| Trading Metrics calculated at close of trading on 14-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2014 |
14-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
5,264.0 |
5,300.0 |
36.0 |
0.7% |
5,145.0 |
| High |
5,287.0 |
5,311.0 |
24.0 |
0.5% |
5,311.0 |
| Low |
5,256.0 |
5,279.0 |
23.0 |
0.4% |
5,135.0 |
| Close |
5,263.0 |
5,308.0 |
45.0 |
0.9% |
5,308.0 |
| Range |
31.0 |
32.0 |
1.0 |
3.2% |
176.0 |
| ATR |
56.0 |
55.5 |
-0.6 |
-1.0% |
0.0 |
| Volume |
19,701 |
22,138 |
2,437 |
12.4% |
113,702 |
|
| Daily Pivots for day following 14-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,395.3 |
5,383.7 |
5,325.6 |
|
| R3 |
5,363.3 |
5,351.7 |
5,316.8 |
|
| R2 |
5,331.3 |
5,331.3 |
5,313.9 |
|
| R1 |
5,319.7 |
5,319.7 |
5,310.9 |
5,325.5 |
| PP |
5,299.3 |
5,299.3 |
5,299.3 |
5,302.3 |
| S1 |
5,287.7 |
5,287.7 |
5,305.1 |
5,293.5 |
| S2 |
5,267.3 |
5,267.3 |
5,302.1 |
|
| S3 |
5,235.3 |
5,255.7 |
5,299.2 |
|
| S4 |
5,203.3 |
5,223.7 |
5,290.4 |
|
|
| Weekly Pivots for week ending 14-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,779.3 |
5,719.7 |
5,404.8 |
|
| R3 |
5,603.3 |
5,543.7 |
5,356.4 |
|
| R2 |
5,427.3 |
5,427.3 |
5,340.3 |
|
| R1 |
5,367.7 |
5,367.7 |
5,324.1 |
5,397.5 |
| PP |
5,251.3 |
5,251.3 |
5,251.3 |
5,266.3 |
| S1 |
5,191.7 |
5,191.7 |
5,291.9 |
5,221.5 |
| S2 |
5,075.3 |
5,075.3 |
5,275.7 |
|
| S3 |
4,899.3 |
5,015.7 |
5,259.6 |
|
| S4 |
4,723.3 |
4,839.7 |
5,211.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,311.0 |
5,135.0 |
176.0 |
3.3% |
44.2 |
0.8% |
98% |
True |
False |
22,740 |
| 10 |
5,311.0 |
4,998.0 |
313.0 |
5.9% |
45.0 |
0.8% |
99% |
True |
False |
24,737 |
| 20 |
5,311.0 |
4,998.0 |
313.0 |
5.9% |
47.2 |
0.9% |
99% |
True |
False |
23,526 |
| 40 |
5,358.0 |
4,998.0 |
360.0 |
6.8% |
46.8 |
0.9% |
86% |
False |
False |
23,779 |
| 60 |
5,358.0 |
4,993.0 |
365.0 |
6.9% |
41.3 |
0.8% |
86% |
False |
False |
17,874 |
| 80 |
5,400.0 |
4,993.0 |
407.0 |
7.7% |
32.5 |
0.6% |
77% |
False |
False |
13,419 |
| 100 |
5,400.0 |
4,993.0 |
407.0 |
7.7% |
28.0 |
0.5% |
77% |
False |
False |
10,746 |
| 120 |
5,400.0 |
4,993.0 |
407.0 |
7.7% |
23.5 |
0.4% |
77% |
False |
False |
8,961 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,447.0 |
|
2.618 |
5,394.8 |
|
1.618 |
5,362.8 |
|
1.000 |
5,343.0 |
|
0.618 |
5,330.8 |
|
HIGH |
5,311.0 |
|
0.618 |
5,298.8 |
|
0.500 |
5,295.0 |
|
0.382 |
5,291.2 |
|
LOW |
5,279.0 |
|
0.618 |
5,259.2 |
|
1.000 |
5,247.0 |
|
1.618 |
5,227.2 |
|
2.618 |
5,195.2 |
|
4.250 |
5,143.0 |
|
|
| Fisher Pivots for day following 14-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
5,303.7 |
5,293.3 |
| PP |
5,299.3 |
5,278.7 |
| S1 |
5,295.0 |
5,264.0 |
|