| Trading Metrics calculated at close of trading on 18-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2014 |
18-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
15,888 |
16,100 |
212 |
1.3% |
15,671 |
| High |
16,074 |
16,100 |
26 |
0.2% |
16,074 |
| Low |
15,884 |
16,017 |
133 |
0.8% |
15,635 |
| Close |
16,056 |
16,038 |
-18 |
-0.1% |
16,056 |
| Range |
190 |
83 |
-107 |
-56.3% |
439 |
| ATR |
162 |
156 |
-6 |
-3.5% |
0 |
| Volume |
102 |
44 |
-58 |
-56.9% |
256 |
|
| Daily Pivots for day following 18-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,301 |
16,252 |
16,084 |
|
| R3 |
16,218 |
16,169 |
16,061 |
|
| R2 |
16,135 |
16,135 |
16,053 |
|
| R1 |
16,086 |
16,086 |
16,046 |
16,069 |
| PP |
16,052 |
16,052 |
16,052 |
16,043 |
| S1 |
16,003 |
16,003 |
16,031 |
15,986 |
| S2 |
15,969 |
15,969 |
16,023 |
|
| S3 |
15,886 |
15,920 |
16,015 |
|
| S4 |
15,803 |
15,837 |
15,992 |
|
|
| Weekly Pivots for week ending 14-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,239 |
17,086 |
16,298 |
|
| R3 |
16,800 |
16,647 |
16,177 |
|
| R2 |
16,361 |
16,361 |
16,137 |
|
| R1 |
16,208 |
16,208 |
16,096 |
16,285 |
| PP |
15,922 |
15,922 |
15,922 |
15,960 |
| S1 |
15,769 |
15,769 |
16,016 |
15,846 |
| S2 |
15,483 |
15,483 |
15,976 |
|
| S3 |
15,044 |
15,330 |
15,935 |
|
| S4 |
14,605 |
14,891 |
15,815 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,100 |
15,661 |
439 |
2.7% |
152 |
0.9% |
86% |
True |
False |
39 |
| 10 |
16,100 |
15,228 |
872 |
5.4% |
147 |
0.9% |
93% |
True |
False |
50 |
| 20 |
16,433 |
15,216 |
1,217 |
7.6% |
169 |
1.1% |
68% |
False |
False |
41 |
| 40 |
16,439 |
15,216 |
1,223 |
7.6% |
125 |
0.8% |
67% |
False |
False |
32 |
| 60 |
16,439 |
15,216 |
1,223 |
7.6% |
98 |
0.6% |
67% |
False |
False |
24 |
| 80 |
16,439 |
15,204 |
1,235 |
7.7% |
77 |
0.5% |
68% |
False |
False |
18 |
| 100 |
16,439 |
14,579 |
1,860 |
11.6% |
68 |
0.4% |
78% |
False |
False |
15 |
| 120 |
16,439 |
14,514 |
1,925 |
12.0% |
58 |
0.4% |
79% |
False |
False |
13 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,453 |
|
2.618 |
16,317 |
|
1.618 |
16,234 |
|
1.000 |
16,183 |
|
0.618 |
16,151 |
|
HIGH |
16,100 |
|
0.618 |
16,068 |
|
0.500 |
16,059 |
|
0.382 |
16,049 |
|
LOW |
16,017 |
|
0.618 |
15,966 |
|
1.000 |
15,934 |
|
1.618 |
15,883 |
|
2.618 |
15,800 |
|
4.250 |
15,664 |
|
|
| Fisher Pivots for day following 18-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,059 |
16,001 |
| PP |
16,052 |
15,964 |
| S1 |
16,045 |
15,928 |
|