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 |
1,643.9 |
1,636.7 |
-7.2 |
-0.4% |
1,670.5 |
High |
1,651.6 |
1,637.3 |
-14.3 |
-0.9% |
1,671.4 |
Low |
1,634.6 |
1,599.7 |
-34.9 |
-2.1% |
1,599.7 |
Close |
1,637.4 |
1,611.3 |
-26.1 |
-1.6% |
1,611.3 |
Range |
17.0 |
37.6 |
20.6 |
121.2% |
71.7 |
ATR |
17.0 |
18.5 |
1.5 |
8.7% |
0.0 |
Volume |
9,882 |
4,089 |
-5,793 |
-58.6% |
41,270 |
|
Daily Pivots for day following 15-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,728.9 |
1,707.7 |
1,632.0 |
|
R3 |
1,691.3 |
1,670.1 |
1,621.6 |
|
R2 |
1,653.7 |
1,653.7 |
1,618.2 |
|
R1 |
1,632.5 |
1,632.5 |
1,614.7 |
1,624.3 |
PP |
1,616.1 |
1,616.1 |
1,616.1 |
1,612.0 |
S1 |
1,594.9 |
1,594.9 |
1,607.9 |
1,586.7 |
S2 |
1,578.5 |
1,578.5 |
1,604.4 |
|
S3 |
1,540.9 |
1,557.3 |
1,601.0 |
|
S4 |
1,503.3 |
1,519.7 |
1,590.6 |
|
|
Weekly Pivots for week ending 15-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,842.6 |
1,798.6 |
1,650.7 |
|
R3 |
1,770.9 |
1,726.9 |
1,631.0 |
|
R2 |
1,699.2 |
1,699.2 |
1,624.4 |
|
R1 |
1,655.2 |
1,655.2 |
1,617.9 |
1,641.4 |
PP |
1,627.5 |
1,627.5 |
1,627.5 |
1,620.5 |
S1 |
1,583.5 |
1,583.5 |
1,604.7 |
1,569.7 |
S2 |
1,555.8 |
1,555.8 |
1,598.2 |
|
S3 |
1,484.1 |
1,511.8 |
1,591.6 |
|
S4 |
1,412.4 |
1,440.1 |
1,571.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,671.4 |
1,599.7 |
71.7 |
4.4% |
21.3 |
1.3% |
16% |
False |
True |
8,254 |
10 |
1,689.1 |
1,599.7 |
89.4 |
5.5% |
18.0 |
1.1% |
13% |
False |
True |
5,841 |
20 |
1,699.9 |
1,599.7 |
100.2 |
6.2% |
16.7 |
1.0% |
12% |
False |
True |
5,938 |
40 |
1,700.0 |
1,599.7 |
100.3 |
6.2% |
18.2 |
1.1% |
12% |
False |
True |
4,608 |
60 |
1,759.5 |
1,599.7 |
159.8 |
9.9% |
17.8 |
1.1% |
7% |
False |
True |
3,768 |
80 |
1,759.5 |
1,599.7 |
159.8 |
9.9% |
17.4 |
1.1% |
7% |
False |
True |
3,199 |
100 |
1,803.0 |
1,599.7 |
203.3 |
12.6% |
17.0 |
1.1% |
6% |
False |
True |
2,812 |
120 |
1,803.0 |
1,599.7 |
203.3 |
12.6% |
17.0 |
1.1% |
6% |
False |
True |
2,470 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,797.1 |
2.618 |
1,735.7 |
1.618 |
1,698.1 |
1.000 |
1,674.9 |
0.618 |
1,660.5 |
HIGH |
1,637.3 |
0.618 |
1,622.9 |
0.500 |
1,618.5 |
0.382 |
1,614.1 |
LOW |
1,599.7 |
0.618 |
1,576.5 |
1.000 |
1,562.1 |
1.618 |
1,538.9 |
2.618 |
1,501.3 |
4.250 |
1,439.9 |
|
|
Fisher Pivots for day following 15-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
1,618.5 |
1,627.8 |
PP |
1,616.1 |
1,622.3 |
S1 |
1,613.7 |
1,616.8 |
|