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 |
1,670.5 |
1,649.0 |
-21.5 |
-1.3% |
1,670.3 |
High |
1,671.4 |
1,655.6 |
-15.8 |
-0.9% |
1,689.1 |
Low |
1,646.4 |
1,642.0 |
-4.4 |
-0.3% |
1,665.1 |
Close |
1,651.1 |
1,651.6 |
0.5 |
0.0% |
1,668.9 |
Range |
25.0 |
13.6 |
-11.4 |
-45.6% |
24.0 |
ATR |
17.6 |
17.3 |
-0.3 |
-1.6% |
0.0 |
Volume |
2,487 |
20,619 |
18,132 |
729.1% |
17,147 |
|
Daily Pivots for day following 12-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,690.5 |
1,684.7 |
1,659.1 |
|
R3 |
1,676.9 |
1,671.1 |
1,655.3 |
|
R2 |
1,663.3 |
1,663.3 |
1,654.1 |
|
R1 |
1,657.5 |
1,657.5 |
1,652.8 |
1,660.4 |
PP |
1,649.7 |
1,649.7 |
1,649.7 |
1,651.2 |
S1 |
1,643.9 |
1,643.9 |
1,650.4 |
1,646.8 |
S2 |
1,636.1 |
1,636.1 |
1,649.1 |
|
S3 |
1,622.5 |
1,630.3 |
1,647.9 |
|
S4 |
1,608.9 |
1,616.7 |
1,644.1 |
|
|
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 |
1,685.8 |
1,642.0 |
43.8 |
2.7% |
15.4 |
0.9% |
22% |
False |
True |
6,950 |
10 |
1,689.1 |
1,642.0 |
47.1 |
2.9% |
17.7 |
1.1% |
20% |
False |
True |
6,831 |
20 |
1,700.0 |
1,642.0 |
58.0 |
3.5% |
16.1 |
1.0% |
17% |
False |
True |
5,559 |
40 |
1,708.2 |
1,631.3 |
76.9 |
4.7% |
18.0 |
1.1% |
26% |
False |
False |
4,387 |
60 |
1,759.5 |
1,631.3 |
128.2 |
7.8% |
17.4 |
1.1% |
16% |
False |
False |
3,553 |
80 |
1,759.5 |
1,631.3 |
128.2 |
7.8% |
17.1 |
1.0% |
16% |
False |
False |
3,051 |
100 |
1,803.0 |
1,631.3 |
171.7 |
10.4% |
16.7 |
1.0% |
12% |
False |
False |
2,662 |
120 |
1,803.0 |
1,631.3 |
171.7 |
10.4% |
16.8 |
1.0% |
12% |
False |
False |
2,328 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,713.4 |
2.618 |
1,691.2 |
1.618 |
1,677.6 |
1.000 |
1,669.2 |
0.618 |
1,664.0 |
HIGH |
1,655.6 |
0.618 |
1,650.4 |
0.500 |
1,648.8 |
0.382 |
1,647.2 |
LOW |
1,642.0 |
0.618 |
1,633.6 |
1.000 |
1,628.4 |
1.618 |
1,620.0 |
2.618 |
1,606.4 |
4.250 |
1,584.2 |
|
|
Fisher Pivots for day following 12-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
1,650.7 |
1,658.9 |
PP |
1,649.7 |
1,656.5 |
S1 |
1,648.8 |
1,654.0 |
|