Trading Metrics calculated at close of trading on 13-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2013 |
13-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
13,971.24 |
14,018.70 |
47.46 |
0.3% |
14,009.79 |
High |
14,038.97 |
14,029.35 |
-9.62 |
-0.1% |
14,022.62 |
Low |
13,968.94 |
13,945.78 |
-23.16 |
-0.2% |
13,852.20 |
Close |
14,018.70 |
13,982.91 |
-35.79 |
-0.3% |
13,992.97 |
Range |
70.03 |
83.57 |
13.54 |
19.3% |
170.42 |
ATR |
97.78 |
96.77 |
-1.02 |
-1.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 13-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,236.72 |
14,193.39 |
14,028.87 |
|
R3 |
14,153.15 |
14,109.82 |
14,005.89 |
|
R2 |
14,069.58 |
14,069.58 |
13,998.23 |
|
R1 |
14,026.25 |
14,026.25 |
13,990.57 |
14,006.13 |
PP |
13,986.01 |
13,986.01 |
13,986.01 |
13,975.96 |
S1 |
13,942.68 |
13,942.68 |
13,975.25 |
13,922.56 |
S2 |
13,902.44 |
13,902.44 |
13,967.59 |
|
S3 |
13,818.87 |
13,859.11 |
13,959.93 |
|
S4 |
13,735.30 |
13,775.54 |
13,936.95 |
|
|
Weekly Pivots for week ending 08-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,467.19 |
14,400.50 |
14,086.70 |
|
R3 |
14,296.77 |
14,230.08 |
14,039.84 |
|
R2 |
14,126.35 |
14,126.35 |
14,024.21 |
|
R1 |
14,059.66 |
14,059.66 |
14,008.59 |
14,007.80 |
PP |
13,955.93 |
13,955.93 |
13,955.93 |
13,930.00 |
S1 |
13,889.24 |
13,889.24 |
13,977.35 |
13,837.38 |
S2 |
13,785.51 |
13,785.51 |
13,961.73 |
|
S3 |
13,615.09 |
13,718.82 |
13,946.10 |
|
S4 |
13,444.67 |
13,548.40 |
13,899.24 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
14,038.97 |
13,852.20 |
186.77 |
1.3% |
84.12 |
0.6% |
70% |
False |
False |
|
10 |
14,038.97 |
13,852.20 |
186.77 |
1.3% |
101.52 |
0.7% |
70% |
False |
False |
|
20 |
14,038.97 |
13,468.96 |
570.01 |
4.1% |
91.98 |
0.7% |
90% |
False |
False |
|
40 |
14,038.97 |
12,883.89 |
1,155.08 |
8.3% |
105.89 |
0.8% |
95% |
False |
False |
|
60 |
14,038.97 |
12,471.49 |
1,567.48 |
11.2% |
109.05 |
0.8% |
96% |
False |
False |
|
80 |
14,038.97 |
12,471.49 |
1,567.48 |
11.2% |
120.44 |
0.9% |
96% |
False |
False |
|
100 |
14,038.97 |
12,471.49 |
1,567.48 |
11.2% |
118.19 |
0.8% |
96% |
False |
False |
|
120 |
14,038.97 |
12,471.49 |
1,567.48 |
11.2% |
116.10 |
0.8% |
96% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,384.52 |
2.618 |
14,248.14 |
1.618 |
14,164.57 |
1.000 |
14,112.92 |
0.618 |
14,081.00 |
HIGH |
14,029.35 |
0.618 |
13,997.43 |
0.500 |
13,987.57 |
0.382 |
13,977.70 |
LOW |
13,945.78 |
0.618 |
13,894.13 |
1.000 |
13,862.21 |
1.618 |
13,810.56 |
2.618 |
13,726.99 |
4.250 |
13,590.61 |
|
|
Fisher Pivots for day following 13-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
13,987.57 |
13,989.69 |
PP |
13,986.01 |
13,987.43 |
S1 |
13,984.46 |
13,985.17 |
|