| Trading Metrics calculated at close of trading on 12-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2014 |
12-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
3,043.0 |
3,089.0 |
46.0 |
1.5% |
3,006.0 |
| High |
3,093.0 |
3,111.0 |
18.0 |
0.6% |
3,061.0 |
| Low |
3,043.0 |
3,081.0 |
38.0 |
1.2% |
2,933.0 |
| Close |
3,074.0 |
3,093.0 |
19.0 |
0.6% |
3,039.0 |
| Range |
50.0 |
30.0 |
-20.0 |
-40.0% |
128.0 |
| ATR |
53.0 |
51.9 |
-1.1 |
-2.2% |
0.0 |
| Volume |
907,364 |
921,298 |
13,934 |
1.5% |
5,611,558 |
|
| Daily Pivots for day following 12-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,185.0 |
3,169.0 |
3,109.5 |
|
| R3 |
3,155.0 |
3,139.0 |
3,101.3 |
|
| R2 |
3,125.0 |
3,125.0 |
3,098.5 |
|
| R1 |
3,109.0 |
3,109.0 |
3,095.8 |
3,117.0 |
| PP |
3,095.0 |
3,095.0 |
3,095.0 |
3,099.0 |
| S1 |
3,079.0 |
3,079.0 |
3,090.3 |
3,087.0 |
| S2 |
3,065.0 |
3,065.0 |
3,087.5 |
|
| S3 |
3,035.0 |
3,049.0 |
3,084.8 |
|
| S4 |
3,005.0 |
3,019.0 |
3,076.5 |
|
|
| Weekly Pivots for week ending 07-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,395.0 |
3,345.0 |
3,109.4 |
|
| R3 |
3,267.0 |
3,217.0 |
3,074.2 |
|
| R2 |
3,139.0 |
3,139.0 |
3,062.5 |
|
| R1 |
3,089.0 |
3,089.0 |
3,050.7 |
3,114.0 |
| PP |
3,011.0 |
3,011.0 |
3,011.0 |
3,023.5 |
| S1 |
2,961.0 |
2,961.0 |
3,027.3 |
2,986.0 |
| S2 |
2,883.0 |
2,883.0 |
3,015.5 |
|
| S3 |
2,755.0 |
2,833.0 |
3,003.8 |
|
| S4 |
2,627.0 |
2,705.0 |
2,968.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,111.0 |
2,964.0 |
147.0 |
4.8% |
46.8 |
1.5% |
88% |
True |
False |
959,039 |
| 10 |
3,111.0 |
2,933.0 |
178.0 |
5.8% |
53.3 |
1.7% |
90% |
True |
False |
1,132,310 |
| 20 |
3,178.0 |
2,933.0 |
245.0 |
7.9% |
54.1 |
1.7% |
65% |
False |
False |
1,113,971 |
| 40 |
3,178.0 |
2,910.0 |
268.0 |
8.7% |
46.8 |
1.5% |
68% |
False |
False |
909,609 |
| 60 |
3,178.0 |
2,910.0 |
268.0 |
8.7% |
42.2 |
1.4% |
68% |
False |
False |
621,851 |
| 80 |
3,178.0 |
2,910.0 |
268.0 |
8.7% |
39.5 |
1.3% |
68% |
False |
False |
466,740 |
| 100 |
3,178.0 |
2,857.0 |
321.0 |
10.4% |
37.7 |
1.2% |
74% |
False |
False |
373,478 |
| 120 |
3,178.0 |
2,708.0 |
470.0 |
15.2% |
35.3 |
1.1% |
82% |
False |
False |
311,243 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,238.5 |
|
2.618 |
3,189.5 |
|
1.618 |
3,159.5 |
|
1.000 |
3,141.0 |
|
0.618 |
3,129.5 |
|
HIGH |
3,111.0 |
|
0.618 |
3,099.5 |
|
0.500 |
3,096.0 |
|
0.382 |
3,092.5 |
|
LOW |
3,081.0 |
|
0.618 |
3,062.5 |
|
1.000 |
3,051.0 |
|
1.618 |
3,032.5 |
|
2.618 |
3,002.5 |
|
4.250 |
2,953.5 |
|
|
| Fisher Pivots for day following 12-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,096.0 |
3,084.8 |
| PP |
3,095.0 |
3,076.7 |
| S1 |
3,094.0 |
3,068.5 |
|