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 |
1,510.25 |
1,512.00 |
1.75 |
0.1% |
1,507.50 |
High |
1,514.50 |
1,515.50 |
1.00 |
0.1% |
1,515.50 |
Low |
1,504.00 |
1,505.50 |
1.50 |
0.1% |
1,502.25 |
Close |
1,512.50 |
1,511.00 |
-1.50 |
-0.1% |
1,511.00 |
Range |
10.50 |
10.00 |
-0.50 |
-4.8% |
13.25 |
ATR |
12.45 |
12.28 |
-0.18 |
-1.4% |
0.00 |
Volume |
2,553 |
1,349 |
-1,204 |
-47.2% |
15,802 |
|
Daily Pivots for day following 15-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,540.75 |
1,535.75 |
1,516.50 |
|
R3 |
1,530.75 |
1,525.75 |
1,513.75 |
|
R2 |
1,520.75 |
1,520.75 |
1,512.75 |
|
R1 |
1,515.75 |
1,515.75 |
1,512.00 |
1,513.25 |
PP |
1,510.75 |
1,510.75 |
1,510.75 |
1,509.50 |
S1 |
1,505.75 |
1,505.75 |
1,510.00 |
1,503.25 |
S2 |
1,500.75 |
1,500.75 |
1,509.25 |
|
S3 |
1,490.75 |
1,495.75 |
1,508.25 |
|
S4 |
1,480.75 |
1,485.75 |
1,505.50 |
|
|
Weekly Pivots for week ending 15-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,549.25 |
1,543.50 |
1,518.25 |
|
R3 |
1,536.00 |
1,530.25 |
1,514.75 |
|
R2 |
1,522.75 |
1,522.75 |
1,513.50 |
|
R1 |
1,517.00 |
1,517.00 |
1,512.25 |
1,520.00 |
PP |
1,509.50 |
1,509.50 |
1,509.50 |
1,511.00 |
S1 |
1,503.75 |
1,503.75 |
1,509.75 |
1,506.50 |
S2 |
1,496.25 |
1,496.25 |
1,508.50 |
|
S3 |
1,483.00 |
1,490.50 |
1,507.25 |
|
S4 |
1,469.75 |
1,477.25 |
1,503.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,515.50 |
1,502.25 |
13.25 |
0.9% |
9.25 |
0.6% |
66% |
True |
False |
3,160 |
10 |
1,515.50 |
1,484.25 |
31.25 |
2.1% |
12.00 |
0.8% |
86% |
True |
False |
4,317 |
20 |
1,515.50 |
1,464.00 |
51.50 |
3.4% |
11.75 |
0.8% |
91% |
True |
False |
3,543 |
40 |
1,515.50 |
1,375.75 |
139.75 |
9.2% |
13.50 |
0.9% |
97% |
True |
False |
2,457 |
60 |
1,515.50 |
1,364.00 |
151.50 |
10.0% |
13.00 |
0.9% |
97% |
True |
False |
1,741 |
80 |
1,515.50 |
1,331.25 |
184.25 |
12.2% |
13.25 |
0.9% |
98% |
True |
False |
1,338 |
100 |
1,515.50 |
1,331.25 |
184.25 |
12.2% |
12.75 |
0.8% |
98% |
True |
False |
1,082 |
120 |
1,515.50 |
1,331.25 |
184.25 |
12.2% |
11.00 |
0.7% |
98% |
True |
False |
913 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,558.00 |
2.618 |
1,541.75 |
1.618 |
1,531.75 |
1.000 |
1,525.50 |
0.618 |
1,521.75 |
HIGH |
1,515.50 |
0.618 |
1,511.75 |
0.500 |
1,510.50 |
0.382 |
1,509.25 |
LOW |
1,505.50 |
0.618 |
1,499.25 |
1.000 |
1,495.50 |
1.618 |
1,489.25 |
2.618 |
1,479.25 |
4.250 |
1,463.00 |
|
|
Fisher Pivots for day following 15-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
1,510.75 |
1,510.50 |
PP |
1,510.75 |
1,510.25 |
S1 |
1,510.50 |
1,509.75 |
|