| Trading Metrics calculated at close of trading on 19-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2014 |
19-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
1,318.9 |
1,321.6 |
2.7 |
0.2% |
1,265.7 |
| High |
1,331.9 |
1,322.5 |
-9.4 |
-0.7% |
1,321.6 |
| Low |
1,313.1 |
1,309.6 |
-3.5 |
-0.3% |
1,265.4 |
| Close |
1,324.6 |
1,320.6 |
-4.0 |
-0.3% |
1,318.8 |
| Range |
18.8 |
12.9 |
-5.9 |
-31.4% |
56.2 |
| ATR |
17.7 |
17.5 |
-0.2 |
-1.1% |
0.0 |
| Volume |
4,819 |
4,116 |
-703 |
-14.6% |
17,176 |
|
| Daily Pivots for day following 19-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,356.3 |
1,351.3 |
1,327.7 |
|
| R3 |
1,343.4 |
1,338.4 |
1,324.1 |
|
| R2 |
1,330.5 |
1,330.5 |
1,323.0 |
|
| R1 |
1,325.5 |
1,325.5 |
1,321.8 |
1,321.6 |
| PP |
1,317.6 |
1,317.6 |
1,317.6 |
1,315.6 |
| S1 |
1,312.6 |
1,312.6 |
1,319.4 |
1,308.7 |
| S2 |
1,304.7 |
1,304.7 |
1,318.2 |
|
| S3 |
1,291.8 |
1,299.7 |
1,317.1 |
|
| S4 |
1,278.9 |
1,286.8 |
1,313.5 |
|
|
| 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 |
1,285.1 |
46.8 |
3.5% |
15.9 |
1.2% |
76% |
False |
False |
4,059 |
| 10 |
1,331.9 |
1,252.9 |
79.0 |
6.0% |
15.7 |
1.2% |
86% |
False |
False |
3,091 |
| 20 |
1,331.9 |
1,233.0 |
98.9 |
7.5% |
17.6 |
1.3% |
89% |
False |
False |
3,889 |
| 40 |
1,331.9 |
1,186.7 |
145.2 |
11.0% |
16.4 |
1.2% |
92% |
False |
False |
3,040 |
| 60 |
1,331.9 |
1,186.7 |
145.2 |
11.0% |
18.0 |
1.4% |
92% |
False |
False |
2,442 |
| 80 |
1,362.0 |
1,186.7 |
175.3 |
13.3% |
17.3 |
1.3% |
76% |
False |
False |
2,126 |
| 100 |
1,362.0 |
1,186.7 |
175.3 |
13.3% |
18.0 |
1.4% |
76% |
False |
False |
1,807 |
| 120 |
1,431.7 |
1,186.7 |
245.0 |
18.6% |
17.9 |
1.4% |
55% |
False |
False |
1,616 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,377.3 |
|
2.618 |
1,356.3 |
|
1.618 |
1,343.4 |
|
1.000 |
1,335.4 |
|
0.618 |
1,330.5 |
|
HIGH |
1,322.5 |
|
0.618 |
1,317.6 |
|
0.500 |
1,316.1 |
|
0.382 |
1,314.5 |
|
LOW |
1,309.6 |
|
0.618 |
1,301.6 |
|
1.000 |
1,296.7 |
|
1.618 |
1,288.7 |
|
2.618 |
1,275.8 |
|
4.250 |
1,254.8 |
|
|
| Fisher Pivots for day following 19-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,319.1 |
1,319.3 |
| PP |
1,317.6 |
1,317.9 |
| S1 |
1,316.1 |
1,316.6 |
|