| 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 |
14,935 |
14,945 |
10 |
0.1% |
14,425 |
| High |
15,090 |
15,025 |
-65 |
-0.4% |
14,920 |
| Low |
14,880 |
14,700 |
-180 |
-1.2% |
14,210 |
| Close |
14,920 |
14,930 |
10 |
0.1% |
14,800 |
| Range |
210 |
325 |
115 |
54.8% |
710 |
| ATR |
359 |
356 |
-2 |
-0.7% |
0 |
| Volume |
12,900 |
21,395 |
8,495 |
65.9% |
70,961 |
|
| Daily Pivots for day following 27-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,860 |
15,720 |
15,109 |
|
| R3 |
15,535 |
15,395 |
15,020 |
|
| R2 |
15,210 |
15,210 |
14,990 |
|
| R1 |
15,070 |
15,070 |
14,960 |
14,978 |
| PP |
14,885 |
14,885 |
14,885 |
14,839 |
| S1 |
14,745 |
14,745 |
14,900 |
14,653 |
| S2 |
14,560 |
14,560 |
14,871 |
|
| S3 |
14,235 |
14,420 |
14,841 |
|
| S4 |
13,910 |
14,095 |
14,751 |
|
|
| 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 |
14,540 |
565 |
3.8% |
313 |
2.1% |
69% |
False |
False |
14,530 |
| 10 |
15,105 |
14,210 |
895 |
6.0% |
373 |
2.5% |
80% |
False |
False |
17,813 |
| 20 |
15,245 |
13,945 |
1,300 |
8.7% |
382 |
2.6% |
76% |
False |
False |
20,551 |
| 40 |
16,450 |
13,945 |
2,505 |
16.8% |
358 |
2.4% |
39% |
False |
False |
18,408 |
| 60 |
16,450 |
13,945 |
2,505 |
16.8% |
337 |
2.3% |
39% |
False |
False |
15,746 |
| 80 |
16,450 |
13,945 |
2,505 |
16.8% |
295 |
2.0% |
39% |
False |
False |
11,831 |
| 100 |
16,450 |
13,905 |
2,545 |
17.0% |
255 |
1.7% |
40% |
False |
False |
9,466 |
| 120 |
16,450 |
13,905 |
2,545 |
17.0% |
221 |
1.5% |
40% |
False |
False |
7,889 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,406 |
|
2.618 |
15,876 |
|
1.618 |
15,551 |
|
1.000 |
15,350 |
|
0.618 |
15,226 |
|
HIGH |
15,025 |
|
0.618 |
14,901 |
|
0.500 |
14,863 |
|
0.382 |
14,824 |
|
LOW |
14,700 |
|
0.618 |
14,499 |
|
1.000 |
14,375 |
|
1.618 |
14,174 |
|
2.618 |
13,849 |
|
4.250 |
13,319 |
|
|
| Fisher Pivots for day following 27-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
14,908 |
14,921 |
| PP |
14,885 |
14,912 |
| S1 |
14,863 |
14,903 |
|