| Trading Metrics calculated at close of trading on 20-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2013 |
20-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
13,937 |
14,007 |
70 |
0.5% |
13,938 |
| High |
14,023 |
14,035 |
12 |
0.1% |
14,006 |
| Low |
13,933 |
13,883 |
-50 |
-0.4% |
13,879 |
| Close |
14,007 |
13,889 |
-118 |
-0.8% |
13,948 |
| Range |
90 |
152 |
62 |
68.9% |
127 |
| ATR |
109 |
112 |
3 |
2.8% |
0 |
| Volume |
102,016 |
134,966 |
32,950 |
32.3% |
464,115 |
|
| Daily Pivots for day following 20-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,392 |
14,292 |
13,973 |
|
| R3 |
14,240 |
14,140 |
13,931 |
|
| R2 |
14,088 |
14,088 |
13,917 |
|
| R1 |
13,988 |
13,988 |
13,903 |
13,962 |
| PP |
13,936 |
13,936 |
13,936 |
13,923 |
| S1 |
13,836 |
13,836 |
13,875 |
13,810 |
| S2 |
13,784 |
13,784 |
13,861 |
|
| S3 |
13,632 |
13,684 |
13,847 |
|
| S4 |
13,480 |
13,532 |
13,806 |
|
|
| 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 |
14,035 |
13,879 |
156 |
1.1% |
103 |
0.7% |
6% |
True |
False |
106,118 |
| 10 |
14,035 |
13,802 |
233 |
1.7% |
104 |
0.7% |
37% |
True |
False |
105,833 |
| 20 |
14,035 |
13,673 |
362 |
2.6% |
104 |
0.7% |
60% |
True |
False |
105,270 |
| 40 |
14,035 |
12,742 |
1,293 |
9.3% |
121 |
0.9% |
89% |
True |
False |
102,492 |
| 60 |
14,035 |
12,664 |
1,371 |
9.9% |
122 |
0.9% |
89% |
True |
False |
79,859 |
| 80 |
14,035 |
12,380 |
1,655 |
11.9% |
123 |
0.9% |
91% |
True |
False |
59,903 |
| 100 |
14,035 |
12,380 |
1,655 |
11.9% |
113 |
0.8% |
91% |
True |
False |
47,925 |
| 120 |
14,035 |
12,380 |
1,655 |
11.9% |
100 |
0.7% |
91% |
True |
False |
39,939 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,681 |
|
2.618 |
14,433 |
|
1.618 |
14,281 |
|
1.000 |
14,187 |
|
0.618 |
14,129 |
|
HIGH |
14,035 |
|
0.618 |
13,977 |
|
0.500 |
13,959 |
|
0.382 |
13,941 |
|
LOW |
13,883 |
|
0.618 |
13,789 |
|
1.000 |
13,731 |
|
1.618 |
13,637 |
|
2.618 |
13,485 |
|
4.250 |
13,237 |
|
|
| Fisher Pivots for day following 20-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
13,959 |
13,957 |
| PP |
13,936 |
13,934 |
| S1 |
13,912 |
13,912 |
|