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 |
11,160 |
11,485 |
325 |
2.9% |
11,330 |
High |
11,535 |
11,505 |
-30 |
-0.3% |
11,520 |
Low |
11,150 |
11,320 |
170 |
1.5% |
11,035 |
Close |
11,420 |
11,395 |
-25 |
-0.2% |
11,160 |
Range |
385 |
185 |
-200 |
-51.9% |
485 |
ATR |
250 |
245 |
-5 |
-1.8% |
0 |
Volume |
11,862 |
21,771 |
9,909 |
83.5% |
84,299 |
|
Daily Pivots for day following 12-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,962 |
11,863 |
11,497 |
|
R3 |
11,777 |
11,678 |
11,446 |
|
R2 |
11,592 |
11,592 |
11,429 |
|
R1 |
11,493 |
11,493 |
11,412 |
11,450 |
PP |
11,407 |
11,407 |
11,407 |
11,385 |
S1 |
11,308 |
11,308 |
11,378 |
11,265 |
S2 |
11,222 |
11,222 |
11,361 |
|
S3 |
11,037 |
11,123 |
11,344 |
|
S4 |
10,852 |
10,938 |
11,293 |
|
|
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 |
11,060 |
475 |
4.2% |
265 |
2.3% |
71% |
False |
False |
16,747 |
10 |
11,535 |
10,930 |
605 |
5.3% |
245 |
2.2% |
77% |
False |
False |
15,419 |
20 |
11,535 |
10,450 |
1,085 |
9.5% |
278 |
2.4% |
87% |
False |
False |
13,424 |
40 |
11,535 |
9,705 |
1,830 |
16.1% |
229 |
2.0% |
92% |
False |
False |
10,561 |
60 |
11,535 |
8,775 |
2,760 |
24.2% |
185 |
1.6% |
95% |
False |
False |
8,190 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,291 |
2.618 |
11,989 |
1.618 |
11,804 |
1.000 |
11,690 |
0.618 |
11,619 |
HIGH |
11,505 |
0.618 |
11,434 |
0.500 |
11,413 |
0.382 |
11,391 |
LOW |
11,320 |
0.618 |
11,206 |
1.000 |
11,135 |
1.618 |
11,021 |
2.618 |
10,836 |
4.250 |
10,534 |
|
|
Fisher Pivots for day following 12-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
11,413 |
11,363 |
PP |
11,407 |
11,330 |
S1 |
11,401 |
11,298 |
|