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 |
1,506.75 |
1,511.75 |
5.00 |
0.3% |
1,500.75 |
High |
1,512.50 |
1,515.50 |
3.00 |
0.2% |
1,508.50 |
Low |
1,502.25 |
1,506.75 |
4.50 |
0.3% |
1,484.25 |
Close |
1,510.00 |
1,511.00 |
1.00 |
0.1% |
1,506.25 |
Range |
10.25 |
8.75 |
-1.50 |
-14.6% |
24.25 |
ATR |
12.90 |
12.60 |
-0.30 |
-2.3% |
0.00 |
Volume |
5,238 |
3,578 |
-1,660 |
-31.7% |
27,373 |
|
Daily Pivots for day following 13-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,537.25 |
1,533.00 |
1,515.75 |
|
R3 |
1,528.50 |
1,524.25 |
1,513.50 |
|
R2 |
1,519.75 |
1,519.75 |
1,512.50 |
|
R1 |
1,515.50 |
1,515.50 |
1,511.75 |
1,513.25 |
PP |
1,511.00 |
1,511.00 |
1,511.00 |
1,510.00 |
S1 |
1,506.75 |
1,506.75 |
1,510.25 |
1,504.50 |
S2 |
1,502.25 |
1,502.25 |
1,509.50 |
|
S3 |
1,493.50 |
1,498.00 |
1,508.50 |
|
S4 |
1,484.75 |
1,489.25 |
1,506.25 |
|
|
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 |
1,515.50 |
1,488.50 |
27.00 |
1.8% |
10.50 |
0.7% |
83% |
True |
False |
5,292 |
10 |
1,515.50 |
1,484.25 |
31.25 |
2.1% |
12.00 |
0.8% |
86% |
True |
False |
4,337 |
20 |
1,515.50 |
1,453.75 |
61.75 |
4.1% |
12.00 |
0.8% |
93% |
True |
False |
3,410 |
40 |
1,515.50 |
1,375.75 |
139.75 |
9.2% |
13.75 |
0.9% |
97% |
True |
False |
2,370 |
60 |
1,515.50 |
1,334.00 |
181.50 |
12.0% |
13.25 |
0.9% |
98% |
True |
False |
1,698 |
80 |
1,515.50 |
1,331.25 |
184.25 |
12.2% |
13.50 |
0.9% |
98% |
True |
False |
1,290 |
100 |
1,515.50 |
1,331.25 |
184.25 |
12.2% |
12.50 |
0.8% |
98% |
True |
False |
1,049 |
120 |
1,515.50 |
1,331.25 |
184.25 |
12.2% |
10.75 |
0.7% |
98% |
True |
False |
881 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,552.75 |
2.618 |
1,538.50 |
1.618 |
1,529.75 |
1.000 |
1,524.25 |
0.618 |
1,521.00 |
HIGH |
1,515.50 |
0.618 |
1,512.25 |
0.500 |
1,511.00 |
0.382 |
1,510.00 |
LOW |
1,506.75 |
0.618 |
1,501.25 |
1.000 |
1,498.00 |
1.618 |
1,492.50 |
2.618 |
1,483.75 |
4.250 |
1,469.50 |
|
|
Fisher Pivots for day following 13-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
1,511.00 |
1,510.25 |
PP |
1,511.00 |
1,509.50 |
S1 |
1,511.00 |
1,509.00 |
|