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 |
11,350 |
11,160 |
-190 |
-1.7% |
11,330 |
High |
11,350 |
11,535 |
185 |
1.6% |
11,520 |
Low |
11,060 |
11,150 |
90 |
0.8% |
11,035 |
Close |
11,160 |
11,420 |
260 |
2.3% |
11,160 |
Range |
290 |
385 |
95 |
32.8% |
485 |
ATR |
239 |
250 |
10 |
4.4% |
0 |
Volume |
17,249 |
11,862 |
-5,387 |
-31.2% |
84,299 |
|
Daily Pivots for day following 11-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,523 |
12,357 |
11,632 |
|
R3 |
12,138 |
11,972 |
11,526 |
|
R2 |
11,753 |
11,753 |
11,491 |
|
R1 |
11,587 |
11,587 |
11,455 |
11,670 |
PP |
11,368 |
11,368 |
11,368 |
11,410 |
S1 |
11,202 |
11,202 |
11,385 |
11,285 |
S2 |
10,983 |
10,983 |
11,350 |
|
S3 |
10,598 |
10,817 |
11,314 |
|
S4 |
10,213 |
10,432 |
11,208 |
|
|
Weekly Pivots for week ending 08-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,693 |
12,412 |
11,427 |
|
R3 |
12,208 |
11,927 |
11,294 |
|
R2 |
11,723 |
11,723 |
11,249 |
|
R1 |
11,442 |
11,442 |
11,205 |
11,340 |
PP |
11,238 |
11,238 |
11,238 |
11,188 |
S1 |
10,957 |
10,957 |
11,116 |
10,855 |
S2 |
10,753 |
10,753 |
11,071 |
|
S3 |
10,268 |
10,472 |
11,027 |
|
S4 |
9,783 |
9,987 |
10,893 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
11,535 |
11,035 |
500 |
4.4% |
281 |
2.5% |
77% |
True |
False |
15,734 |
10 |
11,535 |
10,760 |
775 |
6.8% |
248 |
2.2% |
85% |
True |
False |
14,115 |
20 |
11,535 |
10,450 |
1,085 |
9.5% |
274 |
2.4% |
89% |
True |
False |
12,767 |
40 |
11,535 |
9,680 |
1,855 |
16.2% |
228 |
2.0% |
94% |
True |
False |
10,233 |
60 |
11,535 |
8,775 |
2,760 |
24.2% |
182 |
1.6% |
96% |
True |
False |
7,827 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,171 |
2.618 |
12,543 |
1.618 |
12,158 |
1.000 |
11,920 |
0.618 |
11,773 |
HIGH |
11,535 |
0.618 |
11,388 |
0.500 |
11,343 |
0.382 |
11,297 |
LOW |
11,150 |
0.618 |
10,912 |
1.000 |
10,765 |
1.618 |
10,527 |
2.618 |
10,142 |
4.250 |
9,514 |
|
|
Fisher Pivots for day following 11-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
11,394 |
11,379 |
PP |
11,368 |
11,338 |
S1 |
11,343 |
11,298 |
|