| Trading Metrics calculated at close of trading on 21-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2014 |
21-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
1,313.7 |
1,320.2 |
6.5 |
0.5% |
1,321.0 |
| High |
1,319.1 |
1,328.6 |
9.5 |
0.7% |
1,330.7 |
| Low |
1,309.5 |
1,320.2 |
10.7 |
0.8% |
1,309.5 |
| Close |
1,317.4 |
1,324.2 |
6.8 |
0.5% |
1,324.2 |
| Range |
9.6 |
8.4 |
-1.2 |
-12.5% |
21.2 |
| ATR |
15.4 |
15.1 |
-0.3 |
-1.9% |
0.0 |
| Volume |
1,956 |
800 |
-1,156 |
-59.1% |
5,729 |
|
| Daily Pivots for day following 21-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,349.5 |
1,345.3 |
1,328.8 |
|
| R3 |
1,341.1 |
1,336.9 |
1,326.5 |
|
| R2 |
1,332.7 |
1,332.7 |
1,325.7 |
|
| R1 |
1,328.5 |
1,328.5 |
1,325.0 |
1,330.6 |
| PP |
1,324.3 |
1,324.3 |
1,324.3 |
1,325.4 |
| S1 |
1,320.1 |
1,320.1 |
1,323.4 |
1,322.2 |
| S2 |
1,315.9 |
1,315.9 |
1,322.7 |
|
| S3 |
1,307.5 |
1,311.7 |
1,321.9 |
|
| S4 |
1,299.1 |
1,303.3 |
1,319.6 |
|
|
| Weekly Pivots for week ending 21-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,385.1 |
1,375.8 |
1,335.9 |
|
| R3 |
1,363.9 |
1,354.6 |
1,330.0 |
|
| R2 |
1,342.7 |
1,342.7 |
1,328.1 |
|
| R1 |
1,333.4 |
1,333.4 |
1,326.1 |
1,338.1 |
| PP |
1,321.5 |
1,321.5 |
1,321.5 |
1,323.8 |
| S1 |
1,312.2 |
1,312.2 |
1,322.3 |
1,316.9 |
| S2 |
1,300.3 |
1,300.3 |
1,320.3 |
|
| S3 |
1,279.1 |
1,291.0 |
1,318.4 |
|
| S4 |
1,257.9 |
1,269.8 |
1,312.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,330.7 |
1,300.8 |
29.9 |
2.3% |
13.6 |
1.0% |
78% |
False |
False |
1,635 |
| 10 |
1,330.7 |
1,261.0 |
69.7 |
5.3% |
12.9 |
1.0% |
91% |
False |
False |
1,378 |
| 20 |
1,330.7 |
1,240.5 |
90.2 |
6.8% |
13.8 |
1.0% |
93% |
False |
False |
1,796 |
| 40 |
1,330.7 |
1,187.2 |
143.5 |
10.8% |
12.0 |
0.9% |
95% |
False |
False |
1,241 |
| 60 |
1,330.7 |
1,187.2 |
143.5 |
10.8% |
13.0 |
1.0% |
95% |
False |
False |
941 |
| 80 |
1,359.7 |
1,187.2 |
172.5 |
13.0% |
11.4 |
0.9% |
79% |
False |
False |
805 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,364.3 |
|
2.618 |
1,350.6 |
|
1.618 |
1,342.2 |
|
1.000 |
1,337.0 |
|
0.618 |
1,333.8 |
|
HIGH |
1,328.6 |
|
0.618 |
1,325.4 |
|
0.500 |
1,324.4 |
|
0.382 |
1,323.4 |
|
LOW |
1,320.2 |
|
0.618 |
1,315.0 |
|
1.000 |
1,311.8 |
|
1.618 |
1,306.6 |
|
2.618 |
1,298.2 |
|
4.250 |
1,284.5 |
|
|
| Fisher Pivots for day following 21-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,324.4 |
1,322.5 |
| PP |
1,324.3 |
1,320.8 |
| S1 |
1,324.3 |
1,319.1 |
|