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 |
13,984 |
13,955 |
-29 |
-0.2% |
13,941 |
High |
14,006 |
13,967 |
-39 |
-0.3% |
13,975 |
Low |
13,918 |
13,882 |
-36 |
-0.3% |
13,802 |
Close |
13,958 |
13,950 |
-8 |
-0.1% |
13,926 |
Range |
88 |
85 |
-3 |
-3.4% |
173 |
ATR |
113 |
111 |
-2 |
-1.8% |
0 |
Volume |
87,775 |
97,049 |
9,274 |
10.6% |
585,171 |
|
Daily Pivots for day following 14-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,188 |
14,154 |
13,997 |
|
R3 |
14,103 |
14,069 |
13,974 |
|
R2 |
14,018 |
14,018 |
13,966 |
|
R1 |
13,984 |
13,984 |
13,958 |
13,959 |
PP |
13,933 |
13,933 |
13,933 |
13,920 |
S1 |
13,899 |
13,899 |
13,942 |
13,874 |
S2 |
13,848 |
13,848 |
13,935 |
|
S3 |
13,763 |
13,814 |
13,927 |
|
S4 |
13,678 |
13,729 |
13,903 |
|
|
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 |
13,882 |
124 |
0.9% |
88 |
0.6% |
55% |
False |
True |
91,276 |
10 |
14,006 |
13,802 |
204 |
1.5% |
110 |
0.8% |
73% |
False |
False |
106,125 |
20 |
14,006 |
13,394 |
612 |
4.4% |
109 |
0.8% |
91% |
False |
False |
104,412 |
40 |
14,006 |
12,742 |
1,264 |
9.1% |
122 |
0.9% |
96% |
False |
False |
103,844 |
60 |
14,006 |
12,512 |
1,494 |
10.7% |
122 |
0.9% |
96% |
False |
False |
74,101 |
80 |
14,006 |
12,380 |
1,626 |
11.7% |
122 |
0.9% |
97% |
False |
False |
55,581 |
100 |
14,006 |
12,380 |
1,626 |
11.7% |
112 |
0.8% |
97% |
False |
False |
44,467 |
120 |
14,006 |
12,380 |
1,626 |
11.7% |
98 |
0.7% |
97% |
False |
False |
37,058 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,328 |
2.618 |
14,190 |
1.618 |
14,105 |
1.000 |
14,052 |
0.618 |
14,020 |
HIGH |
13,967 |
0.618 |
13,935 |
0.500 |
13,925 |
0.382 |
13,915 |
LOW |
13,882 |
0.618 |
13,830 |
1.000 |
13,797 |
1.618 |
13,745 |
2.618 |
13,660 |
4.250 |
13,521 |
|
|
Fisher Pivots for day following 14-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
13,942 |
13,948 |
PP |
13,933 |
13,946 |
S1 |
13,925 |
13,944 |
|