| Trading Metrics calculated at close of trading on 25-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2014 |
25-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
16,099 |
16,180 |
81 |
0.5% |
16,120 |
| High |
16,281 |
16,235 |
-46 |
-0.3% |
16,201 |
| Low |
16,039 |
16,122 |
83 |
0.5% |
15,947 |
| Close |
16,186 |
16,187 |
1 |
0.0% |
16,093 |
| Range |
242 |
113 |
-129 |
-53.3% |
254 |
| ATR |
184 |
179 |
-5 |
-2.8% |
0 |
| Volume |
133,871 |
144,454 |
10,583 |
7.9% |
618,991 |
|
| Daily Pivots for day following 25-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,520 |
16,467 |
16,249 |
|
| R3 |
16,407 |
16,354 |
16,218 |
|
| R2 |
16,294 |
16,294 |
16,208 |
|
| R1 |
16,241 |
16,241 |
16,197 |
16,268 |
| PP |
16,181 |
16,181 |
16,181 |
16,195 |
| S1 |
16,128 |
16,128 |
16,177 |
16,155 |
| S2 |
16,068 |
16,068 |
16,166 |
|
| S3 |
15,955 |
16,015 |
16,156 |
|
| S4 |
15,842 |
15,902 |
16,125 |
|
|
| 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% |
False |
False |
153,447 |
| 10 |
16,281 |
15,736 |
545 |
3.4% |
173 |
1.1% |
83% |
False |
False |
143,394 |
| 20 |
16,281 |
15,276 |
1,005 |
6.2% |
194 |
1.2% |
91% |
False |
False |
172,479 |
| 40 |
16,540 |
15,276 |
1,264 |
7.8% |
174 |
1.1% |
72% |
False |
False |
148,012 |
| 60 |
16,540 |
15,276 |
1,264 |
7.8% |
160 |
1.0% |
72% |
False |
False |
114,227 |
| 80 |
16,540 |
15,276 |
1,264 |
7.8% |
149 |
0.9% |
72% |
False |
False |
85,683 |
| 100 |
16,540 |
14,588 |
1,952 |
12.1% |
138 |
0.9% |
82% |
False |
False |
68,556 |
| 120 |
16,540 |
14,588 |
1,952 |
12.1% |
121 |
0.7% |
82% |
False |
False |
57,133 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,715 |
|
2.618 |
16,531 |
|
1.618 |
16,418 |
|
1.000 |
16,348 |
|
0.618 |
16,305 |
|
HIGH |
16,235 |
|
0.618 |
16,192 |
|
0.500 |
16,179 |
|
0.382 |
16,165 |
|
LOW |
16,122 |
|
0.618 |
16,052 |
|
1.000 |
16,009 |
|
1.618 |
15,939 |
|
2.618 |
15,826 |
|
4.250 |
15,642 |
|
|
| Fisher Pivots for day following 25-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,184 |
16,178 |
| PP |
16,181 |
16,169 |
| S1 |
16,179 |
16,160 |
|