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 |
1,512.50 |
1,517.50 |
5.00 |
0.3% |
1,508.00 |
High |
1,519.00 |
1,522.00 |
3.00 |
0.2% |
1,515.00 |
Low |
1,508.50 |
1,513.00 |
4.50 |
0.3% |
1,490.25 |
Close |
1,516.25 |
1,517.25 |
1.00 |
0.1% |
1,512.50 |
Range |
10.50 |
9.00 |
-1.50 |
-14.3% |
24.75 |
ATR |
13.75 |
13.41 |
-0.34 |
-2.5% |
0.00 |
Volume |
1,258,561 |
1,269,215 |
10,654 |
0.8% |
8,649,964 |
|
Daily Pivots for day following 13-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,544.50 |
1,539.75 |
1,522.25 |
|
R3 |
1,535.50 |
1,530.75 |
1,519.75 |
|
R2 |
1,526.50 |
1,526.50 |
1,519.00 |
|
R1 |
1,521.75 |
1,521.75 |
1,518.00 |
1,519.50 |
PP |
1,517.50 |
1,517.50 |
1,517.50 |
1,516.25 |
S1 |
1,512.75 |
1,512.75 |
1,516.50 |
1,510.50 |
S2 |
1,508.50 |
1,508.50 |
1,515.50 |
|
S3 |
1,499.50 |
1,503.75 |
1,514.75 |
|
S4 |
1,490.50 |
1,494.75 |
1,512.25 |
|
|
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 |
1,522.00 |
1,494.50 |
27.50 |
1.8% |
11.00 |
0.7% |
83% |
True |
False |
1,429,279 |
10 |
1,522.00 |
1,490.25 |
31.75 |
2.1% |
12.50 |
0.8% |
85% |
True |
False |
1,582,654 |
20 |
1,522.00 |
1,460.00 |
62.00 |
4.1% |
12.50 |
0.8% |
92% |
True |
False |
1,544,207 |
40 |
1,522.00 |
1,382.25 |
139.75 |
9.2% |
15.25 |
1.0% |
97% |
True |
False |
1,502,968 |
60 |
1,522.00 |
1,333.75 |
188.25 |
12.4% |
15.25 |
1.0% |
97% |
True |
False |
1,057,965 |
80 |
1,522.00 |
1,333.75 |
188.25 |
12.4% |
16.50 |
1.1% |
97% |
True |
False |
793,981 |
100 |
1,522.00 |
1,333.75 |
188.25 |
12.4% |
16.25 |
1.1% |
97% |
True |
False |
635,545 |
120 |
1,522.00 |
1,333.75 |
188.25 |
12.4% |
15.25 |
1.0% |
97% |
True |
False |
529,689 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,560.25 |
2.618 |
1,545.50 |
1.618 |
1,536.50 |
1.000 |
1,531.00 |
0.618 |
1,527.50 |
HIGH |
1,522.00 |
0.618 |
1,518.50 |
0.500 |
1,517.50 |
0.382 |
1,516.50 |
LOW |
1,513.00 |
0.618 |
1,507.50 |
1.000 |
1,504.00 |
1.618 |
1,498.50 |
2.618 |
1,489.50 |
4.250 |
1,474.75 |
|
|
Fisher Pivots for day following 13-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
1,517.50 |
1,516.50 |
PP |
1,517.50 |
1,516.00 |
S1 |
1,517.25 |
1,515.25 |
|