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 |
1,673.4 |
1,670.5 |
-2.9 |
-0.2% |
1,670.3 |
High |
1,675.8 |
1,671.4 |
-4.4 |
-0.3% |
1,689.1 |
Low |
1,667.9 |
1,646.4 |
-21.5 |
-1.3% |
1,665.1 |
Close |
1,668.9 |
1,651.1 |
-17.8 |
-1.1% |
1,668.9 |
Range |
7.9 |
25.0 |
17.1 |
216.5% |
24.0 |
ATR |
17.0 |
17.6 |
0.6 |
3.3% |
0.0 |
Volume |
2,873 |
2,487 |
-386 |
-13.4% |
17,147 |
|
Daily Pivots for day following 11-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,731.3 |
1,716.2 |
1,664.9 |
|
R3 |
1,706.3 |
1,691.2 |
1,658.0 |
|
R2 |
1,681.3 |
1,681.3 |
1,655.7 |
|
R1 |
1,666.2 |
1,666.2 |
1,653.4 |
1,661.3 |
PP |
1,656.3 |
1,656.3 |
1,656.3 |
1,653.8 |
S1 |
1,641.2 |
1,641.2 |
1,648.8 |
1,636.3 |
S2 |
1,631.3 |
1,631.3 |
1,646.5 |
|
S3 |
1,606.3 |
1,616.2 |
1,644.2 |
|
S4 |
1,581.3 |
1,591.2 |
1,637.4 |
|
|
Weekly Pivots for week ending 08-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,746.4 |
1,731.6 |
1,682.1 |
|
R3 |
1,722.4 |
1,707.6 |
1,675.5 |
|
R2 |
1,698.4 |
1,698.4 |
1,673.3 |
|
R1 |
1,683.6 |
1,683.6 |
1,671.1 |
1,679.0 |
PP |
1,674.4 |
1,674.4 |
1,674.4 |
1,672.1 |
S1 |
1,659.6 |
1,659.6 |
1,666.7 |
1,655.0 |
S2 |
1,650.4 |
1,650.4 |
1,664.5 |
|
S3 |
1,626.4 |
1,635.6 |
1,662.3 |
|
S4 |
1,602.4 |
1,611.6 |
1,655.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,689.1 |
1,646.4 |
42.7 |
2.6% |
16.6 |
1.0% |
11% |
False |
True |
3,255 |
10 |
1,689.1 |
1,646.4 |
42.7 |
2.6% |
17.4 |
1.1% |
11% |
False |
True |
5,490 |
20 |
1,700.0 |
1,646.4 |
53.6 |
3.2% |
16.1 |
1.0% |
9% |
False |
True |
4,754 |
40 |
1,715.6 |
1,631.3 |
84.3 |
5.1% |
18.1 |
1.1% |
23% |
False |
False |
3,890 |
60 |
1,759.5 |
1,631.3 |
128.2 |
7.8% |
17.4 |
1.1% |
15% |
False |
False |
3,243 |
80 |
1,760.5 |
1,631.3 |
129.2 |
7.8% |
17.0 |
1.0% |
15% |
False |
False |
2,808 |
100 |
1,803.0 |
1,631.3 |
171.7 |
10.4% |
16.7 |
1.0% |
12% |
False |
False |
2,458 |
120 |
1,803.0 |
1,631.3 |
171.7 |
10.4% |
16.8 |
1.0% |
12% |
False |
False |
2,157 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,777.7 |
2.618 |
1,736.9 |
1.618 |
1,711.9 |
1.000 |
1,696.4 |
0.618 |
1,686.9 |
HIGH |
1,671.4 |
0.618 |
1,661.9 |
0.500 |
1,658.9 |
0.382 |
1,656.0 |
LOW |
1,646.4 |
0.618 |
1,631.0 |
1.000 |
1,621.4 |
1.618 |
1,606.0 |
2.618 |
1,581.0 |
4.250 |
1,540.2 |
|
|
Fisher Pivots for day following 11-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
1,658.9 |
1,666.1 |
PP |
1,656.3 |
1,661.1 |
S1 |
1,653.7 |
1,656.1 |
|