| Trading Metrics calculated at close of trading on 26-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2014 |
26-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
3,077.0 |
3,092.0 |
15.0 |
0.5% |
3,060.0 |
| High |
3,092.0 |
3,096.0 |
4.0 |
0.1% |
3,068.0 |
| Low |
3,066.0 |
3,068.0 |
2.0 |
0.1% |
3,012.0 |
| Close |
3,091.0 |
3,086.0 |
-5.0 |
-0.2% |
3,065.0 |
| Range |
26.0 |
28.0 |
2.0 |
7.7% |
56.0 |
| ATR |
39.1 |
38.3 |
-0.8 |
-2.0% |
0.0 |
| Volume |
2,851 |
3,402 |
551 |
19.3% |
826 |
|
| Daily Pivots for day following 26-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,167.3 |
3,154.7 |
3,101.4 |
|
| R3 |
3,139.3 |
3,126.7 |
3,093.7 |
|
| R2 |
3,111.3 |
3,111.3 |
3,091.1 |
|
| R1 |
3,098.7 |
3,098.7 |
3,088.6 |
3,091.0 |
| PP |
3,083.3 |
3,083.3 |
3,083.3 |
3,079.5 |
| S1 |
3,070.7 |
3,070.7 |
3,083.4 |
3,063.0 |
| S2 |
3,055.3 |
3,055.3 |
3,080.9 |
|
| S3 |
3,027.3 |
3,042.7 |
3,078.3 |
|
| S4 |
2,999.3 |
3,014.7 |
3,070.6 |
|
|
| 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 |
3,096.0 |
3,012.0 |
84.0 |
2.7% |
32.2 |
1.0% |
88% |
True |
False |
2,572 |
| 10 |
3,096.0 |
2,999.0 |
97.0 |
3.1% |
31.5 |
1.0% |
90% |
True |
False |
1,374 |
| 20 |
3,096.0 |
2,868.0 |
228.0 |
7.4% |
39.4 |
1.3% |
96% |
True |
False |
2,177 |
| 40 |
3,108.0 |
2,868.0 |
240.0 |
7.8% |
40.6 |
1.3% |
91% |
False |
False |
1,471 |
| 60 |
3,108.0 |
2,847.0 |
261.0 |
8.5% |
35.9 |
1.2% |
92% |
False |
False |
1,094 |
| 80 |
3,108.0 |
2,847.0 |
261.0 |
8.5% |
29.5 |
1.0% |
92% |
False |
False |
1,004 |
| 100 |
3,108.0 |
2,814.0 |
294.0 |
9.5% |
26.0 |
0.8% |
93% |
False |
False |
805 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,215.0 |
|
2.618 |
3,169.3 |
|
1.618 |
3,141.3 |
|
1.000 |
3,124.0 |
|
0.618 |
3,113.3 |
|
HIGH |
3,096.0 |
|
0.618 |
3,085.3 |
|
0.500 |
3,082.0 |
|
0.382 |
3,078.7 |
|
LOW |
3,068.0 |
|
0.618 |
3,050.7 |
|
1.000 |
3,040.0 |
|
1.618 |
3,022.7 |
|
2.618 |
2,994.7 |
|
4.250 |
2,949.0 |
|
|
| Fisher Pivots for day following 26-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,084.7 |
3,082.2 |
| PP |
3,083.3 |
3,078.3 |
| S1 |
3,082.0 |
3,074.5 |
|