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 |
13,944.05 |
13,992.97 |
48.92 |
0.4% |
14,009.79 |
High |
14,022.62 |
13,992.97 |
-29.65 |
-0.2% |
14,022.62 |
Low |
13,944.05 |
13,940.41 |
-3.64 |
0.0% |
13,852.20 |
Close |
13,992.97 |
13,971.24 |
-21.73 |
-0.2% |
13,992.97 |
Range |
78.57 |
52.56 |
-26.01 |
-33.1% |
170.42 |
ATR |
103.56 |
99.91 |
-3.64 |
-3.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 11-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,125.89 |
14,101.12 |
14,000.15 |
|
R3 |
14,073.33 |
14,048.56 |
13,985.69 |
|
R2 |
14,020.77 |
14,020.77 |
13,980.88 |
|
R1 |
13,996.00 |
13,996.00 |
13,976.06 |
13,982.11 |
PP |
13,968.21 |
13,968.21 |
13,968.21 |
13,961.26 |
S1 |
13,943.44 |
13,943.44 |
13,966.42 |
13,929.55 |
S2 |
13,915.65 |
13,915.65 |
13,961.60 |
|
S3 |
13,863.09 |
13,890.88 |
13,956.79 |
|
S4 |
13,810.53 |
13,838.32 |
13,942.33 |
|
|
Weekly Pivots for week ending 08-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,467.19 |
14,400.50 |
14,086.70 |
|
R3 |
14,296.77 |
14,230.08 |
14,039.84 |
|
R2 |
14,126.35 |
14,126.35 |
14,024.21 |
|
R1 |
14,059.66 |
14,059.66 |
14,008.59 |
14,007.80 |
PP |
13,955.93 |
13,955.93 |
13,955.93 |
13,930.00 |
S1 |
13,889.24 |
13,889.24 |
13,977.35 |
13,837.38 |
S2 |
13,785.51 |
13,785.51 |
13,961.73 |
|
S3 |
13,615.09 |
13,718.82 |
13,946.10 |
|
S4 |
13,444.67 |
13,548.40 |
13,899.24 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
14,022.62 |
13,852.20 |
170.42 |
1.2% |
95.79 |
0.7% |
70% |
False |
False |
|
10 |
14,022.62 |
13,852.20 |
170.42 |
1.2% |
102.07 |
0.7% |
70% |
False |
False |
|
20 |
14,022.62 |
13,445.80 |
576.82 |
4.1% |
92.34 |
0.7% |
91% |
False |
False |
|
40 |
14,022.62 |
12,883.89 |
1,138.73 |
8.2% |
106.78 |
0.8% |
95% |
False |
False |
|
60 |
14,022.62 |
12,471.49 |
1,551.13 |
11.1% |
112.47 |
0.8% |
97% |
False |
False |
|
80 |
14,022.62 |
12,471.49 |
1,551.13 |
11.1% |
121.34 |
0.9% |
97% |
False |
False |
|
100 |
14,022.62 |
12,471.49 |
1,551.13 |
11.1% |
117.99 |
0.8% |
97% |
False |
False |
|
120 |
14,022.62 |
12,471.49 |
1,551.13 |
11.1% |
116.41 |
0.8% |
97% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,216.35 |
2.618 |
14,130.57 |
1.618 |
14,078.01 |
1.000 |
14,045.53 |
0.618 |
14,025.45 |
HIGH |
13,992.97 |
0.618 |
13,972.89 |
0.500 |
13,966.69 |
0.382 |
13,960.49 |
LOW |
13,940.41 |
0.618 |
13,907.93 |
1.000 |
13,887.85 |
1.618 |
13,855.37 |
2.618 |
13,802.81 |
4.250 |
13,717.03 |
|
|
Fisher Pivots for day following 11-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
13,969.72 |
13,959.96 |
PP |
13,968.21 |
13,948.69 |
S1 |
13,966.69 |
13,937.41 |
|