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 |
6,325.0 |
6,310.0 |
-15.0 |
-0.2% |
6,224.0 |
High |
6,343.5 |
6,328.5 |
-15.0 |
-0.2% |
6,362.5 |
Low |
6,277.0 |
6,280.0 |
3.0 |
0.0% |
6,210.5 |
Close |
6,308.0 |
6,308.5 |
0.5 |
0.0% |
6,308.5 |
Range |
66.5 |
48.5 |
-18.0 |
-27.1% |
152.0 |
ATR |
62.1 |
61.1 |
-1.0 |
-1.6% |
0.0 |
Volume |
99,365 |
53,009 |
-46,356 |
-46.7% |
484,735 |
|
Daily Pivots for day following 15-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,451.0 |
6,428.5 |
6,335.0 |
|
R3 |
6,402.5 |
6,380.0 |
6,322.0 |
|
R2 |
6,354.0 |
6,354.0 |
6,317.5 |
|
R1 |
6,331.5 |
6,331.5 |
6,313.0 |
6,318.5 |
PP |
6,305.5 |
6,305.5 |
6,305.5 |
6,299.0 |
S1 |
6,283.0 |
6,283.0 |
6,304.0 |
6,270.0 |
S2 |
6,257.0 |
6,257.0 |
6,299.5 |
|
S3 |
6,208.5 |
6,234.5 |
6,295.0 |
|
S4 |
6,160.0 |
6,186.0 |
6,282.0 |
|
|
Weekly Pivots for week ending 15-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,750.0 |
6,681.0 |
6,392.0 |
|
R3 |
6,598.0 |
6,529.0 |
6,350.5 |
|
R2 |
6,446.0 |
6,446.0 |
6,336.5 |
|
R1 |
6,377.0 |
6,377.0 |
6,322.5 |
6,411.5 |
PP |
6,294.0 |
6,294.0 |
6,294.0 |
6,311.0 |
S1 |
6,225.0 |
6,225.0 |
6,294.5 |
6,259.5 |
S2 |
6,142.0 |
6,142.0 |
6,280.5 |
|
S3 |
5,990.0 |
6,073.0 |
6,266.5 |
|
S4 |
5,838.0 |
5,921.0 |
6,225.0 |
|
|
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 |
6,210.5 |
152.0 |
2.4% |
64.5 |
1.0% |
64% |
False |
False |
96,947 |
10 |
6,362.5 |
6,174.0 |
188.5 |
3.0% |
69.5 |
1.1% |
71% |
False |
False |
100,235 |
20 |
6,362.5 |
6,107.0 |
255.5 |
4.1% |
61.0 |
1.0% |
79% |
False |
False |
102,106 |
40 |
6,362.5 |
5,828.5 |
534.0 |
8.5% |
57.5 |
0.9% |
90% |
False |
False |
91,249 |
60 |
6,362.5 |
5,696.0 |
666.5 |
10.6% |
50.5 |
0.8% |
92% |
False |
False |
74,290 |
80 |
6,362.5 |
5,566.0 |
796.5 |
12.6% |
51.0 |
0.8% |
93% |
False |
False |
55,741 |
100 |
6,362.5 |
5,566.0 |
796.5 |
12.6% |
47.5 |
0.8% |
93% |
False |
False |
44,596 |
120 |
6,362.5 |
5,566.0 |
796.5 |
12.6% |
41.5 |
0.7% |
93% |
False |
False |
37,168 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,534.5 |
2.618 |
6,455.5 |
1.618 |
6,407.0 |
1.000 |
6,377.0 |
0.618 |
6,358.5 |
HIGH |
6,328.5 |
0.618 |
6,310.0 |
0.500 |
6,304.0 |
0.382 |
6,298.5 |
LOW |
6,280.0 |
0.618 |
6,250.0 |
1.000 |
6,231.5 |
1.618 |
6,201.5 |
2.618 |
6,153.0 |
4.250 |
6,074.0 |
|
|
Fisher Pivots for day following 15-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
6,307.0 |
6,320.0 |
PP |
6,305.5 |
6,316.0 |
S1 |
6,304.0 |
6,312.0 |
|