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 |
1,513.50 |
1,512.50 |
-1.00 |
-0.1% |
1,508.00 |
High |
1,517.00 |
1,519.00 |
2.00 |
0.1% |
1,515.00 |
Low |
1,509.75 |
1,508.50 |
-1.25 |
-0.1% |
1,490.25 |
Close |
1,513.00 |
1,516.25 |
3.25 |
0.2% |
1,512.50 |
Range |
7.25 |
10.50 |
3.25 |
44.8% |
24.75 |
ATR |
14.00 |
13.75 |
-0.25 |
-1.8% |
0.00 |
Volume |
1,229,917 |
1,258,561 |
28,644 |
2.3% |
8,649,964 |
|
Daily Pivots for day following 12-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,546.00 |
1,541.75 |
1,522.00 |
|
R3 |
1,535.50 |
1,531.25 |
1,519.25 |
|
R2 |
1,525.00 |
1,525.00 |
1,518.25 |
|
R1 |
1,520.75 |
1,520.75 |
1,517.25 |
1,523.00 |
PP |
1,514.50 |
1,514.50 |
1,514.50 |
1,515.75 |
S1 |
1,510.25 |
1,510.25 |
1,515.25 |
1,512.50 |
S2 |
1,504.00 |
1,504.00 |
1,514.25 |
|
S3 |
1,493.50 |
1,499.75 |
1,513.25 |
|
S4 |
1,483.00 |
1,489.25 |
1,510.50 |
|
|
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 |
1,519.00 |
1,494.50 |
24.50 |
1.6% |
11.25 |
0.7% |
89% |
True |
False |
1,526,180 |
10 |
1,519.00 |
1,490.25 |
28.75 |
1.9% |
13.00 |
0.9% |
90% |
True |
False |
1,635,571 |
20 |
1,519.00 |
1,456.50 |
62.50 |
4.1% |
12.75 |
0.8% |
96% |
True |
False |
1,546,949 |
40 |
1,519.00 |
1,382.25 |
136.75 |
9.0% |
15.50 |
1.0% |
98% |
True |
False |
1,513,463 |
60 |
1,519.00 |
1,333.75 |
185.25 |
12.2% |
15.25 |
1.0% |
99% |
True |
False |
1,036,923 |
80 |
1,519.00 |
1,333.75 |
185.25 |
12.2% |
16.50 |
1.1% |
99% |
True |
False |
778,127 |
100 |
1,519.00 |
1,333.75 |
185.25 |
12.2% |
16.25 |
1.1% |
99% |
True |
False |
622,871 |
120 |
1,519.00 |
1,333.75 |
185.25 |
12.2% |
15.25 |
1.0% |
99% |
True |
False |
519,113 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,563.50 |
2.618 |
1,546.50 |
1.618 |
1,536.00 |
1.000 |
1,529.50 |
0.618 |
1,525.50 |
HIGH |
1,519.00 |
0.618 |
1,515.00 |
0.500 |
1,513.75 |
0.382 |
1,512.50 |
LOW |
1,508.50 |
0.618 |
1,502.00 |
1.000 |
1,498.00 |
1.618 |
1,491.50 |
2.618 |
1,481.00 |
4.250 |
1,464.00 |
|
|
Fisher Pivots for day following 12-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
1,515.50 |
1,514.50 |
PP |
1,514.50 |
1,513.00 |
S1 |
1,513.75 |
1,511.50 |
|