| Trading Metrics calculated at close of trading on 28-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2014 |
28-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
14,945 |
14,945 |
0 |
0.0% |
14,815 |
| High |
15,025 |
15,020 |
-5 |
0.0% |
15,105 |
| Low |
14,700 |
14,740 |
40 |
0.3% |
14,660 |
| Close |
14,930 |
14,930 |
0 |
0.0% |
14,930 |
| Range |
325 |
280 |
-45 |
-13.8% |
445 |
| ATR |
356 |
351 |
-5 |
-1.5% |
0 |
| Volume |
21,395 |
15,757 |
-5,638 |
-26.4% |
76,492 |
|
| Daily Pivots for day following 28-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,737 |
15,613 |
15,084 |
|
| R3 |
15,457 |
15,333 |
15,007 |
|
| R2 |
15,177 |
15,177 |
14,981 |
|
| R1 |
15,053 |
15,053 |
14,956 |
14,975 |
| PP |
14,897 |
14,897 |
14,897 |
14,858 |
| S1 |
14,773 |
14,773 |
14,904 |
14,695 |
| S2 |
14,617 |
14,617 |
14,879 |
|
| S3 |
14,337 |
14,493 |
14,853 |
|
| S4 |
14,057 |
14,213 |
14,776 |
|
|
| Weekly Pivots for week ending 28-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,233 |
16,027 |
15,175 |
|
| R3 |
15,788 |
15,582 |
15,053 |
|
| R2 |
15,343 |
15,343 |
15,012 |
|
| R1 |
15,137 |
15,137 |
14,971 |
15,240 |
| PP |
14,898 |
14,898 |
14,898 |
14,950 |
| S1 |
14,692 |
14,692 |
14,889 |
14,795 |
| S2 |
14,453 |
14,453 |
14,849 |
|
| S3 |
14,008 |
14,247 |
14,808 |
|
| S4 |
13,563 |
13,802 |
14,685 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
15,105 |
14,660 |
445 |
3.0% |
293 |
2.0% |
61% |
False |
False |
15,298 |
| 10 |
15,105 |
14,210 |
895 |
6.0% |
352 |
2.4% |
80% |
False |
False |
17,129 |
| 20 |
15,185 |
13,945 |
1,240 |
8.3% |
378 |
2.5% |
79% |
False |
False |
20,275 |
| 40 |
16,325 |
13,945 |
2,380 |
15.9% |
361 |
2.4% |
41% |
False |
False |
18,712 |
| 60 |
16,450 |
13,945 |
2,505 |
16.8% |
337 |
2.3% |
39% |
False |
False |
16,000 |
| 80 |
16,450 |
13,945 |
2,505 |
16.8% |
298 |
2.0% |
39% |
False |
False |
12,028 |
| 100 |
16,450 |
13,905 |
2,545 |
17.0% |
257 |
1.7% |
40% |
False |
False |
9,623 |
| 120 |
16,450 |
13,905 |
2,545 |
17.0% |
223 |
1.5% |
40% |
False |
False |
8,020 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,210 |
|
2.618 |
15,753 |
|
1.618 |
15,473 |
|
1.000 |
15,300 |
|
0.618 |
15,193 |
|
HIGH |
15,020 |
|
0.618 |
14,913 |
|
0.500 |
14,880 |
|
0.382 |
14,847 |
|
LOW |
14,740 |
|
0.618 |
14,567 |
|
1.000 |
14,460 |
|
1.618 |
14,287 |
|
2.618 |
14,007 |
|
4.250 |
13,550 |
|
|
| Fisher Pivots for day following 28-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
14,913 |
14,918 |
| PP |
14,897 |
14,907 |
| S1 |
14,880 |
14,895 |
|