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 |
7,619.5 |
7,654.0 |
34.5 |
0.5% |
7,830.5 |
High |
7,655.0 |
7,678.0 |
23.0 |
0.3% |
7,838.5 |
Low |
7,576.0 |
7,596.5 |
20.5 |
0.3% |
7,536.5 |
Close |
7,643.0 |
7,629.5 |
-13.5 |
-0.2% |
7,643.0 |
Range |
79.0 |
81.5 |
2.5 |
3.2% |
302.0 |
ATR |
90.8 |
90.1 |
-0.7 |
-0.7% |
0.0 |
Volume |
85,304 |
98,313 |
13,009 |
15.3% |
584,764 |
|
Daily Pivots for day following 11-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,879.2 |
7,835.8 |
7,674.3 |
|
R3 |
7,797.7 |
7,754.3 |
7,651.9 |
|
R2 |
7,716.2 |
7,716.2 |
7,644.4 |
|
R1 |
7,672.8 |
7,672.8 |
7,637.0 |
7,653.8 |
PP |
7,634.7 |
7,634.7 |
7,634.7 |
7,625.1 |
S1 |
7,591.3 |
7,591.3 |
7,622.0 |
7,572.3 |
S2 |
7,553.2 |
7,553.2 |
7,614.6 |
|
S3 |
7,471.7 |
7,509.8 |
7,607.1 |
|
S4 |
7,390.2 |
7,428.3 |
7,584.7 |
|
|
Weekly Pivots for week ending 08-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,578.7 |
8,412.8 |
7,809.1 |
|
R3 |
8,276.7 |
8,110.8 |
7,726.1 |
|
R2 |
7,974.7 |
7,974.7 |
7,698.4 |
|
R1 |
7,808.8 |
7,808.8 |
7,670.7 |
7,740.8 |
PP |
7,672.7 |
7,672.7 |
7,672.7 |
7,638.6 |
S1 |
7,506.8 |
7,506.8 |
7,615.3 |
7,438.8 |
S2 |
7,370.7 |
7,370.7 |
7,587.6 |
|
S3 |
7,068.7 |
7,204.8 |
7,560.0 |
|
S4 |
6,766.7 |
6,902.8 |
7,476.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,695.0 |
7,536.5 |
158.5 |
2.1% |
95.8 |
1.3% |
59% |
False |
False |
113,491 |
10 |
7,869.0 |
7,536.5 |
332.5 |
4.4% |
99.1 |
1.3% |
28% |
False |
False |
116,433 |
20 |
7,888.0 |
7,536.5 |
351.5 |
4.6% |
92.1 |
1.2% |
26% |
False |
False |
107,715 |
40 |
7,888.0 |
7,463.5 |
424.5 |
5.6% |
76.0 |
1.0% |
39% |
False |
False |
89,506 |
60 |
7,888.0 |
6,953.0 |
935.0 |
12.3% |
76.6 |
1.0% |
72% |
False |
False |
60,356 |
80 |
7,888.0 |
6,953.0 |
935.0 |
12.3% |
80.5 |
1.1% |
72% |
False |
False |
45,564 |
100 |
7,888.0 |
6,953.0 |
935.0 |
12.3% |
80.2 |
1.1% |
72% |
False |
False |
36,820 |
120 |
7,888.0 |
6,895.0 |
993.0 |
13.0% |
81.1 |
1.1% |
74% |
False |
False |
30,788 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,024.4 |
2.618 |
7,891.4 |
1.618 |
7,809.9 |
1.000 |
7,759.5 |
0.618 |
7,728.4 |
HIGH |
7,678.0 |
0.618 |
7,646.9 |
0.500 |
7,637.3 |
0.382 |
7,627.6 |
LOW |
7,596.5 |
0.618 |
7,546.1 |
1.000 |
7,515.0 |
1.618 |
7,464.6 |
2.618 |
7,383.1 |
4.250 |
7,250.1 |
|
|
Fisher Pivots for day following 11-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
7,637.3 |
7,626.8 |
PP |
7,634.7 |
7,624.2 |
S1 |
7,632.1 |
7,621.5 |
|