| 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 |
13,876 |
13,939 |
63 |
0.5% |
13,855 |
| High |
13,950 |
13,953 |
3 |
0.0% |
13,923 |
| Low |
13,874 |
13,818 |
-56 |
-0.4% |
13,817 |
| Close |
13,935 |
13,820 |
-115 |
-0.8% |
13,875 |
| Range |
76 |
135 |
59 |
77.6% |
106 |
| ATR |
81 |
85 |
4 |
4.7% |
0 |
| Volume |
126 |
94 |
-32 |
-25.4% |
962 |
|
| Daily Pivots for day following 20-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,269 |
14,179 |
13,894 |
|
| R3 |
14,134 |
14,044 |
13,857 |
|
| R2 |
13,999 |
13,999 |
13,845 |
|
| R1 |
13,909 |
13,909 |
13,833 |
13,887 |
| PP |
13,864 |
13,864 |
13,864 |
13,852 |
| S1 |
13,774 |
13,774 |
13,808 |
13,752 |
| S2 |
13,729 |
13,729 |
13,795 |
|
| S3 |
13,594 |
13,639 |
13,783 |
|
| S4 |
13,459 |
13,504 |
13,746 |
|
|
| Weekly Pivots for week ending 15-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,190 |
14,138 |
13,933 |
|
| R3 |
14,084 |
14,032 |
13,904 |
|
| R2 |
13,978 |
13,978 |
13,895 |
|
| R1 |
13,926 |
13,926 |
13,885 |
13,952 |
| PP |
13,872 |
13,872 |
13,872 |
13,885 |
| S1 |
13,820 |
13,820 |
13,865 |
13,846 |
| S2 |
13,766 |
13,766 |
13,856 |
|
| S3 |
13,660 |
13,714 |
13,846 |
|
| S4 |
13,554 |
13,608 |
13,817 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
13,953 |
13,817 |
136 |
1.0% |
88 |
0.6% |
2% |
True |
False |
138 |
| 10 |
13,953 |
13,758 |
195 |
1.4% |
81 |
0.6% |
32% |
True |
False |
163 |
| 20 |
13,953 |
13,607 |
346 |
2.5% |
75 |
0.5% |
62% |
True |
False |
145 |
| 40 |
13,953 |
12,700 |
1,253 |
9.1% |
72 |
0.5% |
89% |
True |
False |
77 |
| 60 |
13,953 |
12,665 |
1,288 |
9.3% |
56 |
0.4% |
90% |
True |
False |
53 |
| 80 |
13,953 |
12,342 |
1,611 |
11.7% |
56 |
0.4% |
92% |
True |
False |
43 |
| 100 |
13,953 |
12,342 |
1,611 |
11.7% |
51 |
0.4% |
92% |
True |
False |
35 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,527 |
|
2.618 |
14,307 |
|
1.618 |
14,172 |
|
1.000 |
14,088 |
|
0.618 |
14,037 |
|
HIGH |
13,953 |
|
0.618 |
13,902 |
|
0.500 |
13,886 |
|
0.382 |
13,870 |
|
LOW |
13,818 |
|
0.618 |
13,735 |
|
1.000 |
13,683 |
|
1.618 |
13,600 |
|
2.618 |
13,465 |
|
4.250 |
13,244 |
|
|
| Fisher Pivots for day following 20-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
13,886 |
13,885 |
| PP |
13,864 |
13,863 |
| S1 |
13,842 |
13,842 |
|