| Trading Metrics calculated at close of trading on 19-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2013 |
19-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
13,952 |
13,937 |
-15 |
-0.1% |
13,938 |
| High |
13,977 |
14,023 |
46 |
0.3% |
14,006 |
| Low |
13,879 |
13,933 |
54 |
0.4% |
13,879 |
| Close |
13,948 |
14,007 |
59 |
0.4% |
13,948 |
| Range |
98 |
90 |
-8 |
-8.2% |
127 |
| ATR |
110 |
109 |
-1 |
-1.3% |
0 |
| Volume |
108,785 |
102,016 |
-6,769 |
-6.2% |
464,115 |
|
| Daily Pivots for day following 19-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,258 |
14,222 |
14,057 |
|
| R3 |
14,168 |
14,132 |
14,032 |
|
| R2 |
14,078 |
14,078 |
14,024 |
|
| R1 |
14,042 |
14,042 |
14,015 |
14,060 |
| PP |
13,988 |
13,988 |
13,988 |
13,997 |
| S1 |
13,952 |
13,952 |
13,999 |
13,970 |
| S2 |
13,898 |
13,898 |
13,991 |
|
| S3 |
13,808 |
13,862 |
13,982 |
|
| S4 |
13,718 |
13,772 |
13,958 |
|
|
| 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 |
14,023 |
13,879 |
144 |
1.0% |
93 |
0.7% |
89% |
True |
False |
96,290 |
| 10 |
14,023 |
13,802 |
221 |
1.6% |
101 |
0.7% |
93% |
True |
False |
103,712 |
| 20 |
14,023 |
13,531 |
492 |
3.5% |
106 |
0.8% |
97% |
True |
False |
104,401 |
| 40 |
14,023 |
12,742 |
1,281 |
9.1% |
120 |
0.9% |
99% |
True |
False |
102,258 |
| 60 |
14,023 |
12,623 |
1,400 |
10.0% |
121 |
0.9% |
99% |
True |
False |
77,612 |
| 80 |
14,023 |
12,380 |
1,643 |
11.7% |
122 |
0.9% |
99% |
True |
False |
58,216 |
| 100 |
14,023 |
12,380 |
1,643 |
11.7% |
112 |
0.8% |
99% |
True |
False |
46,575 |
| 120 |
14,023 |
12,380 |
1,643 |
11.7% |
99 |
0.7% |
99% |
True |
False |
38,815 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,406 |
|
2.618 |
14,259 |
|
1.618 |
14,169 |
|
1.000 |
14,113 |
|
0.618 |
14,079 |
|
HIGH |
14,023 |
|
0.618 |
13,989 |
|
0.500 |
13,978 |
|
0.382 |
13,968 |
|
LOW |
13,933 |
|
0.618 |
13,878 |
|
1.000 |
13,843 |
|
1.618 |
13,788 |
|
2.618 |
13,698 |
|
4.250 |
13,551 |
|
|
| Fisher Pivots for day following 19-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
13,997 |
13,988 |
| PP |
13,988 |
13,970 |
| S1 |
13,978 |
13,951 |
|