| Trading Metrics calculated at close of trading on 22-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2013 |
22-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
13,895 |
13,876 |
-19 |
-0.1% |
13,937 |
| High |
13,910 |
13,995 |
85 |
0.6% |
14,035 |
| Low |
13,811 |
13,876 |
65 |
0.5% |
13,811 |
| Close |
13,872 |
13,981 |
109 |
0.8% |
13,981 |
| Range |
99 |
119 |
20 |
20.2% |
224 |
| ATR |
111 |
112 |
1 |
0.8% |
0 |
| Volume |
182,609 |
136,269 |
-46,340 |
-25.4% |
555,860 |
|
| Daily Pivots for day following 22-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,308 |
14,263 |
14,047 |
|
| R3 |
14,189 |
14,144 |
14,014 |
|
| R2 |
14,070 |
14,070 |
14,003 |
|
| R1 |
14,025 |
14,025 |
13,992 |
14,048 |
| PP |
13,951 |
13,951 |
13,951 |
13,962 |
| S1 |
13,906 |
13,906 |
13,970 |
13,929 |
| S2 |
13,832 |
13,832 |
13,959 |
|
| S3 |
13,713 |
13,787 |
13,948 |
|
| S4 |
13,594 |
13,668 |
13,916 |
|
|
| Weekly Pivots for week ending 22-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,614 |
14,522 |
14,104 |
|
| R3 |
14,390 |
14,298 |
14,043 |
|
| R2 |
14,166 |
14,166 |
14,022 |
|
| R1 |
14,074 |
14,074 |
14,002 |
14,120 |
| PP |
13,942 |
13,942 |
13,942 |
13,966 |
| S1 |
13,850 |
13,850 |
13,961 |
13,896 |
| S2 |
13,718 |
13,718 |
13,940 |
|
| S3 |
13,494 |
13,626 |
13,920 |
|
| S4 |
13,270 |
13,402 |
13,858 |
|
|
| 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% |
112 |
0.8% |
76% |
False |
False |
132,929 |
| 10 |
14,035 |
13,811 |
224 |
1.6% |
100 |
0.7% |
76% |
False |
False |
112,102 |
| 20 |
14,035 |
13,744 |
291 |
2.1% |
106 |
0.8% |
81% |
False |
False |
110,620 |
| 40 |
14,035 |
12,742 |
1,293 |
9.2% |
117 |
0.8% |
96% |
False |
False |
106,426 |
| 60 |
14,035 |
12,664 |
1,371 |
9.8% |
121 |
0.9% |
96% |
False |
False |
85,171 |
| 80 |
14,035 |
12,380 |
1,655 |
11.8% |
123 |
0.9% |
97% |
False |
False |
63,888 |
| 100 |
14,035 |
12,380 |
1,655 |
11.8% |
114 |
0.8% |
97% |
False |
False |
51,113 |
| 120 |
14,035 |
12,380 |
1,655 |
11.8% |
102 |
0.7% |
97% |
False |
False |
42,597 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,501 |
|
2.618 |
14,307 |
|
1.618 |
14,188 |
|
1.000 |
14,114 |
|
0.618 |
14,069 |
|
HIGH |
13,995 |
|
0.618 |
13,950 |
|
0.500 |
13,936 |
|
0.382 |
13,922 |
|
LOW |
13,876 |
|
0.618 |
13,803 |
|
1.000 |
13,757 |
|
1.618 |
13,684 |
|
2.618 |
13,565 |
|
4.250 |
13,370 |
|
|
| Fisher Pivots for day following 22-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
13,966 |
13,962 |
| PP |
13,951 |
13,942 |
| S1 |
13,936 |
13,923 |
|