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 |
1,517.50 |
1,516.25 |
-1.25 |
-0.1% |
1,508.00 |
High |
1,522.00 |
1,520.75 |
-1.25 |
-0.1% |
1,515.00 |
Low |
1,513.00 |
1,510.00 |
-3.00 |
-0.2% |
1,490.25 |
Close |
1,517.25 |
1,518.50 |
1.25 |
0.1% |
1,512.50 |
Range |
9.00 |
10.75 |
1.75 |
19.4% |
24.75 |
ATR |
13.41 |
13.22 |
-0.19 |
-1.4% |
0.00 |
Volume |
1,269,215 |
1,369,303 |
100,088 |
7.9% |
8,649,964 |
|
Daily Pivots for day following 14-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,548.75 |
1,544.25 |
1,524.50 |
|
R3 |
1,538.00 |
1,533.50 |
1,521.50 |
|
R2 |
1,527.25 |
1,527.25 |
1,520.50 |
|
R1 |
1,522.75 |
1,522.75 |
1,519.50 |
1,525.00 |
PP |
1,516.50 |
1,516.50 |
1,516.50 |
1,517.50 |
S1 |
1,512.00 |
1,512.00 |
1,517.50 |
1,514.25 |
S2 |
1,505.75 |
1,505.75 |
1,516.50 |
|
S3 |
1,495.00 |
1,501.25 |
1,515.50 |
|
S4 |
1,484.25 |
1,490.50 |
1,512.50 |
|
|
Weekly Pivots for week ending 08-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,580.25 |
1,571.00 |
1,526.00 |
|
R3 |
1,555.50 |
1,546.25 |
1,519.25 |
|
R2 |
1,530.75 |
1,530.75 |
1,517.00 |
|
R1 |
1,521.50 |
1,521.50 |
1,514.75 |
1,526.00 |
PP |
1,506.00 |
1,506.00 |
1,506.00 |
1,508.25 |
S1 |
1,496.75 |
1,496.75 |
1,510.25 |
1,501.50 |
S2 |
1,481.25 |
1,481.25 |
1,508.00 |
|
S3 |
1,456.50 |
1,472.00 |
1,505.75 |
|
S4 |
1,431.75 |
1,447.25 |
1,499.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,522.00 |
1,503.75 |
18.25 |
1.2% |
9.75 |
0.6% |
81% |
False |
False |
1,311,004 |
10 |
1,522.00 |
1,490.25 |
31.75 |
2.1% |
12.75 |
0.8% |
89% |
False |
False |
1,555,667 |
20 |
1,522.00 |
1,460.50 |
61.50 |
4.1% |
12.75 |
0.8% |
94% |
False |
False |
1,551,037 |
40 |
1,522.00 |
1,382.25 |
139.75 |
9.2% |
15.00 |
1.0% |
97% |
False |
False |
1,485,766 |
60 |
1,522.00 |
1,353.75 |
168.25 |
11.1% |
15.00 |
1.0% |
98% |
False |
False |
1,080,668 |
80 |
1,522.00 |
1,333.75 |
188.25 |
12.4% |
16.25 |
1.1% |
98% |
False |
False |
811,069 |
100 |
1,522.00 |
1,333.75 |
188.25 |
12.4% |
16.25 |
1.1% |
98% |
False |
False |
649,233 |
120 |
1,522.00 |
1,333.75 |
188.25 |
12.4% |
15.25 |
1.0% |
98% |
False |
False |
541,100 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,566.50 |
2.618 |
1,549.00 |
1.618 |
1,538.25 |
1.000 |
1,531.50 |
0.618 |
1,527.50 |
HIGH |
1,520.75 |
0.618 |
1,516.75 |
0.500 |
1,515.50 |
0.382 |
1,514.00 |
LOW |
1,510.00 |
0.618 |
1,503.25 |
1.000 |
1,499.25 |
1.618 |
1,492.50 |
2.618 |
1,481.75 |
4.250 |
1,464.25 |
|
|
Fisher Pivots for day following 14-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
1,517.50 |
1,517.50 |
PP |
1,516.50 |
1,516.25 |
S1 |
1,515.50 |
1,515.25 |
|