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 |
1,507.50 |
1,506.75 |
-0.75 |
0.0% |
1,500.75 |
High |
1,510.50 |
1,512.50 |
2.00 |
0.1% |
1,508.50 |
Low |
1,503.75 |
1,502.25 |
-1.50 |
-0.1% |
1,484.25 |
Close |
1,507.00 |
1,510.00 |
3.00 |
0.2% |
1,506.25 |
Range |
6.75 |
10.25 |
3.50 |
51.9% |
24.25 |
ATR |
13.10 |
12.90 |
-0.20 |
-1.6% |
0.00 |
Volume |
3,084 |
5,238 |
2,154 |
69.8% |
27,373 |
|
Daily Pivots for day following 12-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,539.00 |
1,534.75 |
1,515.75 |
|
R3 |
1,528.75 |
1,524.50 |
1,512.75 |
|
R2 |
1,518.50 |
1,518.50 |
1,512.00 |
|
R1 |
1,514.25 |
1,514.25 |
1,511.00 |
1,516.50 |
PP |
1,508.25 |
1,508.25 |
1,508.25 |
1,509.25 |
S1 |
1,504.00 |
1,504.00 |
1,509.00 |
1,506.00 |
S2 |
1,498.00 |
1,498.00 |
1,508.00 |
|
S3 |
1,487.75 |
1,493.75 |
1,507.25 |
|
S4 |
1,477.50 |
1,483.50 |
1,504.25 |
|
|
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 |
1,512.50 |
1,488.50 |
24.00 |
1.6% |
10.75 |
0.7% |
90% |
True |
False |
4,982 |
10 |
1,512.50 |
1,484.25 |
28.25 |
1.9% |
12.25 |
0.8% |
91% |
True |
False |
4,444 |
20 |
1,512.50 |
1,450.50 |
62.00 |
4.1% |
12.25 |
0.8% |
96% |
True |
False |
3,248 |
40 |
1,512.50 |
1,375.75 |
136.75 |
9.1% |
14.00 |
0.9% |
98% |
True |
False |
2,286 |
60 |
1,512.50 |
1,331.25 |
181.25 |
12.0% |
13.25 |
0.9% |
99% |
True |
False |
1,643 |
80 |
1,512.50 |
1,331.25 |
181.25 |
12.0% |
13.50 |
0.9% |
99% |
True |
False |
1,245 |
100 |
1,512.50 |
1,331.25 |
181.25 |
12.0% |
12.50 |
0.8% |
99% |
True |
False |
1,018 |
120 |
1,512.50 |
1,331.25 |
181.25 |
12.0% |
10.75 |
0.7% |
99% |
True |
False |
851 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,556.00 |
2.618 |
1,539.25 |
1.618 |
1,529.00 |
1.000 |
1,522.75 |
0.618 |
1,518.75 |
HIGH |
1,512.50 |
0.618 |
1,508.50 |
0.500 |
1,507.50 |
0.382 |
1,506.25 |
LOW |
1,502.25 |
0.618 |
1,496.00 |
1.000 |
1,492.00 |
1.618 |
1,485.75 |
2.618 |
1,475.50 |
4.250 |
1,458.75 |
|
|
Fisher Pivots for day following 12-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
1,509.00 |
1,508.50 |
PP |
1,508.25 |
1,506.75 |
S1 |
1,507.50 |
1,505.25 |
|