| 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 |
1,840.25 |
1,836.50 |
-3.75 |
-0.2% |
1,827.25 |
| High |
1,846.00 |
1,848.50 |
2.50 |
0.1% |
1,837.50 |
| Low |
1,831.25 |
1,826.00 |
-5.25 |
-0.3% |
1,810.50 |
| Close |
1,835.00 |
1,847.00 |
12.00 |
0.7% |
1,827.25 |
| Range |
14.75 |
22.50 |
7.75 |
52.5% |
27.00 |
| ATR |
19.92 |
20.10 |
0.18 |
0.9% |
0.00 |
| Volume |
4,027 |
15,840 |
11,813 |
293.3% |
28,023 |
|
| Daily Pivots for day following 27-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,908.00 |
1,900.00 |
1,859.50 |
|
| R3 |
1,885.50 |
1,877.50 |
1,853.25 |
|
| R2 |
1,863.00 |
1,863.00 |
1,851.00 |
|
| R1 |
1,855.00 |
1,855.00 |
1,849.00 |
1,859.00 |
| PP |
1,840.50 |
1,840.50 |
1,840.50 |
1,842.50 |
| S1 |
1,832.50 |
1,832.50 |
1,845.00 |
1,836.50 |
| S2 |
1,818.00 |
1,818.00 |
1,843.00 |
|
| S3 |
1,795.50 |
1,810.00 |
1,840.75 |
|
| S4 |
1,773.00 |
1,787.50 |
1,834.50 |
|
|
| Weekly Pivots for week ending 21-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,906.00 |
1,893.75 |
1,842.00 |
|
| R3 |
1,879.00 |
1,866.75 |
1,834.75 |
|
| R2 |
1,852.00 |
1,852.00 |
1,832.25 |
|
| R1 |
1,839.75 |
1,839.75 |
1,829.75 |
1,840.75 |
| PP |
1,825.00 |
1,825.00 |
1,825.00 |
1,825.50 |
| S1 |
1,812.75 |
1,812.75 |
1,824.75 |
1,813.75 |
| S2 |
1,798.00 |
1,798.00 |
1,822.25 |
|
| S3 |
1,771.00 |
1,785.75 |
1,819.75 |
|
| S4 |
1,744.00 |
1,758.75 |
1,812.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,849.50 |
1,822.50 |
27.00 |
1.5% |
17.75 |
1.0% |
91% |
False |
False |
8,681 |
| 10 |
1,849.50 |
1,795.50 |
54.00 |
2.9% |
18.75 |
1.0% |
95% |
False |
False |
8,187 |
| 20 |
1,849.50 |
1,725.25 |
124.25 |
6.7% |
21.75 |
1.2% |
98% |
False |
False |
8,184 |
| 40 |
1,849.50 |
1,725.25 |
124.25 |
6.7% |
20.50 |
1.1% |
98% |
False |
False |
6,268 |
| 60 |
1,849.50 |
1,725.25 |
124.25 |
6.7% |
18.25 |
1.0% |
98% |
False |
False |
4,332 |
| 80 |
1,849.50 |
1,725.25 |
124.25 |
6.7% |
16.75 |
0.9% |
98% |
False |
False |
3,269 |
| 100 |
1,849.50 |
1,631.50 |
218.00 |
11.8% |
15.75 |
0.9% |
99% |
False |
False |
2,628 |
| 120 |
1,849.50 |
1,629.25 |
220.25 |
11.9% |
14.50 |
0.8% |
99% |
False |
False |
2,198 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,944.00 |
|
2.618 |
1,907.50 |
|
1.618 |
1,885.00 |
|
1.000 |
1,871.00 |
|
0.618 |
1,862.50 |
|
HIGH |
1,848.50 |
|
0.618 |
1,840.00 |
|
0.500 |
1,837.25 |
|
0.382 |
1,834.50 |
|
LOW |
1,826.00 |
|
0.618 |
1,812.00 |
|
1.000 |
1,803.50 |
|
1.618 |
1,789.50 |
|
2.618 |
1,767.00 |
|
4.250 |
1,730.50 |
|
|
| Fisher Pivots for day following 27-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,843.75 |
1,843.75 |
| PP |
1,840.50 |
1,840.50 |
| S1 |
1,837.25 |
1,837.25 |
|