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 |
7,662.0 |
7,696.5 |
34.5 |
0.5% |
7,830.5 |
High |
7,739.0 |
7,728.5 |
-10.5 |
-0.1% |
7,838.5 |
Low |
7,648.5 |
7,606.0 |
-42.5 |
-0.6% |
7,536.5 |
Close |
7,709.0 |
7,633.5 |
-75.5 |
-1.0% |
7,643.0 |
Range |
90.5 |
122.5 |
32.0 |
35.4% |
302.0 |
ATR |
89.3 |
91.6 |
2.4 |
2.7% |
0.0 |
Volume |
131,055 |
111,423 |
-19,632 |
-15.0% |
584,764 |
|
Daily Pivots for day following 14-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,023.5 |
7,951.0 |
7,700.9 |
|
R3 |
7,901.0 |
7,828.5 |
7,667.2 |
|
R2 |
7,778.5 |
7,778.5 |
7,656.0 |
|
R1 |
7,706.0 |
7,706.0 |
7,644.7 |
7,681.0 |
PP |
7,656.0 |
7,656.0 |
7,656.0 |
7,643.5 |
S1 |
7,583.5 |
7,583.5 |
7,622.3 |
7,558.5 |
S2 |
7,533.5 |
7,533.5 |
7,611.0 |
|
S3 |
7,411.0 |
7,461.0 |
7,599.8 |
|
S4 |
7,288.5 |
7,338.5 |
7,566.1 |
|
|
Weekly Pivots for week ending 08-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,578.7 |
8,412.8 |
7,809.1 |
|
R3 |
8,276.7 |
8,110.8 |
7,726.1 |
|
R2 |
7,974.7 |
7,974.7 |
7,698.4 |
|
R1 |
7,808.8 |
7,808.8 |
7,670.7 |
7,740.8 |
PP |
7,672.7 |
7,672.7 |
7,672.7 |
7,638.6 |
S1 |
7,506.8 |
7,506.8 |
7,615.3 |
7,438.8 |
S2 |
7,370.7 |
7,370.7 |
7,587.6 |
|
S3 |
7,068.7 |
7,204.8 |
7,560.0 |
|
S4 |
6,766.7 |
6,902.8 |
7,476.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,739.0 |
7,576.0 |
163.0 |
2.1% |
90.1 |
1.2% |
35% |
False |
False |
104,824 |
10 |
7,856.0 |
7,536.5 |
319.5 |
4.2% |
107.7 |
1.4% |
30% |
False |
False |
118,171 |
20 |
7,888.0 |
7,536.5 |
351.5 |
4.6% |
94.6 |
1.2% |
28% |
False |
False |
107,512 |
40 |
7,888.0 |
7,536.5 |
351.5 |
4.6% |
78.1 |
1.0% |
28% |
False |
False |
97,453 |
60 |
7,888.0 |
6,953.0 |
935.0 |
12.2% |
76.3 |
1.0% |
73% |
False |
False |
65,978 |
80 |
7,888.0 |
6,953.0 |
935.0 |
12.2% |
81.8 |
1.1% |
73% |
False |
False |
49,816 |
100 |
7,888.0 |
6,953.0 |
935.0 |
12.2% |
81.1 |
1.1% |
73% |
False |
False |
40,089 |
120 |
7,888.0 |
6,895.0 |
993.0 |
13.0% |
82.2 |
1.1% |
74% |
False |
False |
33,623 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,249.1 |
2.618 |
8,049.2 |
1.618 |
7,926.7 |
1.000 |
7,851.0 |
0.618 |
7,804.2 |
HIGH |
7,728.5 |
0.618 |
7,681.7 |
0.500 |
7,667.3 |
0.382 |
7,652.8 |
LOW |
7,606.0 |
0.618 |
7,530.3 |
1.000 |
7,483.5 |
1.618 |
7,407.8 |
2.618 |
7,285.3 |
4.250 |
7,085.4 |
|
|
Fisher Pivots for day following 14-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
7,667.3 |
7,665.5 |
PP |
7,656.0 |
7,654.8 |
S1 |
7,644.8 |
7,644.2 |
|