Trading Metrics calculated at close of trading on 21-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2013 |
21-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
11,440 |
11,425 |
-15 |
-0.1% |
11,160 |
High |
11,570 |
11,445 |
-125 |
-1.1% |
11,535 |
Low |
11,420 |
11,205 |
-215 |
-1.9% |
11,080 |
Close |
11,430 |
11,290 |
-140 |
-1.2% |
11,330 |
Range |
150 |
240 |
90 |
60.0% |
455 |
ATR |
224 |
226 |
1 |
0.5% |
0 |
Volume |
12,699 |
13,116 |
417 |
3.3% |
71,540 |
|
Daily Pivots for day following 21-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,033 |
11,902 |
11,422 |
|
R3 |
11,793 |
11,662 |
11,356 |
|
R2 |
11,553 |
11,553 |
11,334 |
|
R1 |
11,422 |
11,422 |
11,312 |
11,368 |
PP |
11,313 |
11,313 |
11,313 |
11,286 |
S1 |
11,182 |
11,182 |
11,268 |
11,128 |
S2 |
11,073 |
11,073 |
11,246 |
|
S3 |
10,833 |
10,942 |
11,224 |
|
S4 |
10,593 |
10,702 |
11,158 |
|
|
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% |
193 |
1.7% |
43% |
False |
False |
13,823 |
10 |
11,570 |
11,060 |
510 |
4.5% |
223 |
2.0% |
45% |
False |
False |
14,134 |
20 |
11,570 |
10,465 |
1,105 |
9.8% |
238 |
2.1% |
75% |
False |
False |
13,527 |
40 |
11,570 |
10,085 |
1,485 |
13.2% |
230 |
2.0% |
81% |
False |
False |
10,695 |
60 |
11,570 |
9,250 |
2,320 |
20.5% |
195 |
1.7% |
88% |
False |
False |
9,506 |
80 |
11,570 |
8,710 |
2,860 |
25.3% |
153 |
1.4% |
90% |
False |
False |
7,132 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,465 |
2.618 |
12,073 |
1.618 |
11,833 |
1.000 |
11,685 |
0.618 |
11,593 |
HIGH |
11,445 |
0.618 |
11,353 |
0.500 |
11,325 |
0.382 |
11,297 |
LOW |
11,205 |
0.618 |
11,057 |
1.000 |
10,965 |
1.618 |
10,817 |
2.618 |
10,577 |
4.250 |
10,185 |
|
|
Fisher Pivots for day following 21-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
11,325 |
11,388 |
PP |
11,313 |
11,355 |
S1 |
11,302 |
11,323 |
|