| Trading Metrics calculated at close of trading on 17-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2014 |
17-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
6,631.0 |
6,627.0 |
-4.0 |
-0.1% |
6,549.0 |
| High |
6,637.5 |
6,705.0 |
67.5 |
1.0% |
6,668.0 |
| Low |
6,601.5 |
6,617.5 |
16.0 |
0.2% |
6,511.0 |
| Close |
6,621.0 |
6,690.5 |
69.5 |
1.0% |
6,621.0 |
| Range |
36.0 |
87.5 |
51.5 |
143.1% |
157.0 |
| ATR |
78.8 |
79.4 |
0.6 |
0.8% |
0.0 |
| Volume |
67,092 |
123,858 |
56,766 |
84.6% |
457,009 |
|
| Daily Pivots for day following 17-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,933.5 |
6,899.5 |
6,738.5 |
|
| R3 |
6,846.0 |
6,812.0 |
6,714.5 |
|
| R2 |
6,758.5 |
6,758.5 |
6,706.5 |
|
| R1 |
6,724.5 |
6,724.5 |
6,698.5 |
6,741.5 |
| PP |
6,671.0 |
6,671.0 |
6,671.0 |
6,679.5 |
| S1 |
6,637.0 |
6,637.0 |
6,682.5 |
6,654.0 |
| S2 |
6,583.5 |
6,583.5 |
6,674.5 |
|
| S3 |
6,496.0 |
6,549.5 |
6,666.5 |
|
| S4 |
6,408.5 |
6,462.0 |
6,642.5 |
|
|
| Weekly Pivots for week ending 14-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,071.0 |
7,003.0 |
6,707.5 |
|
| R3 |
6,914.0 |
6,846.0 |
6,664.0 |
|
| R2 |
6,757.0 |
6,757.0 |
6,650.0 |
|
| R1 |
6,689.0 |
6,689.0 |
6,635.5 |
6,723.0 |
| PP |
6,600.0 |
6,600.0 |
6,600.0 |
6,617.0 |
| S1 |
6,532.0 |
6,532.0 |
6,606.5 |
6,566.0 |
| S2 |
6,443.0 |
6,443.0 |
6,592.0 |
|
| S3 |
6,286.0 |
6,375.0 |
6,578.0 |
|
| S4 |
6,129.0 |
6,218.0 |
6,534.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,705.0 |
6,548.5 |
156.5 |
2.3% |
69.5 |
1.0% |
91% |
True |
False |
94,909 |
| 10 |
6,705.0 |
6,358.0 |
347.0 |
5.2% |
71.0 |
1.1% |
96% |
True |
False |
102,850 |
| 20 |
6,815.5 |
6,344.5 |
471.0 |
7.0% |
88.0 |
1.3% |
73% |
False |
False |
116,755 |
| 40 |
6,815.5 |
6,344.5 |
471.0 |
7.0% |
73.5 |
1.1% |
73% |
False |
False |
96,096 |
| 60 |
6,815.5 |
6,344.5 |
471.0 |
7.0% |
68.0 |
1.0% |
73% |
False |
False |
80,090 |
| 80 |
6,815.5 |
6,344.5 |
471.0 |
7.0% |
61.0 |
0.9% |
73% |
False |
False |
60,245 |
| 100 |
6,815.5 |
6,275.0 |
540.5 |
8.1% |
53.5 |
0.8% |
77% |
False |
False |
48,225 |
| 120 |
6,815.5 |
6,275.0 |
540.5 |
8.1% |
46.5 |
0.7% |
77% |
False |
False |
40,191 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,077.0 |
|
2.618 |
6,934.0 |
|
1.618 |
6,846.5 |
|
1.000 |
6,792.5 |
|
0.618 |
6,759.0 |
|
HIGH |
6,705.0 |
|
0.618 |
6,671.5 |
|
0.500 |
6,661.0 |
|
0.382 |
6,651.0 |
|
LOW |
6,617.5 |
|
0.618 |
6,563.5 |
|
1.000 |
6,530.0 |
|
1.618 |
6,476.0 |
|
2.618 |
6,388.5 |
|
4.250 |
6,245.5 |
|
|
| Fisher Pivots for day following 17-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
6,681.0 |
6,672.0 |
| PP |
6,671.0 |
6,653.5 |
| S1 |
6,661.0 |
6,635.0 |
|