| 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 |
3,092.0 |
3,080.0 |
-12.0 |
-0.4% |
3,060.0 |
| High |
3,096.0 |
3,083.0 |
-13.0 |
-0.4% |
3,068.0 |
| Low |
3,068.0 |
3,039.0 |
-29.0 |
-0.9% |
3,012.0 |
| Close |
3,086.0 |
3,072.0 |
-14.0 |
-0.5% |
3,065.0 |
| Range |
28.0 |
44.0 |
16.0 |
57.1% |
56.0 |
| ATR |
38.3 |
38.9 |
0.6 |
1.6% |
0.0 |
| Volume |
3,402 |
7,801 |
4,399 |
129.3% |
826 |
|
| Daily Pivots for day following 27-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,196.7 |
3,178.3 |
3,096.2 |
|
| R3 |
3,152.7 |
3,134.3 |
3,084.1 |
|
| R2 |
3,108.7 |
3,108.7 |
3,080.1 |
|
| R1 |
3,090.3 |
3,090.3 |
3,076.0 |
3,077.5 |
| PP |
3,064.7 |
3,064.7 |
3,064.7 |
3,058.3 |
| S1 |
3,046.3 |
3,046.3 |
3,068.0 |
3,033.5 |
| S2 |
3,020.7 |
3,020.7 |
3,063.9 |
|
| S3 |
2,976.7 |
3,002.3 |
3,059.9 |
|
| S4 |
2,932.7 |
2,958.3 |
3,047.8 |
|
|
| 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 |
3,039.0 |
57.0 |
1.9% |
32.0 |
1.0% |
58% |
False |
True |
4,089 |
| 10 |
3,096.0 |
3,012.0 |
84.0 |
2.7% |
31.3 |
1.0% |
71% |
False |
False |
2,129 |
| 20 |
3,096.0 |
2,868.0 |
228.0 |
7.4% |
38.9 |
1.3% |
89% |
False |
False |
1,805 |
| 40 |
3,108.0 |
2,868.0 |
240.0 |
7.8% |
39.9 |
1.3% |
85% |
False |
False |
1,663 |
| 60 |
3,108.0 |
2,847.0 |
261.0 |
8.5% |
36.6 |
1.2% |
86% |
False |
False |
1,224 |
| 80 |
3,108.0 |
2,847.0 |
261.0 |
8.5% |
29.7 |
1.0% |
86% |
False |
False |
1,102 |
| 100 |
3,108.0 |
2,814.0 |
294.0 |
9.6% |
26.2 |
0.9% |
88% |
False |
False |
883 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,270.0 |
|
2.618 |
3,198.2 |
|
1.618 |
3,154.2 |
|
1.000 |
3,127.0 |
|
0.618 |
3,110.2 |
|
HIGH |
3,083.0 |
|
0.618 |
3,066.2 |
|
0.500 |
3,061.0 |
|
0.382 |
3,055.8 |
|
LOW |
3,039.0 |
|
0.618 |
3,011.8 |
|
1.000 |
2,995.0 |
|
1.618 |
2,967.8 |
|
2.618 |
2,923.8 |
|
4.250 |
2,852.0 |
|
|
| Fisher Pivots for day following 27-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,068.3 |
3,070.5 |
| PP |
3,064.7 |
3,069.0 |
| S1 |
3,061.0 |
3,067.5 |
|