Trading Metrics calculated at close of trading on 13-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2013 |
13-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
1,643.8 |
1,652.2 |
8.4 |
0.5% |
1,668.0 |
High |
1,650.4 |
1,652.3 |
1.9 |
0.1% |
1,683.4 |
Low |
1,642.4 |
1,640.2 |
-2.2 |
-0.1% |
1,661.6 |
Close |
1,648.7 |
1,644.2 |
-4.5 |
-0.3% |
1,666.0 |
Range |
8.0 |
12.1 |
4.1 |
51.3% |
21.8 |
ATR |
17.2 |
16.8 |
-0.4 |
-2.1% |
0.0 |
Volume |
85 |
236 |
151 |
177.6% |
1,943 |
|
Daily Pivots for day following 13-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,681.9 |
1,675.1 |
1,650.9 |
|
R3 |
1,669.8 |
1,663.0 |
1,647.5 |
|
R2 |
1,657.7 |
1,657.7 |
1,646.4 |
|
R1 |
1,650.9 |
1,650.9 |
1,645.3 |
1,648.3 |
PP |
1,645.6 |
1,645.6 |
1,645.6 |
1,644.2 |
S1 |
1,638.8 |
1,638.8 |
1,643.1 |
1,636.2 |
S2 |
1,633.5 |
1,633.5 |
1,642.0 |
|
S3 |
1,621.4 |
1,626.7 |
1,640.9 |
|
S4 |
1,609.3 |
1,614.6 |
1,637.5 |
|
|
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 |
1,682.1 |
1,640.2 |
41.9 |
2.5% |
14.2 |
0.9% |
10% |
False |
True |
390 |
10 |
1,683.4 |
1,640.2 |
43.2 |
2.6% |
15.7 |
1.0% |
9% |
False |
True |
1,242 |
20 |
1,697.8 |
1,640.2 |
57.6 |
3.5% |
15.8 |
1.0% |
7% |
False |
True |
74,610 |
40 |
1,704.4 |
1,626.0 |
78.4 |
4.8% |
18.9 |
1.1% |
23% |
False |
False |
104,093 |
60 |
1,757.1 |
1,626.0 |
131.1 |
8.0% |
18.4 |
1.1% |
14% |
False |
False |
102,534 |
80 |
1,757.1 |
1,626.0 |
131.1 |
8.0% |
18.6 |
1.1% |
14% |
False |
False |
79,691 |
100 |
1,800.0 |
1,626.0 |
174.0 |
10.6% |
18.4 |
1.1% |
10% |
False |
False |
64,501 |
120 |
1,800.0 |
1,626.0 |
174.0 |
10.6% |
18.6 |
1.1% |
10% |
False |
False |
54,077 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,703.7 |
2.618 |
1,684.0 |
1.618 |
1,671.9 |
1.000 |
1,664.4 |
0.618 |
1,659.8 |
HIGH |
1,652.3 |
0.618 |
1,647.7 |
0.500 |
1,646.3 |
0.382 |
1,644.8 |
LOW |
1,640.2 |
0.618 |
1,632.7 |
1.000 |
1,628.1 |
1.618 |
1,620.6 |
2.618 |
1,608.5 |
4.250 |
1,588.8 |
|
|
Fisher Pivots for day following 13-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
1,646.3 |
1,654.1 |
PP |
1,645.6 |
1,650.8 |
S1 |
1,644.9 |
1,647.5 |
|