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 |
1,653.4 |
1,643.9 |
-9.5 |
-0.6% |
1,670.3 |
High |
1,655.8 |
1,651.6 |
-4.2 |
-0.3% |
1,689.1 |
Low |
1,642.5 |
1,634.6 |
-7.9 |
-0.5% |
1,665.1 |
Close |
1,647.0 |
1,637.4 |
-9.6 |
-0.6% |
1,668.9 |
Range |
13.3 |
17.0 |
3.7 |
27.8% |
24.0 |
ATR |
17.0 |
17.0 |
0.0 |
0.0% |
0.0 |
Volume |
4,193 |
9,882 |
5,689 |
135.7% |
17,147 |
|
Daily Pivots for day following 14-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,692.2 |
1,681.8 |
1,646.8 |
|
R3 |
1,675.2 |
1,664.8 |
1,642.1 |
|
R2 |
1,658.2 |
1,658.2 |
1,640.5 |
|
R1 |
1,647.8 |
1,647.8 |
1,639.0 |
1,644.5 |
PP |
1,641.2 |
1,641.2 |
1,641.2 |
1,639.6 |
S1 |
1,630.8 |
1,630.8 |
1,635.8 |
1,627.5 |
S2 |
1,624.2 |
1,624.2 |
1,634.3 |
|
S3 |
1,607.2 |
1,613.8 |
1,632.7 |
|
S4 |
1,590.2 |
1,596.8 |
1,628.1 |
|
|
Weekly Pivots for week ending 08-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,746.4 |
1,731.6 |
1,682.1 |
|
R3 |
1,722.4 |
1,707.6 |
1,675.5 |
|
R2 |
1,698.4 |
1,698.4 |
1,673.3 |
|
R1 |
1,683.6 |
1,683.6 |
1,671.1 |
1,679.0 |
PP |
1,674.4 |
1,674.4 |
1,674.4 |
1,672.1 |
S1 |
1,659.6 |
1,659.6 |
1,666.7 |
1,655.0 |
S2 |
1,650.4 |
1,650.4 |
1,664.5 |
|
S3 |
1,626.4 |
1,635.6 |
1,662.3 |
|
S4 |
1,602.4 |
1,611.6 |
1,655.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,675.8 |
1,634.6 |
41.2 |
2.5% |
15.4 |
0.9% |
7% |
False |
True |
8,010 |
10 |
1,689.1 |
1,634.6 |
54.5 |
3.3% |
16.4 |
1.0% |
5% |
False |
True |
6,127 |
20 |
1,700.0 |
1,634.6 |
65.4 |
4.0% |
16.2 |
1.0% |
4% |
False |
True |
5,845 |
40 |
1,708.2 |
1,631.3 |
76.9 |
4.7% |
18.3 |
1.1% |
8% |
False |
False |
4,531 |
60 |
1,759.5 |
1,631.3 |
128.2 |
7.8% |
17.4 |
1.1% |
5% |
False |
False |
3,709 |
80 |
1,759.5 |
1,631.3 |
128.2 |
7.8% |
17.1 |
1.0% |
5% |
False |
False |
3,178 |
100 |
1,803.0 |
1,631.3 |
171.7 |
10.5% |
16.7 |
1.0% |
4% |
False |
False |
2,783 |
120 |
1,803.0 |
1,631.3 |
171.7 |
10.5% |
16.8 |
1.0% |
4% |
False |
False |
2,440 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,723.9 |
2.618 |
1,696.1 |
1.618 |
1,679.1 |
1.000 |
1,668.6 |
0.618 |
1,662.1 |
HIGH |
1,651.6 |
0.618 |
1,645.1 |
0.500 |
1,643.1 |
0.382 |
1,641.1 |
LOW |
1,634.6 |
0.618 |
1,624.1 |
1.000 |
1,617.6 |
1.618 |
1,607.1 |
2.618 |
1,590.1 |
4.250 |
1,562.4 |
|
|
Fisher Pivots for day following 14-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
1,643.1 |
1,645.2 |
PP |
1,641.2 |
1,642.6 |
S1 |
1,639.3 |
1,640.0 |
|