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 |
1,647.2 |
1,635.0 |
-12.2 |
-0.7% |
1,671.6 |
High |
1,653.3 |
1,637.2 |
-16.1 |
-1.0% |
1,673.0 |
Low |
1,636.9 |
1,600.2 |
-36.7 |
-2.2% |
1,600.2 |
Close |
1,639.1 |
1,613.0 |
-26.1 |
-1.6% |
1,613.0 |
Range |
16.4 |
37.0 |
20.6 |
125.6% |
72.8 |
ATR |
15.3 |
17.0 |
1.7 |
11.0% |
0.0 |
Volume |
2,290 |
6,012 |
3,722 |
162.5% |
21,840 |
|
Daily Pivots for day following 15-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,727.8 |
1,707.4 |
1,633.4 |
|
R3 |
1,690.8 |
1,670.4 |
1,623.2 |
|
R2 |
1,653.8 |
1,653.8 |
1,619.8 |
|
R1 |
1,633.4 |
1,633.4 |
1,616.4 |
1,625.1 |
PP |
1,616.8 |
1,616.8 |
1,616.8 |
1,612.7 |
S1 |
1,596.4 |
1,596.4 |
1,609.6 |
1,588.1 |
S2 |
1,579.8 |
1,579.8 |
1,606.2 |
|
S3 |
1,542.8 |
1,559.4 |
1,602.8 |
|
S4 |
1,505.8 |
1,522.4 |
1,592.7 |
|
|
Weekly Pivots for week ending 15-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,847.1 |
1,802.9 |
1,653.0 |
|
R3 |
1,774.3 |
1,730.1 |
1,633.0 |
|
R2 |
1,701.5 |
1,701.5 |
1,626.3 |
|
R1 |
1,657.3 |
1,657.3 |
1,619.7 |
1,643.0 |
PP |
1,628.7 |
1,628.7 |
1,628.7 |
1,621.6 |
S1 |
1,584.5 |
1,584.5 |
1,606.3 |
1,570.2 |
S2 |
1,555.9 |
1,555.9 |
1,599.7 |
|
S3 |
1,483.1 |
1,511.7 |
1,593.0 |
|
S4 |
1,410.3 |
1,438.9 |
1,573.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,673.0 |
1,600.2 |
72.8 |
4.5% |
20.3 |
1.3% |
18% |
False |
True |
4,368 |
10 |
1,686.4 |
1,600.2 |
86.2 |
5.3% |
16.3 |
1.0% |
15% |
False |
True |
3,013 |
20 |
1,701.0 |
1,600.2 |
100.8 |
6.2% |
14.8 |
0.9% |
13% |
False |
True |
2,519 |
40 |
1,702.4 |
1,600.2 |
102.2 |
6.3% |
15.9 |
1.0% |
13% |
False |
True |
2,048 |
60 |
1,759.7 |
1,600.2 |
159.5 |
9.9% |
15.1 |
0.9% |
8% |
False |
True |
1,606 |
80 |
1,759.7 |
1,600.2 |
159.5 |
9.9% |
14.2 |
0.9% |
8% |
False |
True |
1,632 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,794.5 |
2.618 |
1,734.1 |
1.618 |
1,697.1 |
1.000 |
1,674.2 |
0.618 |
1,660.1 |
HIGH |
1,637.2 |
0.618 |
1,623.1 |
0.500 |
1,618.7 |
0.382 |
1,614.3 |
LOW |
1,600.2 |
0.618 |
1,577.3 |
1.000 |
1,563.2 |
1.618 |
1,540.3 |
2.618 |
1,503.3 |
4.250 |
1,443.0 |
|
|
Fisher Pivots for day following 15-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
1,618.7 |
1,628.5 |
PP |
1,616.8 |
1,623.3 |
S1 |
1,614.9 |
1,618.2 |
|