Trading Metrics calculated at close of trading on 18-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2013 |
18-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
6,310.0 |
6,301.0 |
-9.0 |
-0.1% |
6,224.0 |
High |
6,328.5 |
6,309.0 |
-19.5 |
-0.3% |
6,362.5 |
Low |
6,280.0 |
6,281.0 |
1.0 |
0.0% |
6,210.5 |
Close |
6,308.5 |
6,295.0 |
-13.5 |
-0.2% |
6,308.5 |
Range |
48.5 |
28.0 |
-20.5 |
-42.3% |
152.0 |
ATR |
61.1 |
58.7 |
-2.4 |
-3.9% |
0.0 |
Volume |
53,009 |
95,395 |
42,386 |
80.0% |
484,735 |
|
Daily Pivots for day following 18-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,379.0 |
6,365.0 |
6,310.5 |
|
R3 |
6,351.0 |
6,337.0 |
6,302.5 |
|
R2 |
6,323.0 |
6,323.0 |
6,300.0 |
|
R1 |
6,309.0 |
6,309.0 |
6,297.5 |
6,302.0 |
PP |
6,295.0 |
6,295.0 |
6,295.0 |
6,291.5 |
S1 |
6,281.0 |
6,281.0 |
6,292.5 |
6,274.0 |
S2 |
6,267.0 |
6,267.0 |
6,290.0 |
|
S3 |
6,239.0 |
6,253.0 |
6,287.5 |
|
S4 |
6,211.0 |
6,225.0 |
6,279.5 |
|
|
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 |
6,218.0 |
144.5 |
2.3% |
61.5 |
1.0% |
53% |
False |
False |
95,886 |
10 |
6,362.5 |
6,174.0 |
188.5 |
3.0% |
60.0 |
1.0% |
64% |
False |
False |
99,156 |
20 |
6,362.5 |
6,107.0 |
255.5 |
4.1% |
60.5 |
1.0% |
74% |
False |
False |
102,706 |
40 |
6,362.5 |
5,828.5 |
534.0 |
8.5% |
57.5 |
0.9% |
87% |
False |
False |
91,691 |
60 |
6,362.5 |
5,713.0 |
649.5 |
10.3% |
51.0 |
0.8% |
90% |
False |
False |
75,879 |
80 |
6,362.5 |
5,566.0 |
796.5 |
12.7% |
51.5 |
0.8% |
92% |
False |
False |
56,933 |
100 |
6,362.5 |
5,566.0 |
796.5 |
12.7% |
48.0 |
0.8% |
92% |
False |
False |
45,550 |
120 |
6,362.5 |
5,566.0 |
796.5 |
12.7% |
41.5 |
0.7% |
92% |
False |
False |
37,962 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,428.0 |
2.618 |
6,382.5 |
1.618 |
6,354.5 |
1.000 |
6,337.0 |
0.618 |
6,326.5 |
HIGH |
6,309.0 |
0.618 |
6,298.5 |
0.500 |
6,295.0 |
0.382 |
6,291.5 |
LOW |
6,281.0 |
0.618 |
6,263.5 |
1.000 |
6,253.0 |
1.618 |
6,235.5 |
2.618 |
6,207.5 |
4.250 |
6,162.0 |
|
|
Fisher Pivots for day following 18-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
6,295.0 |
6,310.0 |
PP |
6,295.0 |
6,305.0 |
S1 |
6,295.0 |
6,300.0 |
|