Trading Metrics calculated at close of trading on 15-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2013 |
15-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
1,642.5 |
1,634.2 |
-8.3 |
-0.5% |
1,667.9 |
High |
1,650.0 |
1,636.0 |
-14.0 |
-0.8% |
1,670.3 |
Low |
1,632.8 |
1,596.7 |
-36.1 |
-2.2% |
1,596.7 |
Close |
1,635.5 |
1,609.5 |
-26.0 |
-1.6% |
1,609.5 |
Range |
17.2 |
39.3 |
22.1 |
128.5% |
73.6 |
ATR |
17.7 |
19.3 |
1.5 |
8.7% |
0.0 |
Volume |
174,428 |
258,379 |
83,951 |
48.1% |
862,406 |
|
Daily Pivots for day following 15-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,732.0 |
1,710.0 |
1,631.1 |
|
R3 |
1,692.7 |
1,670.7 |
1,620.3 |
|
R2 |
1,653.4 |
1,653.4 |
1,616.7 |
|
R1 |
1,631.4 |
1,631.4 |
1,613.1 |
1,622.8 |
PP |
1,614.1 |
1,614.1 |
1,614.1 |
1,609.7 |
S1 |
1,592.1 |
1,592.1 |
1,605.9 |
1,583.5 |
S2 |
1,574.8 |
1,574.8 |
1,602.3 |
|
S3 |
1,535.5 |
1,552.8 |
1,598.7 |
|
S4 |
1,496.2 |
1,513.5 |
1,587.9 |
|
|
Weekly Pivots for week ending 15-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,846.3 |
1,801.5 |
1,650.0 |
|
R3 |
1,772.7 |
1,727.9 |
1,629.7 |
|
R2 |
1,699.1 |
1,699.1 |
1,623.0 |
|
R1 |
1,654.3 |
1,654.3 |
1,616.2 |
1,639.9 |
PP |
1,625.5 |
1,625.5 |
1,625.5 |
1,618.3 |
S1 |
1,580.7 |
1,580.7 |
1,602.8 |
1,566.3 |
S2 |
1,551.9 |
1,551.9 |
1,596.0 |
|
S3 |
1,478.3 |
1,507.1 |
1,589.3 |
|
S4 |
1,404.7 |
1,433.5 |
1,569.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,670.3 |
1,596.7 |
73.6 |
4.6% |
22.3 |
1.4% |
17% |
False |
True |
172,481 |
10 |
1,687.0 |
1,596.7 |
90.3 |
5.6% |
18.9 |
1.2% |
14% |
False |
True |
150,449 |
20 |
1,698.0 |
1,596.7 |
101.3 |
6.3% |
17.5 |
1.1% |
13% |
False |
True |
119,927 |
40 |
1,699.9 |
1,596.7 |
103.2 |
6.4% |
19.1 |
1.2% |
12% |
False |
True |
66,577 |
60 |
1,757.9 |
1,596.7 |
161.2 |
10.0% |
18.5 |
1.1% |
8% |
False |
True |
45,329 |
80 |
1,757.9 |
1,596.7 |
161.2 |
10.0% |
17.9 |
1.1% |
8% |
False |
True |
34,443 |
100 |
1,801.8 |
1,596.7 |
205.1 |
12.7% |
17.5 |
1.1% |
6% |
False |
True |
27,751 |
120 |
1,801.8 |
1,596.7 |
205.1 |
12.7% |
17.4 |
1.1% |
6% |
False |
True |
23,266 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,803.0 |
2.618 |
1,738.9 |
1.618 |
1,699.6 |
1.000 |
1,675.3 |
0.618 |
1,660.3 |
HIGH |
1,636.0 |
0.618 |
1,621.0 |
0.500 |
1,616.4 |
0.382 |
1,611.7 |
LOW |
1,596.7 |
0.618 |
1,572.4 |
1.000 |
1,557.4 |
1.618 |
1,533.1 |
2.618 |
1,493.8 |
4.250 |
1,429.7 |
|
|
Fisher Pivots for day following 15-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
1,616.4 |
1,625.9 |
PP |
1,614.1 |
1,620.4 |
S1 |
1,611.8 |
1,615.0 |
|