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 |
1,672.2 |
1,677.0 |
4.8 |
0.3% |
1,657.9 |
High |
1,678.5 |
1,682.1 |
3.6 |
0.2% |
1,683.2 |
Low |
1,668.0 |
1,663.1 |
-4.9 |
-0.3% |
1,651.0 |
Close |
1,677.7 |
1,670.4 |
-7.3 |
-0.4% |
1,669.4 |
Range |
10.5 |
19.0 |
8.5 |
81.0% |
32.2 |
ATR |
18.0 |
18.1 |
0.1 |
0.4% |
0.0 |
Volume |
376 |
475 |
99 |
26.3% |
384,428 |
|
Daily Pivots for day following 07-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,728.9 |
1,718.6 |
1,680.9 |
|
R3 |
1,709.9 |
1,699.6 |
1,675.6 |
|
R2 |
1,690.9 |
1,690.9 |
1,673.9 |
|
R1 |
1,680.6 |
1,680.6 |
1,672.1 |
1,676.3 |
PP |
1,671.9 |
1,671.9 |
1,671.9 |
1,669.7 |
S1 |
1,661.6 |
1,661.6 |
1,668.7 |
1,657.3 |
S2 |
1,652.9 |
1,652.9 |
1,666.9 |
|
S3 |
1,633.9 |
1,642.6 |
1,665.2 |
|
S4 |
1,614.9 |
1,623.6 |
1,660.0 |
|
|
Weekly Pivots for week ending 01-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,764.5 |
1,749.1 |
1,687.1 |
|
R3 |
1,732.3 |
1,716.9 |
1,678.3 |
|
R2 |
1,700.1 |
1,700.1 |
1,675.3 |
|
R1 |
1,684.7 |
1,684.7 |
1,672.4 |
1,692.4 |
PP |
1,667.9 |
1,667.9 |
1,667.9 |
1,671.7 |
S1 |
1,652.5 |
1,652.5 |
1,666.4 |
1,660.2 |
S2 |
1,635.7 |
1,635.7 |
1,663.5 |
|
S3 |
1,603.5 |
1,620.3 |
1,660.5 |
|
S4 |
1,571.3 |
1,588.1 |
1,651.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,683.4 |
1,659.9 |
23.5 |
1.4% |
16.5 |
1.0% |
45% |
False |
False |
980 |
10 |
1,683.4 |
1,651.0 |
32.4 |
1.9% |
16.5 |
1.0% |
60% |
False |
False |
54,819 |
20 |
1,697.8 |
1,651.0 |
46.8 |
2.8% |
17.4 |
1.0% |
41% |
False |
False |
105,137 |
40 |
1,725.0 |
1,626.0 |
99.0 |
5.9% |
19.0 |
1.1% |
45% |
False |
False |
116,674 |
60 |
1,757.1 |
1,626.0 |
131.1 |
7.8% |
18.6 |
1.1% |
34% |
False |
False |
103,616 |
80 |
1,757.4 |
1,626.0 |
131.4 |
7.9% |
18.7 |
1.1% |
34% |
False |
False |
79,881 |
100 |
1,800.0 |
1,626.0 |
174.0 |
10.4% |
18.6 |
1.1% |
26% |
False |
False |
64,577 |
120 |
1,800.0 |
1,616.6 |
183.4 |
11.0% |
18.7 |
1.1% |
29% |
False |
False |
54,114 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,762.9 |
2.618 |
1,731.8 |
1.618 |
1,712.8 |
1.000 |
1,701.1 |
0.618 |
1,693.8 |
HIGH |
1,682.1 |
0.618 |
1,674.8 |
0.500 |
1,672.6 |
0.382 |
1,670.4 |
LOW |
1,663.1 |
0.618 |
1,651.4 |
1.000 |
1,644.1 |
1.618 |
1,632.4 |
2.618 |
1,613.4 |
4.250 |
1,582.4 |
|
|
Fisher Pivots for day following 07-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
1,672.6 |
1,673.3 |
PP |
1,671.9 |
1,672.3 |
S1 |
1,671.1 |
1,671.4 |
|