Trading Metrics calculated at close of trading on 12-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2013 |
12-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
13,992.97 |
13,971.24 |
-21.73 |
-0.2% |
14,009.79 |
High |
13,992.97 |
14,038.97 |
46.00 |
0.3% |
14,022.62 |
Low |
13,940.41 |
13,968.94 |
28.53 |
0.2% |
13,852.20 |
Close |
13,971.24 |
14,018.70 |
47.46 |
0.3% |
13,992.97 |
Range |
52.56 |
70.03 |
17.47 |
33.2% |
170.42 |
ATR |
99.91 |
97.78 |
-2.13 |
-2.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 12-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,218.96 |
14,188.86 |
14,057.22 |
|
R3 |
14,148.93 |
14,118.83 |
14,037.96 |
|
R2 |
14,078.90 |
14,078.90 |
14,031.54 |
|
R1 |
14,048.80 |
14,048.80 |
14,025.12 |
14,063.85 |
PP |
14,008.87 |
14,008.87 |
14,008.87 |
14,016.40 |
S1 |
13,978.77 |
13,978.77 |
14,012.28 |
13,993.82 |
S2 |
13,938.84 |
13,938.84 |
14,005.86 |
|
S3 |
13,868.81 |
13,908.74 |
13,999.44 |
|
S4 |
13,798.78 |
13,838.71 |
13,980.18 |
|
|
Weekly Pivots for week ending 08-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,467.19 |
14,400.50 |
14,086.70 |
|
R3 |
14,296.77 |
14,230.08 |
14,039.84 |
|
R2 |
14,126.35 |
14,126.35 |
14,024.21 |
|
R1 |
14,059.66 |
14,059.66 |
14,008.59 |
14,007.80 |
PP |
13,955.93 |
13,955.93 |
13,955.93 |
13,930.00 |
S1 |
13,889.24 |
13,889.24 |
13,977.35 |
13,837.38 |
S2 |
13,785.51 |
13,785.51 |
13,961.73 |
|
S3 |
13,615.09 |
13,718.82 |
13,946.10 |
|
S4 |
13,444.67 |
13,548.40 |
13,899.24 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
14,038.97 |
13,852.20 |
186.77 |
1.3% |
83.09 |
0.6% |
89% |
True |
False |
|
10 |
14,038.97 |
13,852.20 |
186.77 |
1.3% |
100.08 |
0.7% |
89% |
True |
False |
|
20 |
14,038.97 |
13,445.80 |
593.17 |
4.2% |
92.83 |
0.7% |
97% |
True |
False |
|
40 |
14,038.97 |
12,883.89 |
1,155.08 |
8.2% |
105.60 |
0.8% |
98% |
True |
False |
|
60 |
14,038.97 |
12,471.49 |
1,567.48 |
11.2% |
109.39 |
0.8% |
99% |
True |
False |
|
80 |
14,038.97 |
12,471.49 |
1,567.48 |
11.2% |
120.56 |
0.9% |
99% |
True |
False |
|
100 |
14,038.97 |
12,471.49 |
1,567.48 |
11.2% |
118.05 |
0.8% |
99% |
True |
False |
|
120 |
14,038.97 |
12,471.49 |
1,567.48 |
11.2% |
116.61 |
0.8% |
99% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,336.60 |
2.618 |
14,222.31 |
1.618 |
14,152.28 |
1.000 |
14,109.00 |
0.618 |
14,082.25 |
HIGH |
14,038.97 |
0.618 |
14,012.22 |
0.500 |
14,003.96 |
0.382 |
13,995.69 |
LOW |
13,968.94 |
0.618 |
13,925.66 |
1.000 |
13,898.91 |
1.618 |
13,855.63 |
2.618 |
13,785.60 |
4.250 |
13,671.31 |
|
|
Fisher Pivots for day following 12-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
14,013.79 |
14,009.03 |
PP |
14,008.87 |
13,999.36 |
S1 |
14,003.96 |
13,989.69 |
|