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 |
1,498.75 |
1,507.50 |
8.75 |
0.6% |
1,500.75 |
High |
1,508.50 |
1,510.50 |
2.00 |
0.1% |
1,508.50 |
Low |
1,498.00 |
1,503.75 |
5.75 |
0.4% |
1,484.25 |
Close |
1,506.25 |
1,507.00 |
0.75 |
0.0% |
1,506.25 |
Range |
10.50 |
6.75 |
-3.75 |
-35.7% |
24.25 |
ATR |
13.59 |
13.10 |
-0.49 |
-3.6% |
0.00 |
Volume |
10,682 |
3,084 |
-7,598 |
-71.1% |
27,373 |
|
Daily Pivots for day following 11-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,527.25 |
1,524.00 |
1,510.75 |
|
R3 |
1,520.50 |
1,517.25 |
1,508.75 |
|
R2 |
1,513.75 |
1,513.75 |
1,508.25 |
|
R1 |
1,510.50 |
1,510.50 |
1,507.50 |
1,508.75 |
PP |
1,507.00 |
1,507.00 |
1,507.00 |
1,506.25 |
S1 |
1,503.75 |
1,503.75 |
1,506.50 |
1,502.00 |
S2 |
1,500.25 |
1,500.25 |
1,505.75 |
|
S3 |
1,493.50 |
1,497.00 |
1,505.25 |
|
S4 |
1,486.75 |
1,490.25 |
1,503.25 |
|
|
Weekly Pivots for week ending 08-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,572.50 |
1,563.50 |
1,519.50 |
|
R3 |
1,548.25 |
1,539.25 |
1,513.00 |
|
R2 |
1,524.00 |
1,524.00 |
1,510.75 |
|
R1 |
1,515.00 |
1,515.00 |
1,508.50 |
1,519.50 |
PP |
1,499.75 |
1,499.75 |
1,499.75 |
1,502.00 |
S1 |
1,490.75 |
1,490.75 |
1,504.00 |
1,495.25 |
S2 |
1,475.50 |
1,475.50 |
1,501.75 |
|
S3 |
1,451.25 |
1,466.50 |
1,499.50 |
|
S4 |
1,427.00 |
1,442.25 |
1,493.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,510.50 |
1,485.75 |
24.75 |
1.6% |
12.50 |
0.8% |
86% |
True |
False |
5,562 |
10 |
1,510.50 |
1,484.25 |
26.25 |
1.7% |
12.75 |
0.8% |
87% |
True |
False |
4,251 |
20 |
1,510.50 |
1,450.50 |
60.00 |
4.0% |
12.25 |
0.8% |
94% |
True |
False |
3,041 |
40 |
1,510.50 |
1,375.75 |
134.75 |
8.9% |
14.00 |
0.9% |
97% |
True |
False |
2,156 |
60 |
1,510.50 |
1,331.25 |
179.25 |
11.9% |
13.25 |
0.9% |
98% |
True |
False |
1,556 |
80 |
1,510.50 |
1,331.25 |
179.25 |
11.9% |
13.50 |
0.9% |
98% |
True |
False |
1,180 |
100 |
1,510.50 |
1,331.25 |
179.25 |
11.9% |
12.50 |
0.8% |
98% |
True |
False |
965 |
120 |
1,510.50 |
1,331.25 |
179.25 |
11.9% |
10.50 |
0.7% |
98% |
True |
False |
807 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,539.25 |
2.618 |
1,528.25 |
1.618 |
1,521.50 |
1.000 |
1,517.25 |
0.618 |
1,514.75 |
HIGH |
1,510.50 |
0.618 |
1,508.00 |
0.500 |
1,507.00 |
0.382 |
1,506.25 |
LOW |
1,503.75 |
0.618 |
1,499.50 |
1.000 |
1,497.00 |
1.618 |
1,492.75 |
2.618 |
1,486.00 |
4.250 |
1,475.00 |
|
|
Fisher Pivots for day following 11-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
1,507.00 |
1,504.50 |
PP |
1,507.00 |
1,502.00 |
S1 |
1,507.00 |
1,499.50 |
|