Trading Metrics calculated at close of trading on 18-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2013 |
18-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
4,984.0 |
5,014.0 |
30.0 |
0.6% |
4,931.0 |
High |
5,002.0 |
5,045.0 |
43.0 |
0.9% |
5,005.0 |
Low |
4,979.0 |
5,007.0 |
28.0 |
0.6% |
4,915.0 |
Close |
4,995.0 |
5,042.0 |
47.0 |
0.9% |
4,995.0 |
Range |
23.0 |
38.0 |
15.0 |
65.2% |
90.0 |
ATR |
37.1 |
38.0 |
0.9 |
2.5% |
0.0 |
Volume |
20,498 |
25,768 |
5,270 |
25.7% |
107,800 |
|
Daily Pivots for day following 18-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,145.3 |
5,131.7 |
5,062.9 |
|
R3 |
5,107.3 |
5,093.7 |
5,052.5 |
|
R2 |
5,069.3 |
5,069.3 |
5,049.0 |
|
R1 |
5,055.7 |
5,055.7 |
5,045.5 |
5,062.5 |
PP |
5,031.3 |
5,031.3 |
5,031.3 |
5,034.8 |
S1 |
5,017.7 |
5,017.7 |
5,038.5 |
5,024.5 |
S2 |
4,993.3 |
4,993.3 |
5,035.0 |
|
S3 |
4,955.3 |
4,979.7 |
5,031.6 |
|
S4 |
4,917.3 |
4,941.7 |
5,021.1 |
|
|
Weekly Pivots for week ending 15-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,241.7 |
5,208.3 |
5,044.5 |
|
R3 |
5,151.7 |
5,118.3 |
5,019.8 |
|
R2 |
5,061.7 |
5,061.7 |
5,011.5 |
|
R1 |
5,028.3 |
5,028.3 |
5,003.3 |
5,045.0 |
PP |
4,971.7 |
4,971.7 |
4,971.7 |
4,980.0 |
S1 |
4,938.3 |
4,938.3 |
4,986.8 |
4,955.0 |
S2 |
4,881.7 |
4,881.7 |
4,978.5 |
|
S3 |
4,791.7 |
4,848.3 |
4,970.3 |
|
S4 |
4,701.7 |
4,758.3 |
4,945.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,045.0 |
4,917.0 |
128.0 |
2.5% |
35.2 |
0.7% |
98% |
True |
False |
23,122 |
10 |
5,045.0 |
4,828.0 |
217.0 |
4.3% |
35.6 |
0.7% |
99% |
True |
False |
22,089 |
20 |
5,045.0 |
4,728.0 |
317.0 |
6.3% |
33.5 |
0.7% |
99% |
True |
False |
22,226 |
40 |
5,045.0 |
4,580.0 |
465.0 |
9.2% |
34.0 |
0.7% |
99% |
True |
False |
22,040 |
60 |
5,045.0 |
4,348.0 |
697.0 |
13.8% |
27.0 |
0.5% |
100% |
True |
False |
18,330 |
80 |
5,045.0 |
4,315.0 |
730.0 |
14.5% |
23.1 |
0.5% |
100% |
True |
False |
13,763 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,206.5 |
2.618 |
5,144.5 |
1.618 |
5,106.5 |
1.000 |
5,083.0 |
0.618 |
5,068.5 |
HIGH |
5,045.0 |
0.618 |
5,030.5 |
0.500 |
5,026.0 |
0.382 |
5,021.5 |
LOW |
5,007.0 |
0.618 |
4,983.5 |
1.000 |
4,969.0 |
1.618 |
4,945.5 |
2.618 |
4,907.5 |
4.250 |
4,845.5 |
|
|
Fisher Pivots for day following 18-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
5,036.7 |
5,027.5 |
PP |
5,031.3 |
5,013.0 |
S1 |
5,026.0 |
4,998.5 |
|