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 |
1,505.00 |
1,513.50 |
8.50 |
0.6% |
1,508.00 |
High |
1,515.00 |
1,517.00 |
2.00 |
0.1% |
1,515.00 |
Low |
1,503.75 |
1,509.75 |
6.00 |
0.4% |
1,490.25 |
Close |
1,512.50 |
1,513.00 |
0.50 |
0.0% |
1,512.50 |
Range |
11.25 |
7.25 |
-4.00 |
-35.6% |
24.75 |
ATR |
14.52 |
14.00 |
-0.52 |
-3.6% |
0.00 |
Volume |
1,428,025 |
1,229,917 |
-198,108 |
-13.9% |
8,649,964 |
|
Daily Pivots for day following 11-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,535.00 |
1,531.25 |
1,517.00 |
|
R3 |
1,527.75 |
1,524.00 |
1,515.00 |
|
R2 |
1,520.50 |
1,520.50 |
1,514.25 |
|
R1 |
1,516.75 |
1,516.75 |
1,513.75 |
1,515.00 |
PP |
1,513.25 |
1,513.25 |
1,513.25 |
1,512.50 |
S1 |
1,509.50 |
1,509.50 |
1,512.25 |
1,507.75 |
S2 |
1,506.00 |
1,506.00 |
1,511.75 |
|
S3 |
1,498.75 |
1,502.25 |
1,511.00 |
|
S4 |
1,491.50 |
1,495.00 |
1,509.00 |
|
|
Weekly Pivots for week ending 08-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,580.25 |
1,571.00 |
1,526.00 |
|
R3 |
1,555.50 |
1,546.25 |
1,519.25 |
|
R2 |
1,530.75 |
1,530.75 |
1,517.00 |
|
R1 |
1,521.50 |
1,521.50 |
1,514.75 |
1,526.00 |
PP |
1,506.00 |
1,506.00 |
1,506.00 |
1,508.25 |
S1 |
1,496.75 |
1,496.75 |
1,510.25 |
1,501.50 |
S2 |
1,481.25 |
1,481.25 |
1,508.00 |
|
S3 |
1,456.50 |
1,472.00 |
1,505.75 |
|
S4 |
1,431.75 |
1,447.25 |
1,499.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,517.00 |
1,492.25 |
24.75 |
1.6% |
13.00 |
0.9% |
84% |
True |
False |
1,622,862 |
10 |
1,517.00 |
1,490.25 |
26.75 |
1.8% |
13.50 |
0.9% |
85% |
True |
False |
1,659,718 |
20 |
1,517.00 |
1,456.50 |
60.50 |
4.0% |
12.75 |
0.8% |
93% |
True |
False |
1,542,446 |
40 |
1,517.00 |
1,382.25 |
134.75 |
8.9% |
15.50 |
1.0% |
97% |
True |
False |
1,506,198 |
60 |
1,517.00 |
1,333.75 |
183.25 |
12.1% |
15.50 |
1.0% |
98% |
True |
False |
1,015,988 |
80 |
1,517.00 |
1,333.75 |
183.25 |
12.1% |
16.50 |
1.1% |
98% |
True |
False |
762,406 |
100 |
1,517.00 |
1,333.75 |
183.25 |
12.1% |
16.00 |
1.1% |
98% |
True |
False |
610,286 |
120 |
1,517.00 |
1,333.75 |
183.25 |
12.1% |
15.25 |
1.0% |
98% |
True |
False |
508,625 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,547.75 |
2.618 |
1,536.00 |
1.618 |
1,528.75 |
1.000 |
1,524.25 |
0.618 |
1,521.50 |
HIGH |
1,517.00 |
0.618 |
1,514.25 |
0.500 |
1,513.50 |
0.382 |
1,512.50 |
LOW |
1,509.75 |
0.618 |
1,505.25 |
1.000 |
1,502.50 |
1.618 |
1,498.00 |
2.618 |
1,490.75 |
4.250 |
1,479.00 |
|
|
Fisher Pivots for day following 11-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
1,513.50 |
1,510.50 |
PP |
1,513.25 |
1,508.25 |
S1 |
1,513.00 |
1,505.75 |
|