| 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 |
3,057.0 |
3,077.0 |
20.0 |
0.7% |
3,060.0 |
| High |
3,094.0 |
3,092.0 |
-2.0 |
-0.1% |
3,068.0 |
| Low |
3,053.0 |
3,066.0 |
13.0 |
0.4% |
3,012.0 |
| Close |
3,084.0 |
3,091.0 |
7.0 |
0.2% |
3,065.0 |
| Range |
41.0 |
26.0 |
-15.0 |
-36.6% |
56.0 |
| ATR |
40.1 |
39.1 |
-1.0 |
-2.5% |
0.0 |
| Volume |
6,256 |
2,851 |
-3,405 |
-54.4% |
826 |
|
| Daily Pivots for day following 25-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,161.0 |
3,152.0 |
3,105.3 |
|
| R3 |
3,135.0 |
3,126.0 |
3,098.2 |
|
| R2 |
3,109.0 |
3,109.0 |
3,095.8 |
|
| R1 |
3,100.0 |
3,100.0 |
3,093.4 |
3,104.5 |
| PP |
3,083.0 |
3,083.0 |
3,083.0 |
3,085.3 |
| S1 |
3,074.0 |
3,074.0 |
3,088.6 |
3,078.5 |
| S2 |
3,057.0 |
3,057.0 |
3,086.2 |
|
| S3 |
3,031.0 |
3,048.0 |
3,083.9 |
|
| S4 |
3,005.0 |
3,022.0 |
3,076.7 |
|
|
| Weekly Pivots for week ending 21-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,216.3 |
3,196.7 |
3,095.8 |
|
| R3 |
3,160.3 |
3,140.7 |
3,080.4 |
|
| R2 |
3,104.3 |
3,104.3 |
3,075.3 |
|
| R1 |
3,084.7 |
3,084.7 |
3,070.1 |
3,094.5 |
| PP |
3,048.3 |
3,048.3 |
3,048.3 |
3,053.3 |
| S1 |
3,028.7 |
3,028.7 |
3,059.9 |
3,038.5 |
| S2 |
2,992.3 |
2,992.3 |
3,054.7 |
|
| S3 |
2,936.3 |
2,972.7 |
3,049.6 |
|
| S4 |
2,880.3 |
2,916.7 |
3,034.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,094.0 |
3,012.0 |
82.0 |
2.7% |
33.4 |
1.1% |
96% |
False |
False |
1,927 |
| 10 |
3,094.0 |
2,999.0 |
95.0 |
3.1% |
31.3 |
1.0% |
97% |
False |
False |
1,041 |
| 20 |
3,094.0 |
2,868.0 |
226.0 |
7.3% |
43.1 |
1.4% |
99% |
False |
False |
2,027 |
| 40 |
3,108.0 |
2,868.0 |
240.0 |
7.8% |
40.4 |
1.3% |
93% |
False |
False |
1,390 |
| 60 |
3,108.0 |
2,847.0 |
261.0 |
8.4% |
35.4 |
1.1% |
93% |
False |
False |
1,154 |
| 80 |
3,108.0 |
2,847.0 |
261.0 |
8.4% |
29.3 |
0.9% |
93% |
False |
False |
962 |
| 100 |
3,108.0 |
2,814.0 |
294.0 |
9.5% |
25.7 |
0.8% |
94% |
False |
False |
771 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,202.5 |
|
2.618 |
3,160.1 |
|
1.618 |
3,134.1 |
|
1.000 |
3,118.0 |
|
0.618 |
3,108.1 |
|
HIGH |
3,092.0 |
|
0.618 |
3,082.1 |
|
0.500 |
3,079.0 |
|
0.382 |
3,075.9 |
|
LOW |
3,066.0 |
|
0.618 |
3,049.9 |
|
1.000 |
3,040.0 |
|
1.618 |
3,023.9 |
|
2.618 |
2,997.9 |
|
4.250 |
2,955.5 |
|
|
| Fisher Pivots for day following 25-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,087.0 |
3,084.2 |
| PP |
3,083.0 |
3,077.3 |
| S1 |
3,079.0 |
3,070.5 |
|