Trading Metrics calculated at close of trading on 07-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2013 |
07-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
13,979.30 |
13,988.06 |
8.76 |
0.1% |
13,895.98 |
High |
13,991.61 |
13,988.06 |
-3.55 |
0.0% |
14,019.78 |
Low |
13,913.18 |
13,852.20 |
-60.98 |
-0.4% |
13,860.58 |
Close |
13,986.52 |
13,944.05 |
-42.47 |
-0.3% |
14,009.79 |
Range |
78.43 |
135.86 |
57.43 |
73.2% |
159.20 |
ATR |
103.14 |
105.48 |
2.34 |
2.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 07-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,335.68 |
14,275.73 |
14,018.77 |
|
R3 |
14,199.82 |
14,139.87 |
13,981.41 |
|
R2 |
14,063.96 |
14,063.96 |
13,968.96 |
|
R1 |
14,004.01 |
14,004.01 |
13,956.50 |
13,966.06 |
PP |
13,928.10 |
13,928.10 |
13,928.10 |
13,909.13 |
S1 |
13,868.15 |
13,868.15 |
13,931.60 |
13,830.20 |
S2 |
13,792.24 |
13,792.24 |
13,919.14 |
|
S3 |
13,656.38 |
13,732.29 |
13,906.69 |
|
S4 |
13,520.52 |
13,596.43 |
13,869.33 |
|
|
Weekly Pivots for week ending 01-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,440.98 |
14,384.59 |
14,097.35 |
|
R3 |
14,281.78 |
14,225.39 |
14,053.57 |
|
R2 |
14,122.58 |
14,122.58 |
14,038.98 |
|
R1 |
14,066.19 |
14,066.19 |
14,024.38 |
14,094.39 |
PP |
13,963.38 |
13,963.38 |
13,963.38 |
13,977.48 |
S1 |
13,906.99 |
13,906.99 |
13,995.20 |
13,935.19 |
S2 |
13,804.18 |
13,804.18 |
13,980.60 |
|
S3 |
13,644.98 |
13,747.79 |
13,966.01 |
|
S4 |
13,485.78 |
13,588.59 |
13,922.23 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
14,019.78 |
13,852.20 |
167.58 |
1.2% |
129.99 |
0.9% |
55% |
False |
True |
|
10 |
14,019.78 |
13,825.33 |
194.45 |
1.4% |
101.34 |
0.7% |
61% |
False |
False |
|
20 |
14,019.78 |
13,382.29 |
637.49 |
4.6% |
93.42 |
0.7% |
88% |
False |
False |
|
40 |
14,019.78 |
12,883.89 |
1,135.89 |
8.1% |
109.46 |
0.8% |
93% |
False |
False |
|
60 |
14,019.78 |
12,471.49 |
1,548.29 |
11.1% |
114.09 |
0.8% |
95% |
False |
False |
|
80 |
14,019.78 |
12,471.49 |
1,548.29 |
11.1% |
122.41 |
0.9% |
95% |
False |
False |
|
100 |
14,019.78 |
12,471.49 |
1,548.29 |
11.1% |
118.54 |
0.9% |
95% |
False |
False |
|
120 |
14,019.78 |
12,471.49 |
1,548.29 |
11.1% |
116.65 |
0.8% |
95% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,565.47 |
2.618 |
14,343.74 |
1.618 |
14,207.88 |
1.000 |
14,123.92 |
0.618 |
14,072.02 |
HIGH |
13,988.06 |
0.618 |
13,936.16 |
0.500 |
13,920.13 |
0.382 |
13,904.10 |
LOW |
13,852.20 |
0.618 |
13,768.24 |
1.000 |
13,716.34 |
1.618 |
13,632.38 |
2.618 |
13,496.52 |
4.250 |
13,274.80 |
|
|
Fisher Pivots for day following 07-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
13,936.08 |
13,940.33 |
PP |
13,928.10 |
13,936.62 |
S1 |
13,920.13 |
13,932.90 |
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