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 |
1,652.5 |
1,642.5 |
-10.0 |
-0.6% |
1,669.1 |
High |
1,655.0 |
1,650.0 |
-5.0 |
-0.3% |
1,687.0 |
Low |
1,640.5 |
1,632.8 |
-7.7 |
-0.5% |
1,661.8 |
Close |
1,645.1 |
1,635.5 |
-9.6 |
-0.6% |
1,666.9 |
Range |
14.5 |
17.2 |
2.7 |
18.6% |
25.2 |
ATR |
17.8 |
17.7 |
0.0 |
-0.2% |
0.0 |
Volume |
130,849 |
174,428 |
43,579 |
33.3% |
642,088 |
|
Daily Pivots for day following 14-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,691.0 |
1,680.5 |
1,645.0 |
|
R3 |
1,673.8 |
1,663.3 |
1,640.2 |
|
R2 |
1,656.6 |
1,656.6 |
1,638.7 |
|
R1 |
1,646.1 |
1,646.1 |
1,637.1 |
1,642.8 |
PP |
1,639.4 |
1,639.4 |
1,639.4 |
1,637.8 |
S1 |
1,628.9 |
1,628.9 |
1,633.9 |
1,625.6 |
S2 |
1,622.2 |
1,622.2 |
1,632.3 |
|
S3 |
1,605.0 |
1,611.7 |
1,630.8 |
|
S4 |
1,587.8 |
1,594.5 |
1,626.0 |
|
|
Weekly Pivots for week ending 08-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,747.5 |
1,732.4 |
1,680.8 |
|
R3 |
1,722.3 |
1,707.2 |
1,673.8 |
|
R2 |
1,697.1 |
1,697.1 |
1,671.5 |
|
R1 |
1,682.0 |
1,682.0 |
1,669.2 |
1,677.0 |
PP |
1,671.9 |
1,671.9 |
1,671.9 |
1,669.4 |
S1 |
1,656.8 |
1,656.8 |
1,664.6 |
1,651.8 |
S2 |
1,646.7 |
1,646.7 |
1,662.3 |
|
S3 |
1,621.5 |
1,631.6 |
1,660.0 |
|
S4 |
1,596.3 |
1,606.4 |
1,653.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,674.3 |
1,632.8 |
41.5 |
2.5% |
16.1 |
1.0% |
7% |
False |
True |
139,753 |
10 |
1,687.0 |
1,632.8 |
54.2 |
3.3% |
17.2 |
1.1% |
5% |
False |
True |
142,316 |
20 |
1,699.9 |
1,632.8 |
67.1 |
4.1% |
17.1 |
1.0% |
4% |
False |
True |
107,865 |
40 |
1,706.1 |
1,627.9 |
78.2 |
4.8% |
19.2 |
1.2% |
10% |
False |
False |
60,205 |
60 |
1,757.9 |
1,627.9 |
130.0 |
7.9% |
18.1 |
1.1% |
6% |
False |
False |
41,041 |
80 |
1,757.9 |
1,627.9 |
130.0 |
7.9% |
17.6 |
1.1% |
6% |
False |
False |
31,239 |
100 |
1,801.8 |
1,627.9 |
173.9 |
10.6% |
17.2 |
1.1% |
4% |
False |
False |
25,185 |
120 |
1,801.8 |
1,627.9 |
173.9 |
10.6% |
17.1 |
1.0% |
4% |
False |
False |
21,116 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,723.1 |
2.618 |
1,695.0 |
1.618 |
1,677.8 |
1.000 |
1,667.2 |
0.618 |
1,660.6 |
HIGH |
1,650.0 |
0.618 |
1,643.4 |
0.500 |
1,641.4 |
0.382 |
1,639.4 |
LOW |
1,632.8 |
0.618 |
1,622.2 |
1.000 |
1,615.6 |
1.618 |
1,605.0 |
2.618 |
1,587.8 |
4.250 |
1,559.7 |
|
|
Fisher Pivots for day following 14-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
1,641.4 |
1,643.9 |
PP |
1,639.4 |
1,641.1 |
S1 |
1,637.5 |
1,638.3 |
|