Trading Metrics calculated at close of trading on 12-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2013 |
12-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
7,654.0 |
7,615.5 |
-38.5 |
-0.5% |
7,830.5 |
High |
7,678.0 |
7,669.0 |
-9.0 |
-0.1% |
7,838.5 |
Low |
7,596.5 |
7,592.0 |
-4.5 |
-0.1% |
7,536.5 |
Close |
7,629.5 |
7,654.0 |
24.5 |
0.3% |
7,643.0 |
Range |
81.5 |
77.0 |
-4.5 |
-5.5% |
302.0 |
ATR |
90.1 |
89.2 |
-0.9 |
-1.0% |
0.0 |
Volume |
98,313 |
98,027 |
-286 |
-0.3% |
584,764 |
|
Daily Pivots for day following 12-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,869.3 |
7,838.7 |
7,696.4 |
|
R3 |
7,792.3 |
7,761.7 |
7,675.2 |
|
R2 |
7,715.3 |
7,715.3 |
7,668.1 |
|
R1 |
7,684.7 |
7,684.7 |
7,661.1 |
7,700.0 |
PP |
7,638.3 |
7,638.3 |
7,638.3 |
7,646.0 |
S1 |
7,607.7 |
7,607.7 |
7,646.9 |
7,623.0 |
S2 |
7,561.3 |
7,561.3 |
7,639.9 |
|
S3 |
7,484.3 |
7,530.7 |
7,632.8 |
|
S4 |
7,407.3 |
7,453.7 |
7,611.7 |
|
|
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% |
98.7 |
1.3% |
74% |
False |
False |
102,201 |
10 |
7,869.0 |
7,536.5 |
332.5 |
4.3% |
101.0 |
1.3% |
35% |
False |
False |
116,246 |
20 |
7,888.0 |
7,536.5 |
351.5 |
4.6% |
91.7 |
1.2% |
33% |
False |
False |
106,353 |
40 |
7,888.0 |
7,530.5 |
357.5 |
4.7% |
75.9 |
1.0% |
35% |
False |
False |
91,838 |
60 |
7,888.0 |
6,953.0 |
935.0 |
12.2% |
77.0 |
1.0% |
75% |
False |
False |
61,984 |
80 |
7,888.0 |
6,953.0 |
935.0 |
12.2% |
80.6 |
1.1% |
75% |
False |
False |
46,788 |
100 |
7,888.0 |
6,953.0 |
935.0 |
12.2% |
80.5 |
1.1% |
75% |
False |
False |
37,772 |
120 |
7,888.0 |
6,895.0 |
993.0 |
13.0% |
81.3 |
1.1% |
76% |
False |
False |
31,604 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,996.3 |
2.618 |
7,870.6 |
1.618 |
7,793.6 |
1.000 |
7,746.0 |
0.618 |
7,716.6 |
HIGH |
7,669.0 |
0.618 |
7,639.6 |
0.500 |
7,630.5 |
0.382 |
7,621.4 |
LOW |
7,592.0 |
0.618 |
7,544.4 |
1.000 |
7,515.0 |
1.618 |
7,467.4 |
2.618 |
7,390.4 |
4.250 |
7,264.8 |
|
|
Fisher Pivots for day following 12-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
7,646.2 |
7,645.0 |
PP |
7,638.3 |
7,636.0 |
S1 |
7,630.5 |
7,627.0 |
|