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 |
6,234.5 |
6,290.0 |
55.5 |
0.9% |
6,313.0 |
High |
6,304.0 |
6,362.5 |
58.5 |
0.9% |
6,318.5 |
Low |
6,218.0 |
6,285.0 |
67.0 |
1.1% |
6,174.0 |
Close |
6,292.5 |
6,334.0 |
41.5 |
0.7% |
6,218.5 |
Range |
86.0 |
77.5 |
-8.5 |
-9.9% |
144.5 |
ATR |
60.5 |
61.7 |
1.2 |
2.0% |
0.0 |
Volume |
121,922 |
109,740 |
-12,182 |
-10.0% |
517,619 |
|
Daily Pivots for day following 13-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,559.5 |
6,524.5 |
6,376.5 |
|
R3 |
6,482.0 |
6,447.0 |
6,355.5 |
|
R2 |
6,404.5 |
6,404.5 |
6,348.0 |
|
R1 |
6,369.5 |
6,369.5 |
6,341.0 |
6,387.0 |
PP |
6,327.0 |
6,327.0 |
6,327.0 |
6,336.0 |
S1 |
6,292.0 |
6,292.0 |
6,327.0 |
6,309.5 |
S2 |
6,249.5 |
6,249.5 |
6,320.0 |
|
S3 |
6,172.0 |
6,214.5 |
6,312.5 |
|
S4 |
6,094.5 |
6,137.0 |
6,291.5 |
|
|
Weekly Pivots for week ending 08-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,670.5 |
6,589.0 |
6,298.0 |
|
R3 |
6,526.0 |
6,444.5 |
6,258.0 |
|
R2 |
6,381.5 |
6,381.5 |
6,245.0 |
|
R1 |
6,300.0 |
6,300.0 |
6,231.5 |
6,268.5 |
PP |
6,237.0 |
6,237.0 |
6,237.0 |
6,221.0 |
S1 |
6,155.5 |
6,155.5 |
6,205.5 |
6,124.0 |
S2 |
6,092.5 |
6,092.5 |
6,192.0 |
|
S3 |
5,948.0 |
6,011.0 |
6,179.0 |
|
S4 |
5,803.5 |
5,866.5 |
6,139.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,362.5 |
6,174.0 |
188.5 |
3.0% |
68.0 |
1.1% |
85% |
True |
False |
96,260 |
10 |
6,362.5 |
6,174.0 |
188.5 |
3.0% |
70.0 |
1.1% |
85% |
True |
False |
111,343 |
20 |
6,362.5 |
6,040.0 |
322.5 |
5.1% |
60.5 |
1.0% |
91% |
True |
False |
102,285 |
40 |
6,362.5 |
5,828.5 |
534.0 |
8.4% |
56.5 |
0.9% |
95% |
True |
False |
97,912 |
60 |
6,362.5 |
5,600.0 |
762.5 |
12.0% |
51.0 |
0.8% |
96% |
True |
False |
71,753 |
80 |
6,362.5 |
5,566.0 |
796.5 |
12.6% |
51.5 |
0.8% |
96% |
True |
False |
53,837 |
100 |
6,362.5 |
5,566.0 |
796.5 |
12.6% |
47.0 |
0.7% |
96% |
True |
False |
43,073 |
120 |
6,362.5 |
5,566.0 |
796.5 |
12.6% |
40.5 |
0.6% |
96% |
True |
False |
35,899 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,692.0 |
2.618 |
6,565.5 |
1.618 |
6,488.0 |
1.000 |
6,440.0 |
0.618 |
6,410.5 |
HIGH |
6,362.5 |
0.618 |
6,333.0 |
0.500 |
6,324.0 |
0.382 |
6,314.5 |
LOW |
6,285.0 |
0.618 |
6,237.0 |
1.000 |
6,207.5 |
1.618 |
6,159.5 |
2.618 |
6,082.0 |
4.250 |
5,955.5 |
|
|
Fisher Pivots for day following 13-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
6,330.5 |
6,318.0 |
PP |
6,327.0 |
6,302.5 |
S1 |
6,324.0 |
6,286.5 |
|