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 |
4,860.0 |
4,891.0 |
31.0 |
0.6% |
4,831.0 |
High |
4,895.0 |
4,898.0 |
3.0 |
0.1% |
4,889.0 |
Low |
4,857.0 |
4,866.0 |
9.0 |
0.2% |
4,828.0 |
Close |
4,883.0 |
4,894.0 |
11.0 |
0.2% |
4,879.0 |
Range |
38.0 |
32.0 |
-6.0 |
-15.8% |
61.0 |
ATR |
37.2 |
36.8 |
-0.4 |
-1.0% |
0.0 |
Volume |
20,218 |
20,965 |
747 |
3.7% |
103,578 |
|
Daily Pivots for day following 07-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,982.0 |
4,970.0 |
4,911.6 |
|
R3 |
4,950.0 |
4,938.0 |
4,902.8 |
|
R2 |
4,918.0 |
4,918.0 |
4,899.9 |
|
R1 |
4,906.0 |
4,906.0 |
4,896.9 |
4,912.0 |
PP |
4,886.0 |
4,886.0 |
4,886.0 |
4,889.0 |
S1 |
4,874.0 |
4,874.0 |
4,891.1 |
4,880.0 |
S2 |
4,854.0 |
4,854.0 |
4,888.1 |
|
S3 |
4,822.0 |
4,842.0 |
4,885.2 |
|
S4 |
4,790.0 |
4,810.0 |
4,876.4 |
|
|
Weekly Pivots for week ending 01-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,048.3 |
5,024.7 |
4,912.6 |
|
R3 |
4,987.3 |
4,963.7 |
4,895.8 |
|
R2 |
4,926.3 |
4,926.3 |
4,890.2 |
|
R1 |
4,902.7 |
4,902.7 |
4,884.6 |
4,914.5 |
PP |
4,865.3 |
4,865.3 |
4,865.3 |
4,871.3 |
S1 |
4,841.7 |
4,841.7 |
4,873.4 |
4,853.5 |
S2 |
4,804.3 |
4,804.3 |
4,867.8 |
|
S3 |
4,743.3 |
4,780.7 |
4,862.2 |
|
S4 |
4,682.3 |
4,719.7 |
4,845.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,902.0 |
4,828.0 |
74.0 |
1.5% |
34.6 |
0.7% |
89% |
False |
False |
22,938 |
10 |
4,902.0 |
4,745.0 |
157.0 |
3.2% |
33.4 |
0.7% |
95% |
False |
False |
23,209 |
20 |
4,902.0 |
4,670.0 |
232.0 |
4.7% |
31.8 |
0.6% |
97% |
False |
False |
21,917 |
40 |
4,902.0 |
4,535.0 |
367.0 |
7.5% |
30.5 |
0.6% |
98% |
False |
False |
23,641 |
60 |
4,902.0 |
4,315.0 |
587.0 |
12.0% |
24.6 |
0.5% |
99% |
False |
False |
15,795 |
80 |
4,902.0 |
4,315.0 |
587.0 |
12.0% |
20.0 |
0.4% |
99% |
False |
False |
11,856 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,034.0 |
2.618 |
4,981.8 |
1.618 |
4,949.8 |
1.000 |
4,930.0 |
0.618 |
4,917.8 |
HIGH |
4,898.0 |
0.618 |
4,885.8 |
0.500 |
4,882.0 |
0.382 |
4,878.2 |
LOW |
4,866.0 |
0.618 |
4,846.2 |
1.000 |
4,834.0 |
1.618 |
4,814.2 |
2.618 |
4,782.2 |
4.250 |
4,730.0 |
|
|
Fisher Pivots for day following 07-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
4,890.0 |
4,883.7 |
PP |
4,886.0 |
4,873.3 |
S1 |
4,882.0 |
4,863.0 |
|