| 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 |
15,741 |
15,925 |
184 |
1.2% |
15,644 |
| High |
15,972 |
16,008 |
36 |
0.2% |
15,749 |
| Low |
15,736 |
15,897 |
161 |
1.0% |
15,276 |
| Close |
15,929 |
15,943 |
14 |
0.1% |
15,739 |
| Range |
236 |
111 |
-125 |
-53.0% |
473 |
| ATR |
192 |
186 |
-6 |
-3.0% |
0 |
| Volume |
147,448 |
123,103 |
-24,345 |
-16.5% |
1,068,324 |
|
| Daily Pivots for day following 12-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,282 |
16,224 |
16,004 |
|
| R3 |
16,171 |
16,113 |
15,974 |
|
| R2 |
16,060 |
16,060 |
15,963 |
|
| R1 |
16,002 |
16,002 |
15,953 |
16,031 |
| PP |
15,949 |
15,949 |
15,949 |
15,964 |
| S1 |
15,891 |
15,891 |
15,933 |
15,920 |
| S2 |
15,838 |
15,838 |
15,923 |
|
| S3 |
15,727 |
15,780 |
15,913 |
|
| S4 |
15,616 |
15,669 |
15,882 |
|
|
| Weekly Pivots for week ending 07-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,007 |
16,846 |
15,999 |
|
| R3 |
16,534 |
16,373 |
15,869 |
|
| R2 |
16,061 |
16,061 |
15,826 |
|
| R1 |
15,900 |
15,900 |
15,782 |
15,981 |
| PP |
15,588 |
15,588 |
15,588 |
15,628 |
| S1 |
15,427 |
15,427 |
15,696 |
15,508 |
| S2 |
15,115 |
15,115 |
15,652 |
|
| S3 |
14,642 |
14,954 |
15,609 |
|
| S4 |
14,169 |
14,481 |
15,479 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,008 |
15,377 |
631 |
4.0% |
182 |
1.1% |
90% |
True |
False |
152,541 |
| 10 |
16,008 |
15,276 |
732 |
4.6% |
198 |
1.2% |
91% |
True |
False |
184,446 |
| 20 |
16,489 |
15,276 |
1,213 |
7.6% |
203 |
1.3% |
55% |
False |
False |
177,106 |
| 40 |
16,540 |
15,276 |
1,264 |
7.9% |
170 |
1.1% |
53% |
False |
False |
138,101 |
| 60 |
16,540 |
15,276 |
1,264 |
7.9% |
151 |
0.9% |
53% |
False |
False |
94,847 |
| 80 |
16,540 |
15,201 |
1,339 |
8.4% |
138 |
0.9% |
55% |
False |
False |
71,143 |
| 100 |
16,540 |
14,588 |
1,952 |
12.2% |
128 |
0.8% |
69% |
False |
False |
56,923 |
| 120 |
16,540 |
14,545 |
1,995 |
12.5% |
112 |
0.7% |
70% |
False |
False |
47,438 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,480 |
|
2.618 |
16,299 |
|
1.618 |
16,188 |
|
1.000 |
16,119 |
|
0.618 |
16,077 |
|
HIGH |
16,008 |
|
0.618 |
15,966 |
|
0.500 |
15,953 |
|
0.382 |
15,940 |
|
LOW |
15,897 |
|
0.618 |
15,829 |
|
1.000 |
15,786 |
|
1.618 |
15,718 |
|
2.618 |
15,607 |
|
4.250 |
15,425 |
|
|
| Fisher Pivots for day following 12-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
15,953 |
15,909 |
| PP |
15,949 |
15,875 |
| S1 |
15,946 |
15,842 |
|