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 |
13,938 |
13,922 |
-16 |
-0.1% |
13,941 |
High |
13,963 |
13,992 |
29 |
0.2% |
13,975 |
Low |
13,891 |
13,888 |
-3 |
0.0% |
13,802 |
Close |
13,924 |
13,973 |
49 |
0.4% |
13,926 |
Range |
72 |
104 |
32 |
44.4% |
173 |
ATR |
116 |
115 |
-1 |
-0.7% |
0 |
Volume |
84,679 |
85,827 |
1,148 |
1.4% |
585,171 |
|
Daily Pivots for day following 12-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,263 |
14,222 |
14,030 |
|
R3 |
14,159 |
14,118 |
14,002 |
|
R2 |
14,055 |
14,055 |
13,992 |
|
R1 |
14,014 |
14,014 |
13,983 |
14,035 |
PP |
13,951 |
13,951 |
13,951 |
13,961 |
S1 |
13,910 |
13,910 |
13,964 |
13,931 |
S2 |
13,847 |
13,847 |
13,954 |
|
S3 |
13,743 |
13,806 |
13,945 |
|
S4 |
13,639 |
13,702 |
13,916 |
|
|
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 |
13,992 |
13,802 |
190 |
1.4% |
106 |
0.8% |
90% |
True |
False |
105,549 |
10 |
13,992 |
13,797 |
195 |
1.4% |
112 |
0.8% |
90% |
True |
False |
108,889 |
20 |
13,992 |
13,378 |
614 |
4.4% |
110 |
0.8% |
97% |
True |
False |
104,631 |
40 |
13,992 |
12,742 |
1,250 |
8.9% |
123 |
0.9% |
98% |
True |
False |
104,926 |
60 |
13,992 |
12,380 |
1,612 |
11.5% |
123 |
0.9% |
99% |
True |
False |
71,023 |
80 |
13,992 |
12,380 |
1,612 |
11.5% |
122 |
0.9% |
99% |
True |
False |
53,271 |
100 |
13,992 |
12,380 |
1,612 |
11.5% |
111 |
0.8% |
99% |
True |
False |
42,619 |
120 |
13,992 |
12,380 |
1,612 |
11.5% |
97 |
0.7% |
99% |
True |
False |
35,518 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,434 |
2.618 |
14,264 |
1.618 |
14,160 |
1.000 |
14,096 |
0.618 |
14,056 |
HIGH |
13,992 |
0.618 |
13,952 |
0.500 |
13,940 |
0.382 |
13,928 |
LOW |
13,888 |
0.618 |
13,824 |
1.000 |
13,784 |
1.618 |
13,720 |
2.618 |
13,616 |
4.250 |
13,446 |
|
|
Fisher Pivots for day following 12-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
13,962 |
13,961 |
PP |
13,951 |
13,949 |
S1 |
13,940 |
13,938 |
|