Trading Metrics calculated at close of trading on 19-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2013 |
19-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
11,235 |
11,370 |
135 |
1.2% |
11,160 |
High |
11,355 |
11,470 |
115 |
1.0% |
11,535 |
Low |
11,080 |
11,330 |
250 |
2.3% |
11,080 |
Close |
11,330 |
11,440 |
110 |
1.0% |
11,330 |
Range |
275 |
140 |
-135 |
-49.1% |
455 |
ATR |
237 |
230 |
-7 |
-2.9% |
0 |
Volume |
15,243 |
15,360 |
117 |
0.8% |
71,540 |
|
Daily Pivots for day following 19-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,833 |
11,777 |
11,517 |
|
R3 |
11,693 |
11,637 |
11,479 |
|
R2 |
11,553 |
11,553 |
11,466 |
|
R1 |
11,497 |
11,497 |
11,453 |
11,525 |
PP |
11,413 |
11,413 |
11,413 |
11,428 |
S1 |
11,357 |
11,357 |
11,427 |
11,385 |
S2 |
11,273 |
11,273 |
11,414 |
|
S3 |
11,133 |
11,217 |
11,402 |
|
S4 |
10,993 |
11,077 |
11,363 |
|
|
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 |
11,505 |
11,080 |
425 |
3.7% |
187 |
1.6% |
85% |
False |
False |
15,007 |
10 |
11,535 |
11,035 |
500 |
4.4% |
234 |
2.0% |
81% |
False |
False |
15,370 |
20 |
11,535 |
10,460 |
1,075 |
9.4% |
252 |
2.2% |
91% |
False |
False |
13,652 |
40 |
11,535 |
9,940 |
1,595 |
13.9% |
231 |
2.0% |
94% |
False |
False |
10,479 |
60 |
11,535 |
9,195 |
2,340 |
20.5% |
192 |
1.7% |
96% |
False |
False |
9,077 |
80 |
11,535 |
8,710 |
2,825 |
24.7% |
149 |
1.3% |
97% |
False |
False |
6,810 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,065 |
2.618 |
11,837 |
1.618 |
11,697 |
1.000 |
11,610 |
0.618 |
11,557 |
HIGH |
11,470 |
0.618 |
11,417 |
0.500 |
11,400 |
0.382 |
11,384 |
LOW |
11,330 |
0.618 |
11,244 |
1.000 |
11,190 |
1.618 |
11,104 |
2.618 |
10,964 |
4.250 |
10,735 |
|
|
Fisher Pivots for day following 19-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
11,427 |
11,385 |
PP |
11,413 |
11,330 |
S1 |
11,400 |
11,275 |
|