Trading Metrics calculated at close of trading on 21-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2013 |
21-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
14,035.67 |
13,927.54 |
-108.13 |
-0.8% |
13,992.97 |
High |
14,058.27 |
13,927.54 |
-130.73 |
-0.9% |
14,038.97 |
Low |
13,919.28 |
13,834.40 |
-84.88 |
-0.6% |
13,906.73 |
Close |
13,927.54 |
13,880.62 |
-46.92 |
-0.3% |
13,981.76 |
Range |
138.99 |
93.14 |
-45.85 |
-33.0% |
132.24 |
ATR |
96.08 |
95.87 |
-0.21 |
-0.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 21-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,160.27 |
14,113.59 |
13,931.85 |
|
R3 |
14,067.13 |
14,020.45 |
13,906.23 |
|
R2 |
13,973.99 |
13,973.99 |
13,897.70 |
|
R1 |
13,927.31 |
13,927.31 |
13,889.16 |
13,904.08 |
PP |
13,880.85 |
13,880.85 |
13,880.85 |
13,869.24 |
S1 |
13,834.17 |
13,834.17 |
13,872.08 |
13,810.94 |
S2 |
13,787.71 |
13,787.71 |
13,863.54 |
|
S3 |
13,694.57 |
13,741.03 |
13,855.01 |
|
S4 |
13,601.43 |
13,647.89 |
13,829.39 |
|
|
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 |
13,834.40 |
223.87 |
1.6% |
92.53 |
0.7% |
21% |
False |
True |
|
10 |
14,058.27 |
13,834.40 |
223.87 |
1.6% |
88.33 |
0.6% |
21% |
False |
True |
|
20 |
14,058.27 |
13,779.33 |
278.94 |
2.0% |
93.06 |
0.7% |
36% |
False |
False |
|
40 |
14,058.27 |
12,883.89 |
1,174.38 |
8.5% |
101.58 |
0.7% |
85% |
False |
False |
|
60 |
14,058.27 |
12,765.32 |
1,292.95 |
9.3% |
105.35 |
0.8% |
86% |
False |
False |
|
80 |
14,058.27 |
12,471.49 |
1,586.78 |
11.4% |
116.26 |
0.8% |
89% |
False |
False |
|
100 |
14,058.27 |
12,471.49 |
1,586.78 |
11.4% |
117.93 |
0.8% |
89% |
False |
False |
|
120 |
14,058.27 |
12,471.49 |
1,586.78 |
11.4% |
115.92 |
0.8% |
89% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,323.39 |
2.618 |
14,171.38 |
1.618 |
14,078.24 |
1.000 |
14,020.68 |
0.618 |
13,985.10 |
HIGH |
13,927.54 |
0.618 |
13,891.96 |
0.500 |
13,880.97 |
0.382 |
13,869.98 |
LOW |
13,834.40 |
0.618 |
13,776.84 |
1.000 |
13,741.26 |
1.618 |
13,683.70 |
2.618 |
13,590.56 |
4.250 |
13,438.56 |
|
|
Fisher Pivots for day following 21-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
13,880.97 |
13,946.34 |
PP |
13,880.85 |
13,924.43 |
S1 |
13,880.74 |
13,902.53 |
|