| Trading Metrics calculated at close of trading on 26-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2014 |
26-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
14,950 |
14,935 |
-15 |
-0.1% |
14,425 |
| High |
15,105 |
15,090 |
-15 |
-0.1% |
14,920 |
| Low |
14,850 |
14,880 |
30 |
0.2% |
14,210 |
| Close |
14,925 |
14,920 |
-5 |
0.0% |
14,800 |
| Range |
255 |
210 |
-45 |
-17.6% |
710 |
| ATR |
370 |
359 |
-11 |
-3.1% |
0 |
| Volume |
12,870 |
12,900 |
30 |
0.2% |
70,961 |
|
| Daily Pivots for day following 26-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,593 |
15,467 |
15,036 |
|
| R3 |
15,383 |
15,257 |
14,978 |
|
| R2 |
15,173 |
15,173 |
14,959 |
|
| R1 |
15,047 |
15,047 |
14,939 |
15,005 |
| PP |
14,963 |
14,963 |
14,963 |
14,943 |
| S1 |
14,837 |
14,837 |
14,901 |
14,795 |
| S2 |
14,753 |
14,753 |
14,882 |
|
| S3 |
14,543 |
14,627 |
14,862 |
|
| S4 |
14,333 |
14,417 |
14,805 |
|
|
| Weekly Pivots for week ending 21-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,773 |
16,497 |
15,191 |
|
| R3 |
16,063 |
15,787 |
14,995 |
|
| R2 |
15,353 |
15,353 |
14,930 |
|
| R1 |
15,077 |
15,077 |
14,865 |
15,215 |
| PP |
14,643 |
14,643 |
14,643 |
14,713 |
| S1 |
14,367 |
14,367 |
14,735 |
14,505 |
| S2 |
13,933 |
13,933 |
14,670 |
|
| S3 |
13,223 |
13,657 |
14,605 |
|
| S4 |
12,513 |
12,947 |
14,410 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
15,105 |
14,385 |
720 |
4.8% |
319 |
2.1% |
74% |
False |
False |
13,510 |
| 10 |
15,105 |
14,210 |
895 |
6.0% |
361 |
2.4% |
79% |
False |
False |
17,002 |
| 20 |
15,400 |
13,945 |
1,455 |
9.8% |
392 |
2.6% |
67% |
False |
False |
20,785 |
| 40 |
16,450 |
13,945 |
2,505 |
16.8% |
353 |
2.4% |
39% |
False |
False |
18,080 |
| 60 |
16,450 |
13,945 |
2,505 |
16.8% |
335 |
2.2% |
39% |
False |
False |
15,397 |
| 80 |
16,450 |
13,945 |
2,505 |
16.8% |
292 |
2.0% |
39% |
False |
False |
11,564 |
| 100 |
16,450 |
13,905 |
2,545 |
17.1% |
251 |
1.7% |
40% |
False |
False |
9,252 |
| 120 |
16,450 |
13,905 |
2,545 |
17.1% |
218 |
1.5% |
40% |
False |
False |
7,710 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
15,983 |
|
2.618 |
15,640 |
|
1.618 |
15,430 |
|
1.000 |
15,300 |
|
0.618 |
15,220 |
|
HIGH |
15,090 |
|
0.618 |
15,010 |
|
0.500 |
14,985 |
|
0.382 |
14,960 |
|
LOW |
14,880 |
|
0.618 |
14,750 |
|
1.000 |
14,670 |
|
1.618 |
14,540 |
|
2.618 |
14,330 |
|
4.250 |
13,988 |
|
|
| Fisher Pivots for day following 26-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
14,985 |
14,908 |
| PP |
14,963 |
14,895 |
| S1 |
14,942 |
14,883 |
|