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 |
7,615.5 |
7,662.0 |
46.5 |
0.6% |
7,830.5 |
High |
7,669.0 |
7,739.0 |
70.0 |
0.9% |
7,838.5 |
Low |
7,592.0 |
7,648.5 |
56.5 |
0.7% |
7,536.5 |
Close |
7,654.0 |
7,709.0 |
55.0 |
0.7% |
7,643.0 |
Range |
77.0 |
90.5 |
13.5 |
17.5% |
302.0 |
ATR |
89.2 |
89.3 |
0.1 |
0.1% |
0.0 |
Volume |
98,027 |
131,055 |
33,028 |
33.7% |
584,764 |
|
Daily Pivots for day following 13-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,970.3 |
7,930.2 |
7,758.8 |
|
R3 |
7,879.8 |
7,839.7 |
7,733.9 |
|
R2 |
7,789.3 |
7,789.3 |
7,725.6 |
|
R1 |
7,749.2 |
7,749.2 |
7,717.3 |
7,769.3 |
PP |
7,698.8 |
7,698.8 |
7,698.8 |
7,708.9 |
S1 |
7,658.7 |
7,658.7 |
7,700.7 |
7,678.8 |
S2 |
7,608.3 |
7,608.3 |
7,692.4 |
|
S3 |
7,517.8 |
7,568.2 |
7,684.1 |
|
S4 |
7,427.3 |
7,477.7 |
7,659.2 |
|
|
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 |
7,739.0 |
7,565.0 |
174.0 |
2.3% |
85.1 |
1.1% |
83% |
True |
False |
100,806 |
10 |
7,856.0 |
7,536.5 |
319.5 |
4.1% |
100.6 |
1.3% |
54% |
False |
False |
118,840 |
20 |
7,888.0 |
7,536.5 |
351.5 |
4.6% |
91.1 |
1.2% |
49% |
False |
False |
107,627 |
40 |
7,888.0 |
7,536.5 |
351.5 |
4.6% |
76.4 |
1.0% |
49% |
False |
False |
94,970 |
60 |
7,888.0 |
6,953.0 |
935.0 |
12.1% |
76.7 |
1.0% |
81% |
False |
False |
64,158 |
80 |
7,888.0 |
6,953.0 |
935.0 |
12.1% |
80.6 |
1.0% |
81% |
False |
False |
48,425 |
100 |
7,888.0 |
6,953.0 |
935.0 |
12.1% |
80.6 |
1.0% |
81% |
False |
False |
39,046 |
120 |
7,888.0 |
6,895.0 |
993.0 |
12.9% |
81.6 |
1.1% |
82% |
False |
False |
32,695 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,123.6 |
2.618 |
7,975.9 |
1.618 |
7,885.4 |
1.000 |
7,829.5 |
0.618 |
7,794.9 |
HIGH |
7,739.0 |
0.618 |
7,704.4 |
0.500 |
7,693.8 |
0.382 |
7,683.1 |
LOW |
7,648.5 |
0.618 |
7,592.6 |
1.000 |
7,558.0 |
1.618 |
7,502.1 |
2.618 |
7,411.6 |
4.250 |
7,263.9 |
|
|
Fisher Pivots for day following 13-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
7,703.9 |
7,694.5 |
PP |
7,698.8 |
7,680.0 |
S1 |
7,693.8 |
7,665.5 |
|