| 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 |
13,955 |
13,952 |
-3 |
0.0% |
13,938 |
| High |
13,967 |
13,977 |
10 |
0.1% |
14,006 |
| Low |
13,882 |
13,879 |
-3 |
0.0% |
13,879 |
| Close |
13,950 |
13,948 |
-2 |
0.0% |
13,948 |
| Range |
85 |
98 |
13 |
15.3% |
127 |
| ATR |
111 |
110 |
-1 |
-0.8% |
0 |
| Volume |
97,049 |
108,785 |
11,736 |
12.1% |
464,115 |
|
| Daily Pivots for day following 15-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,229 |
14,186 |
14,002 |
|
| R3 |
14,131 |
14,088 |
13,975 |
|
| R2 |
14,033 |
14,033 |
13,966 |
|
| R1 |
13,990 |
13,990 |
13,957 |
13,963 |
| PP |
13,935 |
13,935 |
13,935 |
13,921 |
| S1 |
13,892 |
13,892 |
13,939 |
13,865 |
| S2 |
13,837 |
13,837 |
13,930 |
|
| S3 |
13,739 |
13,794 |
13,921 |
|
| S4 |
13,641 |
13,696 |
13,894 |
|
|
| Weekly Pivots for week ending 15-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,325 |
14,264 |
14,018 |
|
| R3 |
14,198 |
14,137 |
13,983 |
|
| R2 |
14,071 |
14,071 |
13,971 |
|
| R1 |
14,010 |
14,010 |
13,960 |
14,041 |
| PP |
13,944 |
13,944 |
13,944 |
13,960 |
| S1 |
13,883 |
13,883 |
13,936 |
13,914 |
| S2 |
13,817 |
13,817 |
13,925 |
|
| S3 |
13,690 |
13,756 |
13,913 |
|
| S4 |
13,563 |
13,629 |
13,878 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
14,006 |
13,879 |
127 |
0.9% |
90 |
0.6% |
54% |
False |
True |
92,823 |
| 10 |
14,006 |
13,802 |
204 |
1.5% |
107 |
0.8% |
72% |
False |
False |
104,928 |
| 20 |
14,006 |
13,514 |
492 |
3.5% |
105 |
0.7% |
88% |
False |
False |
103,788 |
| 40 |
14,006 |
12,742 |
1,264 |
9.1% |
121 |
0.9% |
95% |
False |
False |
102,964 |
| 60 |
14,006 |
12,617 |
1,389 |
10.0% |
121 |
0.9% |
96% |
False |
False |
75,913 |
| 80 |
14,006 |
12,380 |
1,626 |
11.7% |
123 |
0.9% |
96% |
False |
False |
56,941 |
| 100 |
14,006 |
12,380 |
1,626 |
11.7% |
112 |
0.8% |
96% |
False |
False |
45,555 |
| 120 |
14,006 |
12,380 |
1,626 |
11.7% |
98 |
0.7% |
96% |
False |
False |
37,965 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,394 |
|
2.618 |
14,234 |
|
1.618 |
14,136 |
|
1.000 |
14,075 |
|
0.618 |
14,038 |
|
HIGH |
13,977 |
|
0.618 |
13,940 |
|
0.500 |
13,928 |
|
0.382 |
13,917 |
|
LOW |
13,879 |
|
0.618 |
13,819 |
|
1.000 |
13,781 |
|
1.618 |
13,721 |
|
2.618 |
13,623 |
|
4.250 |
13,463 |
|
|
| Fisher Pivots for day following 15-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
13,941 |
13,946 |
| PP |
13,935 |
13,944 |
| S1 |
13,928 |
13,943 |
|