Trading Metrics calculated at close of trading on 14-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2013 |
14-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
14,018.70 |
13,982.91 |
-35.79 |
-0.3% |
14,009.79 |
High |
14,029.35 |
13,990.36 |
-38.99 |
-0.3% |
14,022.62 |
Low |
13,945.78 |
13,921.94 |
-23.84 |
-0.2% |
13,852.20 |
Close |
13,982.91 |
13,973.39 |
-9.52 |
-0.1% |
13,992.97 |
Range |
83.57 |
68.42 |
-15.15 |
-18.1% |
170.42 |
ATR |
96.77 |
94.74 |
-2.02 |
-2.1% |
0.00 |
Volume |
|
|
|
|
|
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Daily Pivots for day following 14-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,167.16 |
14,138.69 |
14,011.02 |
|
R3 |
14,098.74 |
14,070.27 |
13,992.21 |
|
R2 |
14,030.32 |
14,030.32 |
13,985.93 |
|
R1 |
14,001.85 |
14,001.85 |
13,979.66 |
13,981.88 |
PP |
13,961.90 |
13,961.90 |
13,961.90 |
13,951.91 |
S1 |
13,933.43 |
13,933.43 |
13,967.12 |
13,913.46 |
S2 |
13,893.48 |
13,893.48 |
13,960.85 |
|
S3 |
13,825.06 |
13,865.01 |
13,954.57 |
|
S4 |
13,756.64 |
13,796.59 |
13,935.76 |
|
|
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 |
13,921.94 |
117.03 |
0.8% |
70.63 |
0.5% |
44% |
False |
True |
|
10 |
14,038.97 |
13,852.20 |
186.77 |
1.3% |
100.31 |
0.7% |
65% |
False |
False |
|
20 |
14,038.97 |
13,510.24 |
528.73 |
3.8% |
92.10 |
0.7% |
88% |
False |
False |
|
40 |
14,038.97 |
12,883.89 |
1,155.08 |
8.3% |
104.86 |
0.8% |
94% |
False |
False |
|
60 |
14,038.97 |
12,590.23 |
1,448.74 |
10.4% |
107.98 |
0.8% |
95% |
False |
False |
|
80 |
14,038.97 |
12,471.49 |
1,567.48 |
11.2% |
120.33 |
0.9% |
96% |
False |
False |
|
100 |
14,038.97 |
12,471.49 |
1,567.48 |
11.2% |
117.91 |
0.8% |
96% |
False |
False |
|
120 |
14,038.97 |
12,471.49 |
1,567.48 |
11.2% |
115.97 |
0.8% |
96% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,281.15 |
2.618 |
14,169.48 |
1.618 |
14,101.06 |
1.000 |
14,058.78 |
0.618 |
14,032.64 |
HIGH |
13,990.36 |
0.618 |
13,964.22 |
0.500 |
13,956.15 |
0.382 |
13,948.08 |
LOW |
13,921.94 |
0.618 |
13,879.66 |
1.000 |
13,853.52 |
1.618 |
13,811.24 |
2.618 |
13,742.82 |
4.250 |
13,631.16 |
|
|
Fisher Pivots for day following 14-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
13,967.64 |
13,980.46 |
PP |
13,961.90 |
13,978.10 |
S1 |
13,956.15 |
13,975.75 |
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