| 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 |
1,116.6 |
1,124.5 |
7.9 |
0.7% |
1,126.1 |
| High |
1,128.9 |
1,135.7 |
6.8 |
0.6% |
1,131.7 |
| Low |
1,113.8 |
1,123.3 |
9.5 |
0.9% |
1,078.0 |
| Close |
1,124.8 |
1,130.5 |
5.7 |
0.5% |
1,113.1 |
| Range |
15.1 |
12.4 |
-2.7 |
-17.9% |
53.7 |
| ATR |
18.6 |
18.2 |
-0.4 |
-2.4% |
0.0 |
| Volume |
112,709 |
106,005 |
-6,704 |
-5.9% |
820,692 |
|
| Daily Pivots for day following 12-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,167.0 |
1,161.3 |
1,137.3 |
|
| R3 |
1,154.8 |
1,148.8 |
1,134.0 |
|
| R2 |
1,142.3 |
1,142.3 |
1,132.8 |
|
| R1 |
1,136.3 |
1,136.3 |
1,131.8 |
1,139.3 |
| PP |
1,129.8 |
1,129.8 |
1,129.8 |
1,131.3 |
| S1 |
1,124.0 |
1,124.0 |
1,129.3 |
1,127.0 |
| S2 |
1,117.5 |
1,117.5 |
1,128.3 |
|
| S3 |
1,105.0 |
1,111.5 |
1,127.0 |
|
| S4 |
1,092.8 |
1,099.3 |
1,123.8 |
|
|
| Weekly Pivots for week ending 07-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,268.8 |
1,244.5 |
1,142.8 |
|
| R3 |
1,215.0 |
1,191.0 |
1,127.8 |
|
| R2 |
1,161.3 |
1,161.3 |
1,123.0 |
|
| R1 |
1,137.3 |
1,137.3 |
1,118.0 |
1,122.5 |
| PP |
1,107.5 |
1,107.5 |
1,107.5 |
1,100.3 |
| S1 |
1,083.5 |
1,083.5 |
1,108.3 |
1,068.8 |
| S2 |
1,054.0 |
1,054.0 |
1,103.3 |
|
| S3 |
1,000.3 |
1,029.8 |
1,098.3 |
|
| S4 |
946.5 |
976.0 |
1,083.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,135.7 |
1,089.1 |
46.6 |
4.1% |
16.0 |
1.4% |
89% |
True |
False |
122,142 |
| 10 |
1,142.7 |
1,078.0 |
64.7 |
5.7% |
20.3 |
1.8% |
81% |
False |
False |
142,238 |
| 20 |
1,181.3 |
1,078.0 |
103.3 |
9.1% |
19.5 |
1.7% |
51% |
False |
False |
128,608 |
| 40 |
1,181.3 |
1,078.0 |
103.3 |
9.1% |
16.8 |
1.5% |
51% |
False |
False |
109,051 |
| 60 |
1,181.3 |
1,078.0 |
103.3 |
9.1% |
14.5 |
1.3% |
51% |
False |
False |
77,454 |
| 80 |
1,181.3 |
1,078.0 |
103.3 |
9.1% |
11.5 |
1.0% |
51% |
False |
False |
58,091 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,188.5 |
|
2.618 |
1,168.3 |
|
1.618 |
1,155.8 |
|
1.000 |
1,148.0 |
|
0.618 |
1,143.3 |
|
HIGH |
1,135.8 |
|
0.618 |
1,131.0 |
|
0.500 |
1,129.5 |
|
0.382 |
1,128.0 |
|
LOW |
1,123.3 |
|
0.618 |
1,115.8 |
|
1.000 |
1,111.0 |
|
1.618 |
1,103.3 |
|
2.618 |
1,090.8 |
|
4.250 |
1,070.5 |
|
|
| Fisher Pivots for day following 12-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,130.3 |
1,127.0 |
| PP |
1,129.8 |
1,123.8 |
| S1 |
1,129.5 |
1,120.3 |
|