Trading Metrics calculated at close of trading on 08-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2013 |
08-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
13,988.06 |
13,944.05 |
-44.01 |
-0.3% |
14,009.79 |
High |
13,988.06 |
14,022.62 |
34.56 |
0.2% |
14,022.62 |
Low |
13,852.20 |
13,944.05 |
91.85 |
0.7% |
13,852.20 |
Close |
13,944.05 |
13,992.97 |
48.92 |
0.4% |
13,992.97 |
Range |
135.86 |
78.57 |
-57.29 |
-42.2% |
170.42 |
ATR |
105.48 |
103.56 |
-1.92 |
-1.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 08-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,222.26 |
14,186.18 |
14,036.18 |
|
R3 |
14,143.69 |
14,107.61 |
14,014.58 |
|
R2 |
14,065.12 |
14,065.12 |
14,007.37 |
|
R1 |
14,029.04 |
14,029.04 |
14,000.17 |
14,047.08 |
PP |
13,986.55 |
13,986.55 |
13,986.55 |
13,995.57 |
S1 |
13,950.47 |
13,950.47 |
13,985.77 |
13,968.51 |
S2 |
13,907.98 |
13,907.98 |
13,978.57 |
|
S3 |
13,829.41 |
13,871.90 |
13,971.36 |
|
S4 |
13,750.84 |
13,793.33 |
13,949.76 |
|
|
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% |
113.87 |
0.8% |
83% |
True |
False |
|
10 |
14,022.62 |
13,852.20 |
170.42 |
1.2% |
102.13 |
0.7% |
83% |
True |
False |
|
20 |
14,022.62 |
13,439.97 |
582.65 |
4.2% |
92.55 |
0.7% |
95% |
True |
False |
|
40 |
14,022.62 |
12,883.89 |
1,138.73 |
8.1% |
108.01 |
0.8% |
97% |
True |
False |
|
60 |
14,022.62 |
12,471.49 |
1,551.13 |
11.1% |
114.09 |
0.8% |
98% |
True |
False |
|
80 |
14,022.62 |
12,471.49 |
1,551.13 |
11.1% |
122.08 |
0.9% |
98% |
True |
False |
|
100 |
14,022.62 |
12,471.49 |
1,551.13 |
11.1% |
118.13 |
0.8% |
98% |
True |
False |
|
120 |
14,022.62 |
12,471.49 |
1,551.13 |
11.1% |
116.27 |
0.8% |
98% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,356.54 |
2.618 |
14,228.32 |
1.618 |
14,149.75 |
1.000 |
14,101.19 |
0.618 |
14,071.18 |
HIGH |
14,022.62 |
0.618 |
13,992.61 |
0.500 |
13,983.34 |
0.382 |
13,974.06 |
LOW |
13,944.05 |
0.618 |
13,895.49 |
1.000 |
13,865.48 |
1.618 |
13,816.92 |
2.618 |
13,738.35 |
4.250 |
13,610.13 |
|
|
Fisher Pivots for day following 08-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
13,989.76 |
13,974.45 |
PP |
13,986.55 |
13,955.93 |
S1 |
13,983.34 |
13,937.41 |
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