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 |
1,677.0 |
1,671.5 |
-5.5 |
-0.3% |
1,668.0 |
High |
1,682.1 |
1,672.5 |
-9.6 |
-0.6% |
1,683.4 |
Low |
1,663.1 |
1,664.8 |
1.7 |
0.1% |
1,661.6 |
Close |
1,670.4 |
1,666.0 |
-4.4 |
-0.3% |
1,666.0 |
Range |
19.0 |
7.7 |
-11.3 |
-59.5% |
21.8 |
ATR |
18.1 |
17.4 |
-0.7 |
-4.1% |
0.0 |
Volume |
475 |
289 |
-186 |
-39.2% |
1,943 |
|
Daily Pivots for day following 08-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,690.9 |
1,686.1 |
1,670.2 |
|
R3 |
1,683.2 |
1,678.4 |
1,668.1 |
|
R2 |
1,675.5 |
1,675.5 |
1,667.4 |
|
R1 |
1,670.7 |
1,670.7 |
1,666.7 |
1,669.3 |
PP |
1,667.8 |
1,667.8 |
1,667.8 |
1,667.0 |
S1 |
1,663.0 |
1,663.0 |
1,665.3 |
1,661.6 |
S2 |
1,660.1 |
1,660.1 |
1,664.6 |
|
S3 |
1,652.4 |
1,655.3 |
1,663.9 |
|
S4 |
1,644.7 |
1,647.6 |
1,661.8 |
|
|
Weekly Pivots for week ending 08-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,735.7 |
1,722.7 |
1,678.0 |
|
R3 |
1,713.9 |
1,700.9 |
1,672.0 |
|
R2 |
1,692.1 |
1,692.1 |
1,670.0 |
|
R1 |
1,679.1 |
1,679.1 |
1,668.0 |
1,674.7 |
PP |
1,670.3 |
1,670.3 |
1,670.3 |
1,668.2 |
S1 |
1,657.3 |
1,657.3 |
1,664.0 |
1,652.9 |
S2 |
1,648.5 |
1,648.5 |
1,662.0 |
|
S3 |
1,626.7 |
1,635.5 |
1,660.0 |
|
S4 |
1,604.9 |
1,613.7 |
1,654.0 |
|
|
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 |
1,661.6 |
21.8 |
1.3% |
13.8 |
0.8% |
20% |
False |
False |
388 |
10 |
1,683.4 |
1,651.0 |
32.4 |
1.9% |
15.6 |
0.9% |
46% |
False |
False |
38,637 |
20 |
1,697.8 |
1,651.0 |
46.8 |
2.8% |
16.5 |
1.0% |
32% |
False |
False |
97,185 |
40 |
1,725.0 |
1,626.0 |
99.0 |
5.9% |
19.0 |
1.1% |
40% |
False |
False |
114,655 |
60 |
1,757.1 |
1,626.0 |
131.1 |
7.9% |
18.6 |
1.1% |
31% |
False |
False |
103,256 |
80 |
1,757.1 |
1,626.0 |
131.1 |
7.9% |
18.5 |
1.1% |
31% |
False |
False |
79,844 |
100 |
1,800.0 |
1,626.0 |
174.0 |
10.4% |
18.4 |
1.1% |
23% |
False |
False |
64,542 |
120 |
1,800.0 |
1,617.2 |
182.8 |
11.0% |
18.7 |
1.1% |
27% |
False |
False |
54,107 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,705.2 |
2.618 |
1,692.7 |
1.618 |
1,685.0 |
1.000 |
1,680.2 |
0.618 |
1,677.3 |
HIGH |
1,672.5 |
0.618 |
1,669.6 |
0.500 |
1,668.7 |
0.382 |
1,667.7 |
LOW |
1,664.8 |
0.618 |
1,660.0 |
1.000 |
1,657.1 |
1.618 |
1,652.3 |
2.618 |
1,644.6 |
4.250 |
1,632.1 |
|
|
Fisher Pivots for day following 08-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
1,668.7 |
1,672.6 |
PP |
1,667.8 |
1,670.4 |
S1 |
1,666.9 |
1,668.2 |
|