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 |
13,898 |
13,938 |
40 |
0.3% |
13,941 |
High |
13,975 |
13,963 |
-12 |
-0.1% |
13,975 |
Low |
13,883 |
13,891 |
8 |
0.1% |
13,802 |
Close |
13,926 |
13,924 |
-2 |
0.0% |
13,926 |
Range |
92 |
72 |
-20 |
-21.7% |
173 |
ATR |
119 |
116 |
-3 |
-2.8% |
0 |
Volume |
101,050 |
84,679 |
-16,371 |
-16.2% |
585,171 |
|
Daily Pivots for day following 11-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,142 |
14,105 |
13,964 |
|
R3 |
14,070 |
14,033 |
13,944 |
|
R2 |
13,998 |
13,998 |
13,937 |
|
R1 |
13,961 |
13,961 |
13,931 |
13,944 |
PP |
13,926 |
13,926 |
13,926 |
13,917 |
S1 |
13,889 |
13,889 |
13,918 |
13,872 |
S2 |
13,854 |
13,854 |
13,911 |
|
S3 |
13,782 |
13,817 |
13,904 |
|
S4 |
13,710 |
13,745 |
13,885 |
|
|
Weekly Pivots for week ending 08-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,420 |
14,346 |
14,021 |
|
R3 |
14,247 |
14,173 |
13,974 |
|
R2 |
14,074 |
14,074 |
13,958 |
|
R1 |
14,000 |
14,000 |
13,942 |
13,951 |
PP |
13,901 |
13,901 |
13,901 |
13,876 |
S1 |
13,827 |
13,827 |
13,910 |
13,778 |
S2 |
13,728 |
13,728 |
13,894 |
|
S3 |
13,555 |
13,654 |
13,879 |
|
S4 |
13,382 |
13,481 |
13,831 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,975 |
13,802 |
173 |
1.2% |
110 |
0.8% |
71% |
False |
False |
111,135 |
10 |
13,975 |
13,797 |
178 |
1.3% |
113 |
0.8% |
71% |
False |
False |
109,365 |
20 |
13,975 |
13,378 |
597 |
4.3% |
108 |
0.8% |
91% |
False |
False |
104,825 |
40 |
13,975 |
12,742 |
1,233 |
8.9% |
124 |
0.9% |
96% |
False |
False |
103,667 |
60 |
13,975 |
12,380 |
1,595 |
11.5% |
125 |
0.9% |
97% |
False |
False |
69,593 |
80 |
13,975 |
12,380 |
1,595 |
11.5% |
121 |
0.9% |
97% |
False |
False |
52,198 |
100 |
13,975 |
12,380 |
1,595 |
11.5% |
110 |
0.8% |
97% |
False |
False |
41,761 |
120 |
13,975 |
12,380 |
1,595 |
11.5% |
96 |
0.7% |
97% |
False |
False |
34,803 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,269 |
2.618 |
14,152 |
1.618 |
14,080 |
1.000 |
14,035 |
0.618 |
14,008 |
HIGH |
13,963 |
0.618 |
13,936 |
0.500 |
13,927 |
0.382 |
13,919 |
LOW |
13,891 |
0.618 |
13,847 |
1.000 |
13,819 |
1.618 |
13,775 |
2.618 |
13,703 |
4.250 |
13,585 |
|
|
Fisher Pivots for day following 11-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
13,927 |
13,912 |
PP |
13,926 |
13,900 |
S1 |
13,925 |
13,889 |
|