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 |
7,696.5 |
7,631.0 |
-65.5 |
-0.9% |
7,654.0 |
High |
7,728.5 |
7,651.0 |
-77.5 |
-1.0% |
7,739.0 |
Low |
7,606.0 |
7,570.0 |
-36.0 |
-0.5% |
7,570.0 |
Close |
7,633.5 |
7,591.5 |
-42.0 |
-0.6% |
7,591.5 |
Range |
122.5 |
81.0 |
-41.5 |
-33.9% |
169.0 |
ATR |
91.6 |
90.9 |
-0.8 |
-0.8% |
0.0 |
Volume |
111,423 |
56,225 |
-55,198 |
-49.5% |
495,043 |
|
Daily Pivots for day following 15-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,847.2 |
7,800.3 |
7,636.1 |
|
R3 |
7,766.2 |
7,719.3 |
7,613.8 |
|
R2 |
7,685.2 |
7,685.2 |
7,606.4 |
|
R1 |
7,638.3 |
7,638.3 |
7,598.9 |
7,621.3 |
PP |
7,604.2 |
7,604.2 |
7,604.2 |
7,595.6 |
S1 |
7,557.3 |
7,557.3 |
7,584.1 |
7,540.3 |
S2 |
7,523.2 |
7,523.2 |
7,576.7 |
|
S3 |
7,442.2 |
7,476.3 |
7,569.2 |
|
S4 |
7,361.2 |
7,395.3 |
7,547.0 |
|
|
Weekly Pivots for week ending 15-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,140.5 |
8,035.0 |
7,684.5 |
|
R3 |
7,971.5 |
7,866.0 |
7,638.0 |
|
R2 |
7,802.5 |
7,802.5 |
7,622.5 |
|
R1 |
7,697.0 |
7,697.0 |
7,607.0 |
7,665.3 |
PP |
7,633.5 |
7,633.5 |
7,633.5 |
7,617.6 |
S1 |
7,528.0 |
7,528.0 |
7,576.0 |
7,496.3 |
S2 |
7,464.5 |
7,464.5 |
7,560.5 |
|
S3 |
7,295.5 |
7,359.0 |
7,545.0 |
|
S4 |
7,126.5 |
7,190.0 |
7,498.6 |
|
|
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 |
7,570.0 |
169.0 |
2.2% |
90.5 |
1.2% |
13% |
False |
True |
99,008 |
10 |
7,838.5 |
7,536.5 |
302.0 |
4.0% |
108.7 |
1.4% |
18% |
False |
False |
107,980 |
20 |
7,888.0 |
7,536.5 |
351.5 |
4.6% |
93.4 |
1.2% |
16% |
False |
False |
104,960 |
40 |
7,888.0 |
7,536.5 |
351.5 |
4.6% |
78.6 |
1.0% |
16% |
False |
False |
98,173 |
60 |
7,888.0 |
6,953.0 |
935.0 |
12.3% |
76.7 |
1.0% |
68% |
False |
False |
66,900 |
80 |
7,888.0 |
6,953.0 |
935.0 |
12.3% |
82.1 |
1.1% |
68% |
False |
False |
50,517 |
100 |
7,888.0 |
6,953.0 |
935.0 |
12.3% |
81.0 |
1.1% |
68% |
False |
False |
40,513 |
120 |
7,888.0 |
6,895.0 |
993.0 |
13.1% |
81.8 |
1.1% |
70% |
False |
False |
34,092 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,995.3 |
2.618 |
7,863.1 |
1.618 |
7,782.1 |
1.000 |
7,732.0 |
0.618 |
7,701.1 |
HIGH |
7,651.0 |
0.618 |
7,620.1 |
0.500 |
7,610.5 |
0.382 |
7,600.9 |
LOW |
7,570.0 |
0.618 |
7,519.9 |
1.000 |
7,489.0 |
1.618 |
7,438.9 |
2.618 |
7,357.9 |
4.250 |
7,225.8 |
|
|
Fisher Pivots for day following 15-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
7,610.5 |
7,654.5 |
PP |
7,604.2 |
7,633.5 |
S1 |
7,597.8 |
7,612.5 |
|