Trading Metrics calculated at close of trading on 19-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2013 |
19-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
13,872 |
13,876 |
4 |
0.0% |
13,855 |
High |
13,899 |
13,950 |
51 |
0.4% |
13,923 |
Low |
13,817 |
13,874 |
57 |
0.4% |
13,817 |
Close |
13,875 |
13,935 |
60 |
0.4% |
13,875 |
Range |
82 |
76 |
-6 |
-7.3% |
106 |
ATR |
82 |
81 |
0 |
-0.5% |
0 |
Volume |
66 |
126 |
60 |
90.9% |
962 |
|
Daily Pivots for day following 19-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,148 |
14,117 |
13,977 |
|
R3 |
14,072 |
14,041 |
13,956 |
|
R2 |
13,996 |
13,996 |
13,949 |
|
R1 |
13,965 |
13,965 |
13,942 |
13,981 |
PP |
13,920 |
13,920 |
13,920 |
13,927 |
S1 |
13,889 |
13,889 |
13,928 |
13,905 |
S2 |
13,844 |
13,844 |
13,921 |
|
S3 |
13,768 |
13,813 |
13,914 |
|
S4 |
13,692 |
13,737 |
13,893 |
|
|
Weekly Pivots for week ending 15-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,190 |
14,138 |
13,933 |
|
R3 |
14,084 |
14,032 |
13,904 |
|
R2 |
13,978 |
13,978 |
13,895 |
|
R1 |
13,926 |
13,926 |
13,885 |
13,952 |
PP |
13,872 |
13,872 |
13,872 |
13,885 |
S1 |
13,820 |
13,820 |
13,865 |
13,846 |
S2 |
13,766 |
13,766 |
13,856 |
|
S3 |
13,660 |
13,714 |
13,846 |
|
S4 |
13,554 |
13,608 |
13,817 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,950 |
13,817 |
133 |
1.0% |
75 |
0.5% |
89% |
True |
False |
163 |
10 |
13,950 |
13,758 |
192 |
1.4% |
77 |
0.6% |
92% |
True |
False |
166 |
20 |
13,950 |
13,507 |
443 |
3.2% |
74 |
0.5% |
97% |
True |
False |
142 |
40 |
13,950 |
12,700 |
1,250 |
9.0% |
69 |
0.5% |
99% |
True |
False |
75 |
60 |
13,950 |
12,584 |
1,366 |
9.8% |
55 |
0.4% |
99% |
True |
False |
52 |
80 |
13,950 |
12,342 |
1,608 |
11.5% |
54 |
0.4% |
99% |
True |
False |
42 |
100 |
13,950 |
12,342 |
1,608 |
11.5% |
50 |
0.4% |
99% |
True |
False |
34 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,273 |
2.618 |
14,149 |
1.618 |
14,073 |
1.000 |
14,026 |
0.618 |
13,997 |
HIGH |
13,950 |
0.618 |
13,921 |
0.500 |
13,912 |
0.382 |
13,903 |
LOW |
13,874 |
0.618 |
13,827 |
1.000 |
13,798 |
1.618 |
13,751 |
2.618 |
13,675 |
4.250 |
13,551 |
|
|
Fisher Pivots for day following 19-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
13,927 |
13,918 |
PP |
13,920 |
13,901 |
S1 |
13,912 |
13,884 |
|