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 |
1,671.6 |
1,651.7 |
-19.9 |
-1.2% |
1,673.4 |
High |
1,673.0 |
1,657.1 |
-15.9 |
-1.0% |
1,686.4 |
Low |
1,649.3 |
1,644.8 |
-4.5 |
-0.3% |
1,667.1 |
Close |
1,653.0 |
1,653.4 |
0.4 |
0.0% |
1,670.9 |
Range |
23.7 |
12.3 |
-11.4 |
-48.1% |
19.3 |
ATR |
15.7 |
15.5 |
-0.2 |
-1.6% |
0.0 |
Volume |
1,317 |
9,167 |
7,850 |
596.1% |
8,290 |
|
Daily Pivots for day following 12-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,688.7 |
1,683.3 |
1,660.2 |
|
R3 |
1,676.4 |
1,671.0 |
1,656.8 |
|
R2 |
1,664.1 |
1,664.1 |
1,655.7 |
|
R1 |
1,658.7 |
1,658.7 |
1,654.5 |
1,661.4 |
PP |
1,651.8 |
1,651.8 |
1,651.8 |
1,653.1 |
S1 |
1,646.4 |
1,646.4 |
1,652.3 |
1,649.1 |
S2 |
1,639.5 |
1,639.5 |
1,651.1 |
|
S3 |
1,627.2 |
1,634.1 |
1,650.0 |
|
S4 |
1,614.9 |
1,621.8 |
1,646.6 |
|
|
Weekly Pivots for week ending 08-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,732.7 |
1,721.1 |
1,681.5 |
|
R3 |
1,713.4 |
1,701.8 |
1,676.2 |
|
R2 |
1,694.1 |
1,694.1 |
1,674.4 |
|
R1 |
1,682.5 |
1,682.5 |
1,672.7 |
1,678.7 |
PP |
1,674.8 |
1,674.8 |
1,674.8 |
1,672.9 |
S1 |
1,663.2 |
1,663.2 |
1,669.1 |
1,659.4 |
S2 |
1,655.5 |
1,655.5 |
1,667.4 |
|
S3 |
1,636.2 |
1,643.9 |
1,665.6 |
|
S4 |
1,616.9 |
1,624.6 |
1,660.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,686.4 |
1,644.8 |
41.6 |
2.5% |
13.9 |
0.8% |
21% |
False |
True |
3,040 |
10 |
1,687.6 |
1,644.8 |
42.8 |
2.6% |
15.7 |
0.9% |
20% |
False |
True |
2,788 |
20 |
1,702.4 |
1,644.8 |
57.6 |
3.5% |
13.8 |
0.8% |
15% |
False |
True |
2,339 |
40 |
1,710.0 |
1,634.1 |
75.9 |
4.6% |
15.7 |
0.9% |
25% |
False |
False |
1,835 |
60 |
1,759.7 |
1,634.1 |
125.6 |
7.6% |
14.5 |
0.9% |
15% |
False |
False |
1,466 |
80 |
1,759.7 |
1,634.1 |
125.6 |
7.6% |
13.9 |
0.8% |
15% |
False |
False |
1,532 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,709.4 |
2.618 |
1,689.3 |
1.618 |
1,677.0 |
1.000 |
1,669.4 |
0.618 |
1,664.7 |
HIGH |
1,657.1 |
0.618 |
1,652.4 |
0.500 |
1,651.0 |
0.382 |
1,649.5 |
LOW |
1,644.8 |
0.618 |
1,637.2 |
1.000 |
1,632.5 |
1.618 |
1,624.9 |
2.618 |
1,612.6 |
4.250 |
1,592.5 |
|
|
Fisher Pivots for day following 12-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
1,652.6 |
1,661.3 |
PP |
1,651.8 |
1,658.7 |
S1 |
1,651.0 |
1,656.0 |
|