Trading Metrics calculated at close of trading on 11-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2013 |
11-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
1,671.5 |
1,666.5 |
-5.0 |
-0.3% |
1,668.0 |
High |
1,672.5 |
1,668.0 |
-4.5 |
-0.3% |
1,683.4 |
Low |
1,664.8 |
1,643.7 |
-21.1 |
-1.3% |
1,661.6 |
Close |
1,666.0 |
1,648.2 |
-17.8 |
-1.1% |
1,666.0 |
Range |
7.7 |
24.3 |
16.6 |
215.6% |
21.8 |
ATR |
17.4 |
17.9 |
0.5 |
2.9% |
0.0 |
Volume |
289 |
868 |
579 |
200.3% |
1,943 |
|
Daily Pivots for day following 11-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,726.2 |
1,711.5 |
1,661.6 |
|
R3 |
1,701.9 |
1,687.2 |
1,654.9 |
|
R2 |
1,677.6 |
1,677.6 |
1,652.7 |
|
R1 |
1,662.9 |
1,662.9 |
1,650.4 |
1,658.1 |
PP |
1,653.3 |
1,653.3 |
1,653.3 |
1,650.9 |
S1 |
1,638.6 |
1,638.6 |
1,646.0 |
1,633.8 |
S2 |
1,629.0 |
1,629.0 |
1,643.7 |
|
S3 |
1,604.7 |
1,614.3 |
1,641.5 |
|
S4 |
1,580.4 |
1,590.0 |
1,634.8 |
|
|
Weekly Pivots for week ending 08-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,735.7 |
1,722.7 |
1,678.0 |
|
R3 |
1,713.9 |
1,700.9 |
1,672.0 |
|
R2 |
1,692.1 |
1,692.1 |
1,670.0 |
|
R1 |
1,679.1 |
1,679.1 |
1,668.0 |
1,674.7 |
PP |
1,670.3 |
1,670.3 |
1,670.3 |
1,668.2 |
S1 |
1,657.3 |
1,657.3 |
1,664.0 |
1,652.9 |
S2 |
1,648.5 |
1,648.5 |
1,662.0 |
|
S3 |
1,626.7 |
1,635.5 |
1,660.0 |
|
S4 |
1,604.9 |
1,613.7 |
1,654.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,683.4 |
1,643.7 |
39.7 |
2.4% |
15.7 |
1.0% |
11% |
False |
True |
472 |
10 |
1,683.4 |
1,643.7 |
39.7 |
2.4% |
17.0 |
1.0% |
11% |
False |
True |
20,286 |
20 |
1,697.8 |
1,643.7 |
54.1 |
3.3% |
16.5 |
1.0% |
8% |
False |
True |
88,425 |
40 |
1,712.8 |
1,626.0 |
86.8 |
5.3% |
19.2 |
1.2% |
26% |
False |
False |
110,500 |
60 |
1,757.1 |
1,626.0 |
131.1 |
8.0% |
18.7 |
1.1% |
17% |
False |
False |
102,911 |
80 |
1,757.1 |
1,626.0 |
131.1 |
8.0% |
18.6 |
1.1% |
17% |
False |
False |
79,760 |
100 |
1,800.0 |
1,626.0 |
174.0 |
10.6% |
18.5 |
1.1% |
13% |
False |
False |
64,543 |
120 |
1,800.0 |
1,623.4 |
176.6 |
10.7% |
18.8 |
1.1% |
14% |
False |
False |
54,107 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,771.3 |
2.618 |
1,731.6 |
1.618 |
1,707.3 |
1.000 |
1,692.3 |
0.618 |
1,683.0 |
HIGH |
1,668.0 |
0.618 |
1,658.7 |
0.500 |
1,655.9 |
0.382 |
1,653.0 |
LOW |
1,643.7 |
0.618 |
1,628.7 |
1.000 |
1,619.4 |
1.618 |
1,604.4 |
2.618 |
1,580.1 |
4.250 |
1,540.4 |
|
|
Fisher Pivots for day following 11-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
1,655.9 |
1,662.9 |
PP |
1,653.3 |
1,658.0 |
S1 |
1,650.8 |
1,653.1 |
|