Trading Metrics calculated at close of trading on 13-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2013 |
13-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
13,922 |
13,984 |
62 |
0.4% |
13,941 |
High |
13,992 |
14,006 |
14 |
0.1% |
13,975 |
Low |
13,888 |
13,918 |
30 |
0.2% |
13,802 |
Close |
13,973 |
13,958 |
-15 |
-0.1% |
13,926 |
Range |
104 |
88 |
-16 |
-15.4% |
173 |
ATR |
115 |
113 |
-2 |
-1.7% |
0 |
Volume |
85,827 |
87,775 |
1,948 |
2.3% |
585,171 |
|
Daily Pivots for day following 13-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,225 |
14,179 |
14,007 |
|
R3 |
14,137 |
14,091 |
13,982 |
|
R2 |
14,049 |
14,049 |
13,974 |
|
R1 |
14,003 |
14,003 |
13,966 |
13,982 |
PP |
13,961 |
13,961 |
13,961 |
13,950 |
S1 |
13,915 |
13,915 |
13,950 |
13,894 |
S2 |
13,873 |
13,873 |
13,942 |
|
S3 |
13,785 |
13,827 |
13,934 |
|
S4 |
13,697 |
13,739 |
13,910 |
|
|
Weekly Pivots for week ending 08-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,420 |
14,346 |
14,021 |
|
R3 |
14,247 |
14,173 |
13,974 |
|
R2 |
14,074 |
14,074 |
13,958 |
|
R1 |
14,000 |
14,000 |
13,942 |
13,951 |
PP |
13,901 |
13,901 |
13,901 |
13,876 |
S1 |
13,827 |
13,827 |
13,910 |
13,778 |
S2 |
13,728 |
13,728 |
13,894 |
|
S3 |
13,555 |
13,654 |
13,879 |
|
S4 |
13,382 |
13,481 |
13,831 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
14,006 |
13,802 |
204 |
1.5% |
103 |
0.7% |
76% |
True |
False |
100,040 |
10 |
14,006 |
13,797 |
209 |
1.5% |
111 |
0.8% |
77% |
True |
False |
106,656 |
20 |
14,006 |
13,388 |
618 |
4.4% |
109 |
0.8% |
92% |
True |
False |
103,953 |
40 |
14,006 |
12,742 |
1,264 |
9.1% |
123 |
0.9% |
96% |
True |
False |
104,613 |
60 |
14,006 |
12,380 |
1,626 |
11.6% |
122 |
0.9% |
97% |
True |
False |
72,485 |
80 |
14,006 |
12,380 |
1,626 |
11.6% |
123 |
0.9% |
97% |
True |
False |
54,368 |
100 |
14,006 |
12,380 |
1,626 |
11.6% |
111 |
0.8% |
97% |
True |
False |
43,497 |
120 |
14,006 |
12,380 |
1,626 |
11.6% |
98 |
0.7% |
97% |
True |
False |
36,249 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,380 |
2.618 |
14,237 |
1.618 |
14,149 |
1.000 |
14,094 |
0.618 |
14,061 |
HIGH |
14,006 |
0.618 |
13,973 |
0.500 |
13,962 |
0.382 |
13,952 |
LOW |
13,918 |
0.618 |
13,864 |
1.000 |
13,830 |
1.618 |
13,776 |
2.618 |
13,688 |
4.250 |
13,544 |
|
|
Fisher Pivots for day following 13-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
13,962 |
13,954 |
PP |
13,961 |
13,951 |
S1 |
13,959 |
13,947 |
|