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 |
11,380 |
11,325 |
-55 |
-0.5% |
11,330 |
High |
11,395 |
11,380 |
-15 |
-0.1% |
11,520 |
Low |
11,220 |
11,220 |
0 |
0.0% |
11,035 |
Close |
11,340 |
11,240 |
-100 |
-0.9% |
11,160 |
Range |
175 |
160 |
-15 |
-8.6% |
485 |
ATR |
240 |
234 |
-6 |
-2.4% |
0 |
Volume |
9,966 |
12,698 |
2,732 |
27.4% |
84,299 |
|
Daily Pivots for day following 14-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,760 |
11,660 |
11,328 |
|
R3 |
11,600 |
11,500 |
11,284 |
|
R2 |
11,440 |
11,440 |
11,269 |
|
R1 |
11,340 |
11,340 |
11,255 |
11,310 |
PP |
11,280 |
11,280 |
11,280 |
11,265 |
S1 |
11,180 |
11,180 |
11,225 |
11,150 |
S2 |
11,120 |
11,120 |
11,211 |
|
S3 |
10,960 |
11,020 |
11,196 |
|
S4 |
10,800 |
10,860 |
11,152 |
|
|
Weekly Pivots for week ending 08-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,693 |
12,412 |
11,427 |
|
R3 |
12,208 |
11,927 |
11,294 |
|
R2 |
11,723 |
11,723 |
11,249 |
|
R1 |
11,442 |
11,442 |
11,205 |
11,340 |
PP |
11,238 |
11,238 |
11,238 |
11,188 |
S1 |
10,957 |
10,957 |
11,116 |
10,855 |
S2 |
10,753 |
10,753 |
11,071 |
|
S3 |
10,268 |
10,472 |
11,027 |
|
S4 |
9,783 |
9,987 |
10,893 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
11,535 |
11,060 |
475 |
4.2% |
239 |
2.1% |
38% |
False |
False |
14,709 |
10 |
11,535 |
11,035 |
500 |
4.4% |
236 |
2.1% |
41% |
False |
False |
15,494 |
20 |
11,535 |
10,450 |
1,085 |
9.7% |
264 |
2.3% |
73% |
False |
False |
13,317 |
40 |
11,535 |
9,880 |
1,655 |
14.7% |
230 |
2.0% |
82% |
False |
False |
10,753 |
60 |
11,535 |
9,120 |
2,415 |
21.5% |
189 |
1.7% |
88% |
False |
False |
8,568 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,060 |
2.618 |
11,799 |
1.618 |
11,639 |
1.000 |
11,540 |
0.618 |
11,479 |
HIGH |
11,380 |
0.618 |
11,319 |
0.500 |
11,300 |
0.382 |
11,281 |
LOW |
11,220 |
0.618 |
11,121 |
1.000 |
11,060 |
1.618 |
10,961 |
2.618 |
10,801 |
4.250 |
10,540 |
|
|
Fisher Pivots for day following 14-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
11,300 |
11,363 |
PP |
11,280 |
11,322 |
S1 |
11,260 |
11,281 |
|