| 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 |
1,175.0 |
1,180.1 |
5.1 |
0.4% |
1,146.8 |
| High |
1,187.6 |
1,188.0 |
0.4 |
0.0% |
1,167.2 |
| Low |
1,170.5 |
1,171.2 |
0.7 |
0.1% |
1,141.1 |
| Close |
1,179.0 |
1,187.2 |
8.2 |
0.7% |
1,163.3 |
| Range |
17.1 |
16.8 |
-0.3 |
-1.8% |
26.1 |
| ATR |
17.2 |
17.2 |
0.0 |
-0.2% |
0.0 |
| Volume |
134,095 |
115,997 |
-18,098 |
-13.5% |
429,427 |
|
| Daily Pivots for day following 27-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,232.5 |
1,226.8 |
1,196.5 |
|
| R3 |
1,215.8 |
1,209.8 |
1,191.8 |
|
| R2 |
1,199.0 |
1,199.0 |
1,190.3 |
|
| R1 |
1,193.0 |
1,193.0 |
1,188.8 |
1,196.0 |
| PP |
1,182.3 |
1,182.3 |
1,182.3 |
1,183.5 |
| S1 |
1,176.3 |
1,176.3 |
1,185.8 |
1,179.3 |
| S2 |
1,165.3 |
1,165.3 |
1,184.0 |
|
| S3 |
1,148.5 |
1,159.5 |
1,182.5 |
|
| S4 |
1,131.8 |
1,142.8 |
1,178.0 |
|
|
| Weekly Pivots for week ending 21-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,235.5 |
1,225.5 |
1,177.8 |
|
| R3 |
1,209.5 |
1,199.5 |
1,170.5 |
|
| R2 |
1,183.3 |
1,183.3 |
1,168.0 |
|
| R1 |
1,173.3 |
1,173.3 |
1,165.8 |
1,178.3 |
| PP |
1,157.3 |
1,157.3 |
1,157.3 |
1,159.8 |
| S1 |
1,147.3 |
1,147.3 |
1,161.0 |
1,152.3 |
| S2 |
1,131.0 |
1,131.0 |
1,158.5 |
|
| S3 |
1,105.0 |
1,121.0 |
1,156.0 |
|
| S4 |
1,079.0 |
1,095.0 |
1,149.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,188.0 |
1,159.6 |
28.4 |
2.4% |
14.3 |
1.2% |
97% |
True |
False |
110,187 |
| 10 |
1,188.0 |
1,119.2 |
68.8 |
5.8% |
16.5 |
1.4% |
99% |
True |
False |
110,266 |
| 20 |
1,188.0 |
1,078.0 |
110.0 |
9.3% |
18.5 |
1.6% |
99% |
True |
False |
126,252 |
| 40 |
1,188.0 |
1,078.0 |
110.0 |
9.3% |
17.3 |
1.5% |
99% |
True |
False |
114,923 |
| 60 |
1,188.0 |
1,078.0 |
110.0 |
9.3% |
16.3 |
1.4% |
99% |
True |
False |
95,830 |
| 80 |
1,188.0 |
1,078.0 |
110.0 |
9.3% |
13.5 |
1.1% |
99% |
True |
False |
71,874 |
| 100 |
1,188.0 |
1,037.5 |
150.5 |
12.7% |
11.0 |
0.9% |
99% |
True |
False |
57,500 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,259.5 |
|
2.618 |
1,232.0 |
|
1.618 |
1,215.3 |
|
1.000 |
1,204.8 |
|
0.618 |
1,198.5 |
|
HIGH |
1,188.0 |
|
0.618 |
1,181.5 |
|
0.500 |
1,179.5 |
|
0.382 |
1,177.5 |
|
LOW |
1,171.3 |
|
0.618 |
1,160.8 |
|
1.000 |
1,154.5 |
|
1.618 |
1,144.0 |
|
2.618 |
1,127.3 |
|
4.250 |
1,099.8 |
|
|
| Fisher Pivots for day following 27-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,184.8 |
1,184.3 |
| PP |
1,182.3 |
1,181.3 |
| S1 |
1,179.5 |
1,178.3 |
|