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 |
1,641.1 |
1,633.2 |
-7.9 |
-0.5% |
1,666.5 |
High |
1,646.9 |
1,633.9 |
-13.0 |
-0.8% |
1,668.0 |
Low |
1,632.7 |
1,599.5 |
-33.2 |
-2.0% |
1,599.5 |
Close |
1,634.7 |
1,608.8 |
-25.9 |
-1.6% |
1,608.8 |
Range |
14.2 |
34.4 |
20.2 |
142.3% |
68.5 |
ATR |
16.6 |
17.9 |
1.3 |
8.0% |
0.0 |
Volume |
219 |
460 |
241 |
110.0% |
1,868 |
|
Daily Pivots for day following 15-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,717.3 |
1,697.4 |
1,627.7 |
|
R3 |
1,682.9 |
1,663.0 |
1,618.3 |
|
R2 |
1,648.5 |
1,648.5 |
1,615.1 |
|
R1 |
1,628.6 |
1,628.6 |
1,612.0 |
1,621.4 |
PP |
1,614.1 |
1,614.1 |
1,614.1 |
1,610.4 |
S1 |
1,594.2 |
1,594.2 |
1,605.6 |
1,587.0 |
S2 |
1,579.7 |
1,579.7 |
1,602.5 |
|
S3 |
1,545.3 |
1,559.8 |
1,599.3 |
|
S4 |
1,510.9 |
1,525.4 |
1,589.9 |
|
|
Weekly Pivots for week ending 15-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,830.9 |
1,788.4 |
1,646.5 |
|
R3 |
1,762.4 |
1,719.9 |
1,627.6 |
|
R2 |
1,693.9 |
1,693.9 |
1,621.4 |
|
R1 |
1,651.4 |
1,651.4 |
1,615.1 |
1,638.4 |
PP |
1,625.4 |
1,625.4 |
1,625.4 |
1,619.0 |
S1 |
1,582.9 |
1,582.9 |
1,602.5 |
1,569.9 |
S2 |
1,556.9 |
1,556.9 |
1,596.2 |
|
S3 |
1,488.4 |
1,514.4 |
1,590.0 |
|
S4 |
1,419.9 |
1,445.9 |
1,571.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,668.0 |
1,599.5 |
68.5 |
4.3% |
18.6 |
1.2% |
14% |
False |
True |
373 |
10 |
1,683.4 |
1,599.5 |
83.9 |
5.2% |
16.2 |
1.0% |
11% |
False |
True |
381 |
20 |
1,695.9 |
1,599.5 |
96.4 |
6.0% |
16.1 |
1.0% |
10% |
False |
True |
57,620 |
40 |
1,697.8 |
1,599.5 |
98.3 |
6.1% |
18.7 |
1.2% |
9% |
False |
True |
97,252 |
60 |
1,757.1 |
1,599.5 |
157.6 |
9.8% |
18.7 |
1.2% |
6% |
False |
True |
101,745 |
80 |
1,757.1 |
1,599.5 |
157.6 |
9.8% |
18.7 |
1.2% |
6% |
False |
True |
79,561 |
100 |
1,800.0 |
1,599.5 |
200.5 |
12.5% |
18.5 |
1.2% |
5% |
False |
True |
64,444 |
120 |
1,800.0 |
1,599.5 |
200.5 |
12.5% |
18.8 |
1.2% |
5% |
False |
True |
54,066 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,780.1 |
2.618 |
1,724.0 |
1.618 |
1,689.6 |
1.000 |
1,668.3 |
0.618 |
1,655.2 |
HIGH |
1,633.9 |
0.618 |
1,620.8 |
0.500 |
1,616.7 |
0.382 |
1,612.6 |
LOW |
1,599.5 |
0.618 |
1,578.2 |
1.000 |
1,565.1 |
1.618 |
1,543.8 |
2.618 |
1,509.4 |
4.250 |
1,453.3 |
|
|
Fisher Pivots for day following 15-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
1,616.7 |
1,625.9 |
PP |
1,614.1 |
1,620.2 |
S1 |
1,611.4 |
1,614.5 |
|