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 |
11,485 |
11,380 |
-105 |
-0.9% |
11,330 |
High |
11,505 |
11,395 |
-110 |
-1.0% |
11,520 |
Low |
11,320 |
11,220 |
-100 |
-0.9% |
11,035 |
Close |
11,395 |
11,340 |
-55 |
-0.5% |
11,160 |
Range |
185 |
175 |
-10 |
-5.4% |
485 |
ATR |
245 |
240 |
-5 |
-2.0% |
0 |
Volume |
21,771 |
9,966 |
-11,805 |
-54.2% |
84,299 |
|
Daily Pivots for day following 13-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,843 |
11,767 |
11,436 |
|
R3 |
11,668 |
11,592 |
11,388 |
|
R2 |
11,493 |
11,493 |
11,372 |
|
R1 |
11,417 |
11,417 |
11,356 |
11,368 |
PP |
11,318 |
11,318 |
11,318 |
11,294 |
S1 |
11,242 |
11,242 |
11,324 |
11,193 |
S2 |
11,143 |
11,143 |
11,308 |
|
S3 |
10,968 |
11,067 |
11,292 |
|
S4 |
10,793 |
10,892 |
11,244 |
|
|
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% |
253 |
2.2% |
59% |
False |
False |
14,446 |
10 |
11,535 |
11,035 |
500 |
4.4% |
234 |
2.1% |
61% |
False |
False |
15,316 |
20 |
11,535 |
10,450 |
1,085 |
9.6% |
276 |
2.4% |
82% |
False |
False |
13,470 |
40 |
11,535 |
9,785 |
1,750 |
15.4% |
231 |
2.0% |
89% |
False |
False |
10,631 |
60 |
11,535 |
9,035 |
2,500 |
22.0% |
186 |
1.6% |
92% |
False |
False |
8,356 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,139 |
2.618 |
11,853 |
1.618 |
11,678 |
1.000 |
11,570 |
0.618 |
11,503 |
HIGH |
11,395 |
0.618 |
11,328 |
0.500 |
11,308 |
0.382 |
11,287 |
LOW |
11,220 |
0.618 |
11,112 |
1.000 |
11,045 |
1.618 |
10,937 |
2.618 |
10,762 |
4.250 |
10,476 |
|
|
Fisher Pivots for day following 13-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
11,329 |
11,343 |
PP |
11,318 |
11,342 |
S1 |
11,308 |
11,341 |
|