| 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 |
16,196 |
16,192 |
-4 |
0.0% |
16,120 |
| High |
16,244 |
16,288 |
44 |
0.3% |
16,201 |
| Low |
16,135 |
16,102 |
-33 |
-0.2% |
15,947 |
| Close |
16,178 |
16,272 |
94 |
0.6% |
16,093 |
| Range |
109 |
186 |
77 |
70.6% |
254 |
| ATR |
174 |
175 |
1 |
0.5% |
0 |
| Volume |
147,754 |
161,929 |
14,175 |
9.6% |
618,991 |
|
| Daily Pivots for day following 27-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,779 |
16,711 |
16,374 |
|
| R3 |
16,593 |
16,525 |
16,323 |
|
| R2 |
16,407 |
16,407 |
16,306 |
|
| R1 |
16,339 |
16,339 |
16,289 |
16,373 |
| PP |
16,221 |
16,221 |
16,221 |
16,238 |
| S1 |
16,153 |
16,153 |
16,255 |
16,187 |
| S2 |
16,035 |
16,035 |
16,238 |
|
| S3 |
15,849 |
15,967 |
16,221 |
|
| S4 |
15,663 |
15,781 |
16,170 |
|
|
| 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 |
16,288 |
16,039 |
249 |
1.5% |
150 |
0.9% |
94% |
True |
False |
144,738 |
| 10 |
16,288 |
15,822 |
466 |
2.9% |
168 |
1.0% |
97% |
True |
False |
147,307 |
| 20 |
16,288 |
15,276 |
1,012 |
6.2% |
183 |
1.1% |
98% |
True |
False |
165,877 |
| 40 |
16,540 |
15,276 |
1,264 |
7.8% |
179 |
1.1% |
79% |
False |
False |
153,429 |
| 60 |
16,540 |
15,276 |
1,264 |
7.8% |
163 |
1.0% |
79% |
False |
False |
119,376 |
| 80 |
16,540 |
15,276 |
1,264 |
7.8% |
150 |
0.9% |
79% |
False |
False |
89,554 |
| 100 |
16,540 |
14,588 |
1,952 |
12.0% |
141 |
0.9% |
86% |
False |
False |
71,652 |
| 120 |
16,540 |
14,588 |
1,952 |
12.0% |
123 |
0.8% |
86% |
False |
False |
59,714 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,079 |
|
2.618 |
16,775 |
|
1.618 |
16,589 |
|
1.000 |
16,474 |
|
0.618 |
16,403 |
|
HIGH |
16,288 |
|
0.618 |
16,217 |
|
0.500 |
16,195 |
|
0.382 |
16,173 |
|
LOW |
16,102 |
|
0.618 |
15,987 |
|
1.000 |
15,916 |
|
1.618 |
15,801 |
|
2.618 |
15,615 |
|
4.250 |
15,312 |
|
|
| Fisher Pivots for day following 27-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,246 |
16,246 |
| PP |
16,221 |
16,221 |
| S1 |
16,195 |
16,195 |
|