| Trading Metrics calculated at close of trading on 21-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2013 |
21-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
14,007 |
13,895 |
-112 |
-0.8% |
13,938 |
| High |
14,035 |
13,910 |
-125 |
-0.9% |
14,006 |
| Low |
13,883 |
13,811 |
-72 |
-0.5% |
13,879 |
| Close |
13,889 |
13,872 |
-17 |
-0.1% |
13,948 |
| Range |
152 |
99 |
-53 |
-34.9% |
127 |
| ATR |
112 |
111 |
-1 |
-0.8% |
0 |
| Volume |
134,966 |
182,609 |
47,643 |
35.3% |
464,115 |
|
| Daily Pivots for day following 21-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,161 |
14,116 |
13,927 |
|
| R3 |
14,062 |
14,017 |
13,899 |
|
| R2 |
13,963 |
13,963 |
13,890 |
|
| R1 |
13,918 |
13,918 |
13,881 |
13,891 |
| PP |
13,864 |
13,864 |
13,864 |
13,851 |
| S1 |
13,819 |
13,819 |
13,863 |
13,792 |
| S2 |
13,765 |
13,765 |
13,854 |
|
| S3 |
13,666 |
13,720 |
13,845 |
|
| S4 |
13,567 |
13,621 |
13,818 |
|
|
| 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 |
13,811 |
224 |
1.6% |
105 |
0.8% |
27% |
False |
True |
125,085 |
| 10 |
14,035 |
13,802 |
233 |
1.7% |
104 |
0.7% |
30% |
False |
False |
112,562 |
| 20 |
14,035 |
13,701 |
334 |
2.4% |
106 |
0.8% |
51% |
False |
False |
110,107 |
| 40 |
14,035 |
12,742 |
1,293 |
9.3% |
116 |
0.8% |
87% |
False |
False |
103,578 |
| 60 |
14,035 |
12,664 |
1,371 |
9.9% |
120 |
0.9% |
88% |
False |
False |
82,901 |
| 80 |
14,035 |
12,380 |
1,655 |
11.9% |
122 |
0.9% |
90% |
False |
False |
62,185 |
| 100 |
14,035 |
12,380 |
1,655 |
11.9% |
113 |
0.8% |
90% |
False |
False |
49,751 |
| 120 |
14,035 |
12,380 |
1,655 |
11.9% |
101 |
0.7% |
90% |
False |
False |
41,461 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,331 |
|
2.618 |
14,169 |
|
1.618 |
14,070 |
|
1.000 |
14,009 |
|
0.618 |
13,971 |
|
HIGH |
13,910 |
|
0.618 |
13,872 |
|
0.500 |
13,861 |
|
0.382 |
13,849 |
|
LOW |
13,811 |
|
0.618 |
13,750 |
|
1.000 |
13,712 |
|
1.618 |
13,651 |
|
2.618 |
13,552 |
|
4.250 |
13,390 |
|
|
| Fisher Pivots for day following 21-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
13,868 |
13,923 |
| PP |
13,864 |
13,906 |
| S1 |
13,861 |
13,889 |
|