Trading Metrics calculated at close of trading on 20-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2013 |
20-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
13,981.76 |
14,035.67 |
53.91 |
0.4% |
13,992.97 |
High |
14,044.82 |
14,058.27 |
13.45 |
0.1% |
14,038.97 |
Low |
13,977.90 |
13,919.28 |
-58.62 |
-0.4% |
13,906.73 |
Close |
14,035.67 |
13,927.54 |
-108.13 |
-0.8% |
13,981.76 |
Range |
66.92 |
138.99 |
72.07 |
107.7% |
132.24 |
ATR |
92.78 |
96.08 |
3.30 |
3.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 20-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,385.33 |
14,295.43 |
14,003.98 |
|
R3 |
14,246.34 |
14,156.44 |
13,965.76 |
|
R2 |
14,107.35 |
14,107.35 |
13,953.02 |
|
R1 |
14,017.45 |
14,017.45 |
13,940.28 |
13,992.91 |
PP |
13,968.36 |
13,968.36 |
13,968.36 |
13,956.09 |
S1 |
13,878.46 |
13,878.46 |
13,914.80 |
13,853.92 |
S2 |
13,829.37 |
13,829.37 |
13,902.06 |
|
S3 |
13,690.38 |
13,739.47 |
13,889.32 |
|
S4 |
13,551.39 |
13,600.48 |
13,851.10 |
|
|
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 |
14,058.27 |
13,906.73 |
151.54 |
1.1% |
90.62 |
0.7% |
14% |
True |
False |
|
10 |
14,058.27 |
13,852.20 |
206.07 |
1.5% |
86.86 |
0.6% |
37% |
True |
False |
|
20 |
14,058.27 |
13,710.13 |
348.14 |
2.5% |
92.61 |
0.7% |
62% |
True |
False |
|
40 |
14,058.27 |
12,883.89 |
1,174.38 |
8.4% |
103.94 |
0.7% |
89% |
True |
False |
|
60 |
14,058.27 |
12,765.32 |
1,292.95 |
9.3% |
106.77 |
0.8% |
90% |
True |
False |
|
80 |
14,058.27 |
12,471.49 |
1,586.78 |
11.4% |
116.24 |
0.8% |
92% |
True |
False |
|
100 |
14,058.27 |
12,471.49 |
1,586.78 |
11.4% |
117.73 |
0.8% |
92% |
True |
False |
|
120 |
14,058.27 |
12,471.49 |
1,586.78 |
11.4% |
115.69 |
0.8% |
92% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,648.98 |
2.618 |
14,422.15 |
1.618 |
14,283.16 |
1.000 |
14,197.26 |
0.618 |
14,144.17 |
HIGH |
14,058.27 |
0.618 |
14,005.18 |
0.500 |
13,988.78 |
0.382 |
13,972.37 |
LOW |
13,919.28 |
0.618 |
13,833.38 |
1.000 |
13,780.29 |
1.618 |
13,694.39 |
2.618 |
13,555.40 |
4.250 |
13,328.57 |
|
|
Fisher Pivots for day following 20-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
13,988.78 |
13,982.50 |
PP |
13,968.36 |
13,964.18 |
S1 |
13,947.95 |
13,945.86 |
|