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 |
1,652.2 |
1,641.1 |
-11.1 |
-0.7% |
1,668.0 |
High |
1,652.3 |
1,646.9 |
-5.4 |
-0.3% |
1,683.4 |
Low |
1,640.2 |
1,632.7 |
-7.5 |
-0.5% |
1,661.6 |
Close |
1,644.2 |
1,634.7 |
-9.5 |
-0.6% |
1,666.0 |
Range |
12.1 |
14.2 |
2.1 |
17.4% |
21.8 |
ATR |
16.8 |
16.6 |
-0.2 |
-1.1% |
0.0 |
Volume |
236 |
219 |
-17 |
-7.2% |
1,943 |
|
Daily Pivots for day following 14-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,680.7 |
1,671.9 |
1,642.5 |
|
R3 |
1,666.5 |
1,657.7 |
1,638.6 |
|
R2 |
1,652.3 |
1,652.3 |
1,637.3 |
|
R1 |
1,643.5 |
1,643.5 |
1,636.0 |
1,640.8 |
PP |
1,638.1 |
1,638.1 |
1,638.1 |
1,636.8 |
S1 |
1,629.3 |
1,629.3 |
1,633.4 |
1,626.6 |
S2 |
1,623.9 |
1,623.9 |
1,632.1 |
|
S3 |
1,609.7 |
1,615.1 |
1,630.8 |
|
S4 |
1,595.5 |
1,600.9 |
1,626.9 |
|
|
Weekly Pivots for week ending 08-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,735.7 |
1,722.7 |
1,678.0 |
|
R3 |
1,713.9 |
1,700.9 |
1,672.0 |
|
R2 |
1,692.1 |
1,692.1 |
1,670.0 |
|
R1 |
1,679.1 |
1,679.1 |
1,668.0 |
1,674.7 |
PP |
1,670.3 |
1,670.3 |
1,670.3 |
1,668.2 |
S1 |
1,657.3 |
1,657.3 |
1,664.0 |
1,652.9 |
S2 |
1,648.5 |
1,648.5 |
1,662.0 |
|
S3 |
1,626.7 |
1,635.5 |
1,660.0 |
|
S4 |
1,604.9 |
1,613.7 |
1,654.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,672.5 |
1,632.7 |
39.8 |
2.4% |
13.3 |
0.8% |
5% |
False |
True |
339 |
10 |
1,683.4 |
1,632.7 |
50.7 |
3.1% |
14.9 |
0.9% |
4% |
False |
True |
660 |
20 |
1,697.8 |
1,632.7 |
65.1 |
4.0% |
16.0 |
1.0% |
3% |
False |
True |
67,744 |
40 |
1,704.4 |
1,626.0 |
78.4 |
4.8% |
18.9 |
1.2% |
11% |
False |
False |
101,750 |
60 |
1,757.1 |
1,626.0 |
131.1 |
8.0% |
18.5 |
1.1% |
7% |
False |
False |
102,168 |
80 |
1,757.1 |
1,626.0 |
131.1 |
8.0% |
18.4 |
1.1% |
7% |
False |
False |
79,670 |
100 |
1,800.0 |
1,626.0 |
174.0 |
10.6% |
18.3 |
1.1% |
5% |
False |
False |
64,492 |
120 |
1,800.0 |
1,626.0 |
174.0 |
10.6% |
18.6 |
1.1% |
5% |
False |
False |
54,070 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,707.3 |
2.618 |
1,684.1 |
1.618 |
1,669.9 |
1.000 |
1,661.1 |
0.618 |
1,655.7 |
HIGH |
1,646.9 |
0.618 |
1,641.5 |
0.500 |
1,639.8 |
0.382 |
1,638.1 |
LOW |
1,632.7 |
0.618 |
1,623.9 |
1.000 |
1,618.5 |
1.618 |
1,609.7 |
2.618 |
1,595.5 |
4.250 |
1,572.4 |
|
|
Fisher Pivots for day following 14-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
1,639.8 |
1,642.5 |
PP |
1,638.1 |
1,639.9 |
S1 |
1,636.4 |
1,637.3 |
|