Trading Metrics calculated at close of trading on 19-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2013 |
19-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
13,973.39 |
13,981.76 |
8.37 |
0.1% |
13,992.97 |
High |
14,001.93 |
14,044.82 |
42.89 |
0.3% |
14,038.97 |
Low |
13,906.73 |
13,977.90 |
71.17 |
0.5% |
13,906.73 |
Close |
13,981.76 |
14,035.67 |
53.91 |
0.4% |
13,981.76 |
Range |
95.20 |
66.92 |
-28.28 |
-29.7% |
132.24 |
ATR |
94.77 |
92.78 |
-1.99 |
-2.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 19-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,220.22 |
14,194.87 |
14,072.48 |
|
R3 |
14,153.30 |
14,127.95 |
14,054.07 |
|
R2 |
14,086.38 |
14,086.38 |
14,047.94 |
|
R1 |
14,061.03 |
14,061.03 |
14,041.80 |
14,073.71 |
PP |
14,019.46 |
14,019.46 |
14,019.46 |
14,025.80 |
S1 |
13,994.11 |
13,994.11 |
14,029.54 |
14,006.79 |
S2 |
13,952.54 |
13,952.54 |
14,023.40 |
|
S3 |
13,885.62 |
13,927.19 |
14,017.27 |
|
S4 |
13,818.70 |
13,860.27 |
13,998.86 |
|
|
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 |
14,044.82 |
13,906.73 |
138.09 |
1.0% |
76.83 |
0.5% |
93% |
True |
False |
|
10 |
14,044.82 |
13,852.20 |
192.62 |
1.4% |
86.31 |
0.6% |
95% |
True |
False |
|
20 |
14,044.82 |
13,622.96 |
421.86 |
3.0% |
90.12 |
0.6% |
98% |
True |
False |
|
40 |
14,044.82 |
12,883.89 |
1,160.93 |
8.3% |
102.93 |
0.7% |
99% |
True |
False |
|
60 |
14,044.82 |
12,765.32 |
1,279.50 |
9.1% |
105.45 |
0.8% |
99% |
True |
False |
|
80 |
14,044.82 |
12,471.49 |
1,573.33 |
11.2% |
117.77 |
0.8% |
99% |
True |
False |
|
100 |
14,044.82 |
12,471.49 |
1,573.33 |
11.2% |
117.97 |
0.8% |
99% |
True |
False |
|
120 |
14,044.82 |
12,471.49 |
1,573.33 |
11.2% |
115.04 |
0.8% |
99% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,329.23 |
2.618 |
14,220.02 |
1.618 |
14,153.10 |
1.000 |
14,111.74 |
0.618 |
14,086.18 |
HIGH |
14,044.82 |
0.618 |
14,019.26 |
0.500 |
14,011.36 |
0.382 |
14,003.46 |
LOW |
13,977.90 |
0.618 |
13,936.54 |
1.000 |
13,910.98 |
1.618 |
13,869.62 |
2.618 |
13,802.70 |
4.250 |
13,693.49 |
|
|
Fisher Pivots for day following 19-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
14,027.57 |
14,015.71 |
PP |
14,019.46 |
13,995.74 |
S1 |
14,011.36 |
13,975.78 |
|