| 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 |
13,939 |
13,823 |
-116 |
-0.8% |
13,855 |
| High |
13,953 |
13,834 |
-119 |
-0.9% |
13,923 |
| Low |
13,818 |
13,740 |
-78 |
-0.6% |
13,817 |
| Close |
13,820 |
13,800 |
-20 |
-0.1% |
13,875 |
| Range |
135 |
94 |
-41 |
-30.4% |
106 |
| ATR |
85 |
86 |
1 |
0.8% |
0 |
| Volume |
94 |
467 |
373 |
396.8% |
962 |
|
| Daily Pivots for day following 21-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,073 |
14,031 |
13,852 |
|
| R3 |
13,979 |
13,937 |
13,826 |
|
| R2 |
13,885 |
13,885 |
13,817 |
|
| R1 |
13,843 |
13,843 |
13,809 |
13,817 |
| PP |
13,791 |
13,791 |
13,791 |
13,779 |
| S1 |
13,749 |
13,749 |
13,792 |
13,723 |
| S2 |
13,697 |
13,697 |
13,783 |
|
| S3 |
13,603 |
13,655 |
13,774 |
|
| S4 |
13,509 |
13,561 |
13,748 |
|
|
| 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 |
13,740 |
213 |
1.5% |
92 |
0.7% |
28% |
False |
True |
197 |
| 10 |
13,953 |
13,740 |
213 |
1.5% |
82 |
0.6% |
28% |
False |
True |
188 |
| 20 |
13,953 |
13,647 |
306 |
2.2% |
78 |
0.6% |
50% |
False |
False |
167 |
| 40 |
13,953 |
12,700 |
1,253 |
9.1% |
72 |
0.5% |
88% |
False |
False |
89 |
| 60 |
13,953 |
12,700 |
1,253 |
9.1% |
56 |
0.4% |
88% |
False |
False |
61 |
| 80 |
13,953 |
12,342 |
1,611 |
11.7% |
57 |
0.4% |
91% |
False |
False |
48 |
| 100 |
13,953 |
12,342 |
1,611 |
11.7% |
52 |
0.4% |
91% |
False |
False |
40 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,234 |
|
2.618 |
14,080 |
|
1.618 |
13,986 |
|
1.000 |
13,928 |
|
0.618 |
13,892 |
|
HIGH |
13,834 |
|
0.618 |
13,798 |
|
0.500 |
13,787 |
|
0.382 |
13,776 |
|
LOW |
13,740 |
|
0.618 |
13,682 |
|
1.000 |
13,646 |
|
1.618 |
13,588 |
|
2.618 |
13,494 |
|
4.250 |
13,341 |
|
|
| Fisher Pivots for day following 21-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
13,796 |
13,847 |
| PP |
13,791 |
13,831 |
| S1 |
13,787 |
13,816 |
|