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 |
4,936.0 |
4,938.0 |
2.0 |
0.0% |
4,896.0 |
High |
4,942.0 |
4,973.0 |
31.0 |
0.6% |
4,935.0 |
Low |
4,917.0 |
4,936.0 |
19.0 |
0.4% |
4,828.0 |
Close |
4,926.0 |
4,956.0 |
30.0 |
0.6% |
4,935.0 |
Range |
25.0 |
37.0 |
12.0 |
48.0% |
107.0 |
ATR |
36.2 |
37.0 |
0.8 |
2.1% |
0.0 |
Volume |
19,634 |
23,939 |
4,305 |
21.9% |
110,071 |
|
Daily Pivots for day following 13-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,066.0 |
5,048.0 |
4,976.4 |
|
R3 |
5,029.0 |
5,011.0 |
4,966.2 |
|
R2 |
4,992.0 |
4,992.0 |
4,962.8 |
|
R1 |
4,974.0 |
4,974.0 |
4,959.4 |
4,983.0 |
PP |
4,955.0 |
4,955.0 |
4,955.0 |
4,959.5 |
S1 |
4,937.0 |
4,937.0 |
4,952.6 |
4,946.0 |
S2 |
4,918.0 |
4,918.0 |
4,949.2 |
|
S3 |
4,881.0 |
4,900.0 |
4,945.8 |
|
S4 |
4,844.0 |
4,863.0 |
4,935.7 |
|
|
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 |
4,973.0 |
4,866.0 |
107.0 |
2.2% |
34.6 |
0.7% |
84% |
True |
False |
20,348 |
10 |
4,973.0 |
4,828.0 |
145.0 |
2.9% |
35.9 |
0.7% |
88% |
True |
False |
22,710 |
20 |
4,973.0 |
4,685.0 |
288.0 |
5.8% |
32.7 |
0.7% |
94% |
True |
False |
22,153 |
40 |
4,973.0 |
4,547.0 |
426.0 |
8.6% |
32.7 |
0.7% |
96% |
True |
False |
25,317 |
60 |
4,973.0 |
4,315.0 |
658.0 |
13.3% |
25.9 |
0.5% |
97% |
True |
False |
17,131 |
80 |
4,973.0 |
4,315.0 |
658.0 |
13.3% |
21.6 |
0.4% |
97% |
True |
False |
12,862 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,130.3 |
2.618 |
5,069.9 |
1.618 |
5,032.9 |
1.000 |
5,010.0 |
0.618 |
4,995.9 |
HIGH |
4,973.0 |
0.618 |
4,958.9 |
0.500 |
4,954.5 |
0.382 |
4,950.1 |
LOW |
4,936.0 |
0.618 |
4,913.1 |
1.000 |
4,899.0 |
1.618 |
4,876.1 |
2.618 |
4,839.1 |
4.250 |
4,778.8 |
|
|
Fisher Pivots for day following 13-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
4,955.5 |
4,952.0 |
PP |
4,955.0 |
4,948.0 |
S1 |
4,954.5 |
4,944.0 |
|