| Trading Metrics calculated at close of trading on 28-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2014 |
28-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
6,764.5 |
6,795.0 |
30.5 |
0.5% |
6,791.5 |
| High |
6,798.0 |
6,808.0 |
10.0 |
0.1% |
6,858.0 |
| Low |
6,705.0 |
6,743.0 |
38.0 |
0.6% |
6,705.0 |
| Close |
6,790.5 |
6,775.5 |
-15.0 |
-0.2% |
6,775.5 |
| Range |
93.0 |
65.0 |
-28.0 |
-30.1% |
153.0 |
| ATR |
80.0 |
78.9 |
-1.1 |
-1.3% |
0.0 |
| Volume |
131,270 |
155,433 |
24,163 |
18.4% |
664,558 |
|
| Daily Pivots for day following 28-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,970.5 |
6,938.0 |
6,811.0 |
|
| R3 |
6,905.5 |
6,873.0 |
6,793.5 |
|
| R2 |
6,840.5 |
6,840.5 |
6,787.5 |
|
| R1 |
6,808.0 |
6,808.0 |
6,781.5 |
6,792.0 |
| PP |
6,775.5 |
6,775.5 |
6,775.5 |
6,767.5 |
| S1 |
6,743.0 |
6,743.0 |
6,769.5 |
6,727.0 |
| S2 |
6,710.5 |
6,710.5 |
6,763.5 |
|
| S3 |
6,645.5 |
6,678.0 |
6,757.5 |
|
| S4 |
6,580.5 |
6,613.0 |
6,740.0 |
|
|
| Weekly Pivots for week ending 28-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,238.5 |
7,160.0 |
6,859.5 |
|
| R3 |
7,085.5 |
7,007.0 |
6,817.5 |
|
| R2 |
6,932.5 |
6,932.5 |
6,803.5 |
|
| R1 |
6,854.0 |
6,854.0 |
6,789.5 |
6,817.0 |
| PP |
6,779.5 |
6,779.5 |
6,779.5 |
6,761.0 |
| S1 |
6,701.0 |
6,701.0 |
6,761.5 |
6,664.0 |
| S2 |
6,626.5 |
6,626.5 |
6,747.5 |
|
| S3 |
6,473.5 |
6,548.0 |
6,733.5 |
|
| S4 |
6,320.5 |
6,395.0 |
6,691.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,858.0 |
6,705.0 |
153.0 |
2.3% |
77.0 |
1.1% |
46% |
False |
False |
132,911 |
| 10 |
6,858.0 |
6,617.5 |
240.5 |
3.5% |
79.0 |
1.2% |
66% |
False |
False |
129,713 |
| 20 |
6,858.0 |
6,344.5 |
513.5 |
7.6% |
77.5 |
1.1% |
84% |
False |
False |
116,769 |
| 40 |
6,858.0 |
6,344.5 |
513.5 |
7.6% |
77.0 |
1.1% |
84% |
False |
False |
111,714 |
| 60 |
6,858.0 |
6,344.5 |
513.5 |
7.6% |
73.0 |
1.1% |
84% |
False |
False |
98,880 |
| 80 |
6,858.0 |
6,344.5 |
513.5 |
7.6% |
66.5 |
1.0% |
84% |
False |
False |
74,884 |
| 100 |
6,858.0 |
6,275.0 |
583.0 |
8.6% |
59.5 |
0.9% |
86% |
False |
False |
59,940 |
| 120 |
6,858.0 |
6,275.0 |
583.0 |
8.6% |
51.5 |
0.8% |
86% |
False |
False |
49,968 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,084.0 |
|
2.618 |
6,978.0 |
|
1.618 |
6,913.0 |
|
1.000 |
6,873.0 |
|
0.618 |
6,848.0 |
|
HIGH |
6,808.0 |
|
0.618 |
6,783.0 |
|
0.500 |
6,775.5 |
|
0.382 |
6,768.0 |
|
LOW |
6,743.0 |
|
0.618 |
6,703.0 |
|
1.000 |
6,678.0 |
|
1.618 |
6,638.0 |
|
2.618 |
6,573.0 |
|
4.250 |
6,467.0 |
|
|
| Fisher Pivots for day following 28-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
6,775.5 |
6,769.5 |
| PP |
6,775.5 |
6,763.5 |
| S1 |
6,775.5 |
6,757.0 |
|