Trading Metrics calculated at close of trading on 20-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2013 |
20-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
11,370 |
11,440 |
70 |
0.6% |
11,160 |
High |
11,470 |
11,570 |
100 |
0.9% |
11,535 |
Low |
11,330 |
11,420 |
90 |
0.8% |
11,080 |
Close |
11,440 |
11,430 |
-10 |
-0.1% |
11,330 |
Range |
140 |
150 |
10 |
7.1% |
455 |
ATR |
230 |
224 |
-6 |
-2.5% |
0 |
Volume |
15,360 |
12,699 |
-2,661 |
-17.3% |
71,540 |
|
Daily Pivots for day following 20-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,923 |
11,827 |
11,513 |
|
R3 |
11,773 |
11,677 |
11,471 |
|
R2 |
11,623 |
11,623 |
11,458 |
|
R1 |
11,527 |
11,527 |
11,444 |
11,500 |
PP |
11,473 |
11,473 |
11,473 |
11,460 |
S1 |
11,377 |
11,377 |
11,416 |
11,350 |
S2 |
11,323 |
11,323 |
11,403 |
|
S3 |
11,173 |
11,227 |
11,389 |
|
S4 |
11,023 |
11,077 |
11,348 |
|
|
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 |
11,570 |
11,080 |
490 |
4.3% |
180 |
1.6% |
71% |
True |
False |
13,193 |
10 |
11,570 |
11,060 |
510 |
4.5% |
223 |
1.9% |
73% |
True |
False |
14,970 |
20 |
11,570 |
10,460 |
1,110 |
9.7% |
238 |
2.1% |
87% |
True |
False |
13,276 |
40 |
11,570 |
9,940 |
1,630 |
14.3% |
231 |
2.0% |
91% |
True |
False |
10,509 |
60 |
11,570 |
9,250 |
2,320 |
20.3% |
192 |
1.7% |
94% |
True |
False |
9,289 |
80 |
11,570 |
8,710 |
2,860 |
25.0% |
150 |
1.3% |
95% |
True |
False |
6,969 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,208 |
2.618 |
11,963 |
1.618 |
11,813 |
1.000 |
11,720 |
0.618 |
11,663 |
HIGH |
11,570 |
0.618 |
11,513 |
0.500 |
11,495 |
0.382 |
11,477 |
LOW |
11,420 |
0.618 |
11,327 |
1.000 |
11,270 |
1.618 |
11,177 |
2.618 |
11,027 |
4.250 |
10,783 |
|
|
Fisher Pivots for day following 20-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
11,495 |
11,395 |
PP |
11,473 |
11,360 |
S1 |
11,452 |
11,325 |
|