| 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 |
1,301.3 |
1,318.9 |
17.6 |
1.4% |
1,265.7 |
| High |
1,321.6 |
1,331.9 |
10.3 |
0.8% |
1,321.6 |
| Low |
1,301.3 |
1,313.1 |
11.8 |
0.9% |
1,265.4 |
| Close |
1,318.8 |
1,324.6 |
5.8 |
0.4% |
1,318.8 |
| Range |
20.3 |
18.8 |
-1.5 |
-7.4% |
56.2 |
| ATR |
17.7 |
17.7 |
0.1 |
0.5% |
0.0 |
| Volume |
3,801 |
4,819 |
1,018 |
26.8% |
17,176 |
|
| Daily Pivots for day following 18-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,379.6 |
1,370.9 |
1,334.9 |
|
| R3 |
1,360.8 |
1,352.1 |
1,329.8 |
|
| R2 |
1,342.0 |
1,342.0 |
1,328.0 |
|
| R1 |
1,333.3 |
1,333.3 |
1,326.3 |
1,337.7 |
| PP |
1,323.2 |
1,323.2 |
1,323.2 |
1,325.4 |
| S1 |
1,314.5 |
1,314.5 |
1,322.9 |
1,318.9 |
| S2 |
1,304.4 |
1,304.4 |
1,321.2 |
|
| S3 |
1,285.6 |
1,295.7 |
1,319.4 |
|
| S4 |
1,266.8 |
1,276.9 |
1,314.3 |
|
|
| Weekly Pivots for week ending 14-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,470.5 |
1,450.9 |
1,349.7 |
|
| R3 |
1,414.3 |
1,394.7 |
1,334.3 |
|
| R2 |
1,358.1 |
1,358.1 |
1,329.1 |
|
| R1 |
1,338.5 |
1,338.5 |
1,324.0 |
1,348.3 |
| PP |
1,301.9 |
1,301.9 |
1,301.9 |
1,306.9 |
| S1 |
1,282.3 |
1,282.3 |
1,313.6 |
1,292.1 |
| S2 |
1,245.7 |
1,245.7 |
1,308.5 |
|
| S3 |
1,189.5 |
1,226.1 |
1,303.3 |
|
| S4 |
1,133.3 |
1,169.9 |
1,287.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,331.9 |
1,277.2 |
54.7 |
4.1% |
16.7 |
1.3% |
87% |
True |
False |
3,655 |
| 10 |
1,331.9 |
1,247.5 |
84.4 |
6.4% |
15.7 |
1.2% |
91% |
True |
False |
2,878 |
| 20 |
1,331.9 |
1,233.0 |
98.9 |
7.5% |
18.1 |
1.4% |
93% |
True |
False |
3,755 |
| 40 |
1,331.9 |
1,186.7 |
145.2 |
11.0% |
17.0 |
1.3% |
95% |
True |
False |
2,950 |
| 60 |
1,331.9 |
1,186.7 |
145.2 |
11.0% |
18.4 |
1.4% |
95% |
True |
False |
2,389 |
| 80 |
1,362.0 |
1,186.7 |
175.3 |
13.2% |
17.3 |
1.3% |
79% |
False |
False |
2,089 |
| 100 |
1,362.0 |
1,186.7 |
175.3 |
13.2% |
18.0 |
1.4% |
79% |
False |
False |
1,770 |
| 120 |
1,431.7 |
1,186.7 |
245.0 |
18.5% |
17.9 |
1.4% |
56% |
False |
False |
1,583 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,411.8 |
|
2.618 |
1,381.1 |
|
1.618 |
1,362.3 |
|
1.000 |
1,350.7 |
|
0.618 |
1,343.5 |
|
HIGH |
1,331.9 |
|
0.618 |
1,324.7 |
|
0.500 |
1,322.5 |
|
0.382 |
1,320.3 |
|
LOW |
1,313.1 |
|
0.618 |
1,301.5 |
|
1.000 |
1,294.3 |
|
1.618 |
1,282.7 |
|
2.618 |
1,263.9 |
|
4.250 |
1,233.2 |
|
|
| Fisher Pivots for day following 18-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,323.9 |
1,319.4 |
| PP |
1,323.2 |
1,314.3 |
| S1 |
1,322.5 |
1,309.1 |
|