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 |
1,648.6 |
1,652.5 |
3.9 |
0.2% |
1,669.1 |
High |
1,653.8 |
1,655.0 |
1.2 |
0.1% |
1,687.0 |
Low |
1,639.5 |
1,640.5 |
1.0 |
0.1% |
1,661.8 |
Close |
1,649.6 |
1,645.1 |
-4.5 |
-0.3% |
1,666.9 |
Range |
14.3 |
14.5 |
0.2 |
1.4% |
25.2 |
ATR |
18.0 |
17.8 |
-0.3 |
-1.4% |
0.0 |
Volume |
137,082 |
130,849 |
-6,233 |
-4.5% |
642,088 |
|
Daily Pivots for day following 13-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,690.4 |
1,682.2 |
1,653.1 |
|
R3 |
1,675.9 |
1,667.7 |
1,649.1 |
|
R2 |
1,661.4 |
1,661.4 |
1,647.8 |
|
R1 |
1,653.2 |
1,653.2 |
1,646.4 |
1,650.1 |
PP |
1,646.9 |
1,646.9 |
1,646.9 |
1,645.3 |
S1 |
1,638.7 |
1,638.7 |
1,643.8 |
1,635.6 |
S2 |
1,632.4 |
1,632.4 |
1,642.4 |
|
S3 |
1,617.9 |
1,624.2 |
1,641.1 |
|
S4 |
1,603.4 |
1,609.7 |
1,637.1 |
|
|
Weekly Pivots for week ending 08-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,747.5 |
1,732.4 |
1,680.8 |
|
R3 |
1,722.3 |
1,707.2 |
1,673.8 |
|
R2 |
1,697.1 |
1,697.1 |
1,671.5 |
|
R1 |
1,682.0 |
1,682.0 |
1,669.2 |
1,677.0 |
PP |
1,671.9 |
1,671.9 |
1,671.9 |
1,669.4 |
S1 |
1,656.8 |
1,656.8 |
1,664.6 |
1,651.8 |
S2 |
1,646.7 |
1,646.7 |
1,662.3 |
|
S3 |
1,621.5 |
1,631.6 |
1,660.0 |
|
S4 |
1,596.3 |
1,606.4 |
1,653.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,683.9 |
1,639.5 |
44.4 |
2.7% |
16.8 |
1.0% |
13% |
False |
False |
141,569 |
10 |
1,687.0 |
1,639.5 |
47.5 |
2.9% |
17.8 |
1.1% |
12% |
False |
False |
140,835 |
20 |
1,699.9 |
1,639.5 |
60.4 |
3.7% |
16.8 |
1.0% |
9% |
False |
False |
101,109 |
40 |
1,706.1 |
1,627.9 |
78.2 |
4.8% |
19.0 |
1.2% |
22% |
False |
False |
55,960 |
60 |
1,757.9 |
1,627.9 |
130.0 |
7.9% |
18.0 |
1.1% |
13% |
False |
False |
38,186 |
80 |
1,757.9 |
1,627.9 |
130.0 |
7.9% |
17.7 |
1.1% |
13% |
False |
False |
29,062 |
100 |
1,801.8 |
1,627.9 |
173.9 |
10.6% |
17.2 |
1.0% |
10% |
False |
False |
23,449 |
120 |
1,801.8 |
1,627.9 |
173.9 |
10.6% |
17.1 |
1.0% |
10% |
False |
False |
19,665 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,716.6 |
2.618 |
1,693.0 |
1.618 |
1,678.5 |
1.000 |
1,669.5 |
0.618 |
1,664.0 |
HIGH |
1,655.0 |
0.618 |
1,649.5 |
0.500 |
1,647.8 |
0.382 |
1,646.0 |
LOW |
1,640.5 |
0.618 |
1,631.5 |
1.000 |
1,626.0 |
1.618 |
1,617.0 |
2.618 |
1,602.5 |
4.250 |
1,578.9 |
|
|
Fisher Pivots for day following 13-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
1,647.8 |
1,654.9 |
PP |
1,646.9 |
1,651.6 |
S1 |
1,646.0 |
1,648.4 |
|