| Trading Metrics calculated at close of trading on 24-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2014 |
24-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
16,104 |
16,099 |
-5 |
0.0% |
16,120 |
| High |
16,171 |
16,281 |
110 |
0.7% |
16,201 |
| Low |
16,072 |
16,039 |
-33 |
-0.2% |
15,947 |
| Close |
16,093 |
16,186 |
93 |
0.6% |
16,093 |
| Range |
99 |
242 |
143 |
144.4% |
254 |
| ATR |
179 |
184 |
4 |
2.5% |
0 |
| Volume |
135,684 |
133,871 |
-1,813 |
-1.3% |
618,991 |
|
| Daily Pivots for day following 24-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,895 |
16,782 |
16,319 |
|
| R3 |
16,653 |
16,540 |
16,253 |
|
| R2 |
16,411 |
16,411 |
16,230 |
|
| R1 |
16,298 |
16,298 |
16,208 |
16,355 |
| PP |
16,169 |
16,169 |
16,169 |
16,197 |
| S1 |
16,056 |
16,056 |
16,164 |
16,113 |
| S2 |
15,927 |
15,927 |
16,142 |
|
| S3 |
15,685 |
15,814 |
16,120 |
|
| S4 |
15,443 |
15,572 |
16,053 |
|
|
| Weekly Pivots for week ending 21-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,842 |
16,722 |
16,233 |
|
| R3 |
16,588 |
16,468 |
16,163 |
|
| R2 |
16,334 |
16,334 |
16,140 |
|
| R1 |
16,214 |
16,214 |
16,116 |
16,147 |
| PP |
16,080 |
16,080 |
16,080 |
16,047 |
| S1 |
15,960 |
15,960 |
16,070 |
15,893 |
| S2 |
15,826 |
15,826 |
16,047 |
|
| S3 |
15,572 |
15,706 |
16,023 |
|
| S4 |
15,318 |
15,452 |
15,953 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,281 |
15,947 |
334 |
2.1% |
168 |
1.0% |
72% |
True |
False |
150,572 |
| 10 |
16,281 |
15,675 |
606 |
3.7% |
170 |
1.0% |
84% |
True |
False |
139,629 |
| 20 |
16,281 |
15,276 |
1,005 |
6.2% |
197 |
1.2% |
91% |
True |
False |
178,122 |
| 40 |
16,540 |
15,276 |
1,264 |
7.8% |
175 |
1.1% |
72% |
False |
False |
145,346 |
| 60 |
16,540 |
15,276 |
1,264 |
7.8% |
160 |
1.0% |
72% |
False |
False |
111,822 |
| 80 |
16,540 |
15,276 |
1,264 |
7.8% |
148 |
0.9% |
72% |
False |
False |
83,877 |
| 100 |
16,540 |
14,588 |
1,952 |
12.1% |
138 |
0.9% |
82% |
False |
False |
67,112 |
| 120 |
16,540 |
14,588 |
1,952 |
12.1% |
120 |
0.7% |
82% |
False |
False |
55,929 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,310 |
|
2.618 |
16,915 |
|
1.618 |
16,673 |
|
1.000 |
16,523 |
|
0.618 |
16,431 |
|
HIGH |
16,281 |
|
0.618 |
16,189 |
|
0.500 |
16,160 |
|
0.382 |
16,132 |
|
LOW |
16,039 |
|
0.618 |
15,890 |
|
1.000 |
15,797 |
|
1.618 |
15,648 |
|
2.618 |
15,406 |
|
4.250 |
15,011 |
|
|
| Fisher Pivots for day following 24-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,177 |
16,162 |
| PP |
16,169 |
16,138 |
| S1 |
16,160 |
16,114 |
|