352.72 |
16,352.72 |
16,294.00 |
|
| R1 |
16,312.68 |
16,312.68 |
16,283.33 |
16,332.70 |
| PP |
16,236.25 |
16,236.25 |
16,236.25 |
16,246.26 |
| S1 |
16,196.21 |
16,196.21 |
16,261.97 |
16,216.23 |
| S2 |
16,119.78 |
16,119.78 |
16,251.30 |
|
| S3 |
16,003.31 |
16,079.74 |
16,240.62 |
|
| S4 |
15,886.84 |
15,963.27 |
16,208.59 |
|
|
| 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 |
16,093.80 |
206.24 |
1.3% |
123.17 |
0.8% |
87% |
False |
False |
|
| 10 |
16,300.04 |
15,863.25 |
436.79 |
2.7% |
139.15 |
0.9% |
94% |
False |
False |
|
| 20 |
16,300.04 |
15,340.69 |
959.35 |
5.9% |
158.62 |
1.0% |
97% |
False |
False |
|
| 40 |
16,588.25 |
15,340.69 |
1,247.56 |
7.7% |
153.75 |
0.9% |
75% |
False |
False |
|
| 60 |
16,588.25 |
15,340.69 |
1,247.56 |
7.7% |
141.86 |
0.9% |
75% |
False |
False |
|
| 80 |
16,588.25 |
15,340.69 |
1,247.56 |
7.7% |
132.20 |
0.8% |
75% |
False |
False |
|
| 100 |
16,588.25 |
14,719.43 |
1,868.82 |
11.5% |
132.19 |
0.8% |
83% |
False |
False |
|
| 120 |
16,588.25 |
14,719.43 |
1,868.82 |
11.5% |
132.06 |
0.8% |
83% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,771.28 |
|
2.618 |
16,581.20 |
|
1.618 |
16,464.73 |
|
1.000 |
16,392.75 |
|
0.618 |
16,348.26 |
|
HIGH |
16,276.28 |
|
0.618 |
16,231.79 |
|
0.500 |
16,218.05 |
|
0.382 |
16,204.30 |
|
LOW |
16,159.81 |
|
0.618 |
16,087.83 |
|
1.000 |
16,043.34 |
|
1.618 |
15,971.36 |
|
2.618 |
15,854.89 |
|
4.250 |
15,664.81 |
|
|
| Fisher Pivots for day following 27-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,254.45 |
16,252.36 |
| PP |
16,236.25 |
16,232.06 |
| S1 |
16,218.05 |
16,211.77 |
|