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 |
4,890.0 |
4,931.0 |
41.0 |
0.8% |
4,896.0 |
High |
4,935.0 |
4,939.0 |
4.0 |
0.1% |
4,935.0 |
Low |
4,880.0 |
4,915.0 |
35.0 |
0.7% |
4,828.0 |
Close |
4,935.0 |
4,919.0 |
-16.0 |
-0.3% |
4,935.0 |
Range |
55.0 |
24.0 |
-31.0 |
-56.4% |
107.0 |
ATR |
38.1 |
37.1 |
-1.0 |
-2.6% |
0.0 |
Volume |
19,249 |
17,955 |
-1,294 |
-6.7% |
110,071 |
|
Daily Pivots for day following 11-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,996.3 |
4,981.7 |
4,932.2 |
|
R3 |
4,972.3 |
4,957.7 |
4,925.6 |
|
R2 |
4,948.3 |
4,948.3 |
4,923.4 |
|
R1 |
4,933.7 |
4,933.7 |
4,921.2 |
4,929.0 |
PP |
4,924.3 |
4,924.3 |
4,924.3 |
4,922.0 |
S1 |
4,909.7 |
4,909.7 |
4,916.8 |
4,905.0 |
S2 |
4,900.3 |
4,900.3 |
4,914.6 |
|
S3 |
4,876.3 |
4,885.7 |
4,912.4 |
|
S4 |
4,852.3 |
4,861.7 |
4,905.8 |
|
|
Weekly Pivots for week ending 08-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,220.3 |
5,184.7 |
4,993.9 |
|
R3 |
5,113.3 |
5,077.7 |
4,964.4 |
|
R2 |
5,006.3 |
5,006.3 |
4,954.6 |
|
R1 |
4,970.7 |
4,970.7 |
4,944.8 |
4,988.5 |
PP |
4,899.3 |
4,899.3 |
4,899.3 |
4,908.3 |
S1 |
4,863.7 |
4,863.7 |
4,925.2 |
4,881.5 |
S2 |
4,792.3 |
4,792.3 |
4,915.4 |
|
S3 |
4,685.3 |
4,756.7 |
4,905.6 |
|
S4 |
4,578.3 |
4,649.7 |
4,876.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,939.0 |
4,828.0 |
111.0 |
2.3% |
36.0 |
0.7% |
82% |
True |
False |
21,056 |
10 |
4,939.0 |
4,828.0 |
111.0 |
2.3% |
35.6 |
0.7% |
82% |
True |
False |
23,160 |
20 |
4,939.0 |
4,676.0 |
263.0 |
5.3% |
32.1 |
0.7% |
92% |
True |
False |
21,731 |
40 |
4,939.0 |
4,547.0 |
392.0 |
8.0% |
31.8 |
0.6% |
95% |
True |
False |
24,486 |
60 |
4,939.0 |
4,315.0 |
624.0 |
12.7% |
25.4 |
0.5% |
97% |
True |
False |
16,413 |
80 |
4,939.0 |
4,315.0 |
624.0 |
12.7% |
21.0 |
0.4% |
97% |
True |
False |
12,321 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,041.0 |
2.618 |
5,001.8 |
1.618 |
4,977.8 |
1.000 |
4,963.0 |
0.618 |
4,953.8 |
HIGH |
4,939.0 |
0.618 |
4,929.8 |
0.500 |
4,927.0 |
0.382 |
4,924.2 |
LOW |
4,915.0 |
0.618 |
4,900.2 |
1.000 |
4,891.0 |
1.618 |
4,876.2 |
2.618 |
4,852.2 |
4.250 |
4,813.0 |
|
|
Fisher Pivots for day following 11-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
4,927.0 |
4,913.5 |
PP |
4,924.3 |
4,908.0 |
S1 |
4,921.7 |
4,902.5 |
|