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 |
6,290.0 |
6,325.0 |
35.0 |
0.6% |
6,313.0 |
High |
6,362.5 |
6,343.5 |
-19.0 |
-0.3% |
6,318.5 |
Low |
6,285.0 |
6,277.0 |
-8.0 |
-0.1% |
6,174.0 |
Close |
6,334.0 |
6,308.0 |
-26.0 |
-0.4% |
6,218.5 |
Range |
77.5 |
66.5 |
-11.0 |
-14.2% |
144.5 |
ATR |
61.7 |
62.1 |
0.3 |
0.6% |
0.0 |
Volume |
109,740 |
99,365 |
-10,375 |
-9.5% |
517,619 |
|
Daily Pivots for day following 14-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,509.0 |
6,475.0 |
6,344.5 |
|
R3 |
6,442.5 |
6,408.5 |
6,326.5 |
|
R2 |
6,376.0 |
6,376.0 |
6,320.0 |
|
R1 |
6,342.0 |
6,342.0 |
6,314.0 |
6,326.0 |
PP |
6,309.5 |
6,309.5 |
6,309.5 |
6,301.5 |
S1 |
6,275.5 |
6,275.5 |
6,302.0 |
6,259.0 |
S2 |
6,243.0 |
6,243.0 |
6,296.0 |
|
S3 |
6,176.5 |
6,209.0 |
6,289.5 |
|
S4 |
6,110.0 |
6,142.5 |
6,271.5 |
|
|
Weekly Pivots for week ending 08-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,670.5 |
6,589.0 |
6,298.0 |
|
R3 |
6,526.0 |
6,444.5 |
6,258.0 |
|
R2 |
6,381.5 |
6,381.5 |
6,245.0 |
|
R1 |
6,300.0 |
6,300.0 |
6,231.5 |
6,268.5 |
PP |
6,237.0 |
6,237.0 |
6,237.0 |
6,221.0 |
S1 |
6,155.5 |
6,155.5 |
6,205.5 |
6,124.0 |
S2 |
6,092.5 |
6,092.5 |
6,192.0 |
|
S3 |
5,948.0 |
6,011.0 |
6,179.0 |
|
S4 |
5,803.5 |
5,866.5 |
6,139.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,362.5 |
6,203.5 |
159.0 |
2.5% |
61.5 |
1.0% |
66% |
False |
False |
100,010 |
10 |
6,362.5 |
6,174.0 |
188.5 |
3.0% |
73.0 |
1.2% |
71% |
False |
False |
108,271 |
20 |
6,362.5 |
6,086.5 |
276.0 |
4.4% |
60.5 |
1.0% |
80% |
False |
False |
101,821 |
40 |
6,362.5 |
5,828.5 |
534.0 |
8.5% |
57.0 |
0.9% |
90% |
False |
False |
94,788 |
60 |
6,362.5 |
5,660.0 |
702.5 |
11.1% |
50.5 |
0.8% |
92% |
False |
False |
73,409 |
80 |
6,362.5 |
5,566.0 |
796.5 |
12.6% |
52.0 |
0.8% |
93% |
False |
False |
55,079 |
100 |
6,362.5 |
5,566.0 |
796.5 |
12.6% |
47.5 |
0.8% |
93% |
False |
False |
44,066 |
120 |
6,362.5 |
5,566.0 |
796.5 |
12.6% |
41.0 |
0.6% |
93% |
False |
False |
36,726 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,626.0 |
2.618 |
6,517.5 |
1.618 |
6,451.0 |
1.000 |
6,410.0 |
0.618 |
6,384.5 |
HIGH |
6,343.5 |
0.618 |
6,318.0 |
0.500 |
6,310.0 |
0.382 |
6,302.5 |
LOW |
6,277.0 |
0.618 |
6,236.0 |
1.000 |
6,210.5 |
1.618 |
6,169.5 |
2.618 |
6,103.0 |
4.250 |
5,994.5 |
|
|
Fisher Pivots for day following 14-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
6,310.0 |
6,302.0 |
PP |
6,309.5 |
6,296.0 |
S1 |
6,309.0 |
6,290.0 |
|