| Trading Metrics calculated at close of trading on 14-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2014 |
14-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
15,943 |
15,980 |
37 |
0.2% |
15,748 |
| High |
16,012 |
16,148 |
136 |
0.8% |
16,148 |
| Low |
15,822 |
15,911 |
89 |
0.6% |
15,675 |
| Close |
15,979 |
16,127 |
148 |
0.9% |
16,127 |
| Range |
190 |
237 |
47 |
24.7% |
473 |
| ATR |
186 |
190 |
4 |
2.0% |
0 |
| Volume |
144,230 |
121,846 |
-22,384 |
-15.5% |
643,430 |
|
| Daily Pivots for day following 14-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,773 |
16,687 |
16,257 |
|
| R3 |
16,536 |
16,450 |
16,192 |
|
| R2 |
16,299 |
16,299 |
16,171 |
|
| R1 |
16,213 |
16,213 |
16,149 |
16,256 |
| PP |
16,062 |
16,062 |
16,062 |
16,084 |
| S1 |
15,976 |
15,976 |
16,105 |
16,019 |
| S2 |
15,825 |
15,825 |
16,084 |
|
| S3 |
15,588 |
15,739 |
16,062 |
|
| S4 |
15,351 |
15,502 |
15,997 |
|
|
| Weekly Pivots for week ending 14-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,402 |
17,238 |
16,387 |
|
| R3 |
16,929 |
16,765 |
16,257 |
|
| R2 |
16,456 |
16,456 |
16,214 |
|
| R1 |
16,292 |
16,292 |
16,170 |
16,374 |
| PP |
15,983 |
15,983 |
15,983 |
16,025 |
| S1 |
15,819 |
15,819 |
16,084 |
15,901 |
| S2 |
15,510 |
15,510 |
16,040 |
|
| S3 |
15,037 |
15,346 |
15,997 |
|
| S4 |
14,564 |
14,873 |
15,867 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,148 |
15,675 |
473 |
2.9% |
172 |
1.1% |
96% |
True |
False |
128,686 |
| 10 |
16,148 |
15,276 |
872 |
5.4% |
203 |
1.3% |
98% |
True |
False |
171,175 |
| 20 |
16,489 |
15,276 |
1,213 |
7.5% |
211 |
1.3% |
70% |
False |
False |
179,837 |
| 40 |
16,540 |
15,276 |
1,264 |
7.8% |
172 |
1.1% |
67% |
False |
False |
138,586 |
| 60 |
16,540 |
15,276 |
1,264 |
7.8% |
155 |
1.0% |
67% |
False |
False |
99,281 |
| 80 |
16,540 |
15,250 |
1,290 |
8.0% |
141 |
0.9% |
68% |
False |
False |
74,468 |
| 100 |
16,540 |
14,588 |
1,952 |
12.1% |
131 |
0.8% |
79% |
False |
False |
59,584 |
| 120 |
16,540 |
14,545 |
1,995 |
12.4% |
114 |
0.7% |
79% |
False |
False |
49,655 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,155 |
|
2.618 |
16,769 |
|
1.618 |
16,532 |
|
1.000 |
16,385 |
|
0.618 |
16,295 |
|
HIGH |
16,148 |
|
0.618 |
16,058 |
|
0.500 |
16,030 |
|
0.382 |
16,002 |
|
LOW |
15,911 |
|
0.618 |
15,765 |
|
1.000 |
15,674 |
|
1.618 |
15,528 |
|
2.618 |
15,291 |
|
4.250 |
14,904 |
|
|
| Fisher Pivots for day following 14-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,095 |
16,080 |
| PP |
16,062 |
16,032 |
| S1 |
16,030 |
15,985 |
|