Trading Metrics calculated at close of trading on 15-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2013 |
15-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
13,982.91 |
13,973.39 |
-9.52 |
-0.1% |
13,992.97 |
High |
13,990.36 |
14,001.93 |
11.57 |
0.1% |
14,038.97 |
Low |
13,921.94 |
13,906.73 |
-15.21 |
-0.1% |
13,906.73 |
Close |
13,973.39 |
13,981.76 |
8.37 |
0.1% |
13,981.76 |
Range |
68.42 |
95.20 |
26.78 |
39.1% |
132.24 |
ATR |
94.74 |
94.77 |
0.03 |
0.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 15-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,249.07 |
14,210.62 |
14,034.12 |
|
R3 |
14,153.87 |
14,115.42 |
14,007.94 |
|
R2 |
14,058.67 |
14,058.67 |
13,999.21 |
|
R1 |
14,020.22 |
14,020.22 |
13,990.49 |
14,039.45 |
PP |
13,963.47 |
13,963.47 |
13,963.47 |
13,973.09 |
S1 |
13,925.02 |
13,925.02 |
13,973.03 |
13,944.25 |
S2 |
13,868.27 |
13,868.27 |
13,964.31 |
|
S3 |
13,773.07 |
13,829.82 |
13,955.58 |
|
S4 |
13,677.87 |
13,734.62 |
13,929.40 |
|
|
Weekly Pivots for week ending 15-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,372.54 |
14,309.39 |
14,054.49 |
|
R3 |
14,240.30 |
14,177.15 |
14,018.13 |
|
R2 |
14,108.06 |
14,108.06 |
14,006.00 |
|
R1 |
14,044.91 |
14,044.91 |
13,993.88 |
14,010.37 |
PP |
13,975.82 |
13,975.82 |
13,975.82 |
13,958.55 |
S1 |
13,912.67 |
13,912.67 |
13,969.64 |
13,878.13 |
S2 |
13,843.58 |
13,843.58 |
13,957.52 |
|
S3 |
13,711.34 |
13,780.43 |
13,945.39 |
|
S4 |
13,579.10 |
13,648.19 |
13,909.03 |
|
|
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 |
13,906.73 |
132.24 |
0.9% |
73.96 |
0.5% |
57% |
False |
True |
|
10 |
14,038.97 |
13,852.20 |
186.77 |
1.3% |
93.91 |
0.7% |
69% |
False |
False |
|
20 |
14,038.97 |
13,571.86 |
467.11 |
3.3% |
90.68 |
0.6% |
88% |
False |
False |
|
40 |
14,038.97 |
12,883.89 |
1,155.08 |
8.3% |
103.90 |
0.7% |
95% |
False |
False |
|
60 |
14,038.97 |
12,701.07 |
1,337.90 |
9.6% |
106.13 |
0.8% |
96% |
False |
False |
|
80 |
14,038.97 |
12,471.49 |
1,567.48 |
11.2% |
118.60 |
0.8% |
96% |
False |
False |
|
100 |
14,038.97 |
12,471.49 |
1,567.48 |
11.2% |
118.11 |
0.8% |
96% |
False |
False |
|
120 |
14,038.97 |
12,471.49 |
1,567.48 |
11.2% |
115.72 |
0.8% |
96% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,406.53 |
2.618 |
14,251.16 |
1.618 |
14,155.96 |
1.000 |
14,097.13 |
0.618 |
14,060.76 |
HIGH |
14,001.93 |
0.618 |
13,965.56 |
0.500 |
13,954.33 |
0.382 |
13,943.10 |
LOW |
13,906.73 |
0.618 |
13,847.90 |
1.000 |
13,811.53 |
1.618 |
13,752.70 |
2.618 |
13,657.50 |
4.250 |
13,502.13 |
|
|
Fisher Pivots for day following 15-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
13,972.62 |
13,977.19 |
PP |
13,963.47 |
13,972.61 |
S1 |
13,954.33 |
13,968.04 |
|