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 |
11,325 |
11,235 |
-90 |
-0.8% |
11,160 |
High |
11,380 |
11,355 |
-25 |
-0.2% |
11,535 |
Low |
11,220 |
11,080 |
-140 |
-1.2% |
11,080 |
Close |
11,240 |
11,330 |
90 |
0.8% |
11,330 |
Range |
160 |
275 |
115 |
71.9% |
455 |
ATR |
234 |
237 |
3 |
1.2% |
0 |
Volume |
12,698 |
15,243 |
2,545 |
20.0% |
71,540 |
|
Daily Pivots for day following 15-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,080 |
11,980 |
11,481 |
|
R3 |
11,805 |
11,705 |
11,406 |
|
R2 |
11,530 |
11,530 |
11,381 |
|
R1 |
11,430 |
11,430 |
11,355 |
11,480 |
PP |
11,255 |
11,255 |
11,255 |
11,280 |
S1 |
11,155 |
11,155 |
11,305 |
11,205 |
S2 |
10,980 |
10,980 |
11,280 |
|
S3 |
10,705 |
10,880 |
11,255 |
|
S4 |
10,430 |
10,605 |
11,179 |
|
|
Weekly Pivots for week ending 15-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,680 |
12,460 |
11,580 |
|
R3 |
12,225 |
12,005 |
11,455 |
|
R2 |
11,770 |
11,770 |
11,414 |
|
R1 |
11,550 |
11,550 |
11,372 |
11,660 |
PP |
11,315 |
11,315 |
11,315 |
11,370 |
S1 |
11,095 |
11,095 |
11,288 |
11,205 |
S2 |
10,860 |
10,860 |
11,247 |
|
S3 |
10,405 |
10,640 |
11,205 |
|
S4 |
9,950 |
10,185 |
11,080 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
11,535 |
11,080 |
455 |
4.0% |
236 |
2.1% |
55% |
False |
True |
14,308 |
10 |
11,535 |
11,035 |
500 |
4.4% |
243 |
2.1% |
59% |
False |
False |
15,583 |
20 |
11,535 |
10,460 |
1,075 |
9.5% |
254 |
2.2% |
81% |
False |
False |
13,389 |
40 |
11,535 |
9,940 |
1,595 |
14.1% |
232 |
2.0% |
87% |
False |
False |
10,962 |
60 |
11,535 |
9,120 |
2,415 |
21.3% |
192 |
1.7% |
92% |
False |
False |
8,822 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,524 |
2.618 |
12,075 |
1.618 |
11,800 |
1.000 |
11,630 |
0.618 |
11,525 |
HIGH |
11,355 |
0.618 |
11,250 |
0.500 |
11,218 |
0.382 |
11,185 |
LOW |
11,080 |
0.618 |
10,910 |
1.000 |
10,805 |
1.618 |
10,635 |
2.618 |
10,360 |
4.250 |
9,911 |
|
|
Fisher Pivots for day following 15-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
11,293 |
11,299 |
PP |
11,255 |
11,268 |
S1 |
11,218 |
11,238 |
|