Trading Metrics calculated at close of trading on 06-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2013 |
06-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
7,625.5 |
7,674.5 |
49.0 |
0.6% |
7,883.0 |
High |
7,684.0 |
7,695.0 |
11.0 |
0.1% |
7,888.0 |
Low |
7,621.5 |
7,536.5 |
-85.0 |
-1.1% |
7,762.0 |
Close |
7,665.5 |
7,588.0 |
-77.5 |
-1.0% |
7,830.5 |
Range |
62.5 |
158.5 |
96.0 |
153.6% |
126.0 |
ATR |
86.1 |
91.2 |
5.2 |
6.0% |
0.0 |
Volume |
154,475 |
138,029 |
-16,446 |
-10.6% |
570,130 |
|
Daily Pivots for day following 06-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,082.0 |
7,993.5 |
7,675.2 |
|
R3 |
7,923.5 |
7,835.0 |
7,631.6 |
|
R2 |
7,765.0 |
7,765.0 |
7,617.1 |
|
R1 |
7,676.5 |
7,676.5 |
7,602.5 |
7,641.5 |
PP |
7,606.5 |
7,606.5 |
7,606.5 |
7,589.0 |
S1 |
7,518.0 |
7,518.0 |
7,573.5 |
7,483.0 |
S2 |
7,448.0 |
7,448.0 |
7,558.9 |
|
S3 |
7,289.5 |
7,359.5 |
7,544.4 |
|
S4 |
7,131.0 |
7,201.0 |
7,500.8 |
|
|
Weekly Pivots for week ending 01-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,204.8 |
8,143.7 |
7,899.8 |
|
R3 |
8,078.8 |
8,017.7 |
7,865.2 |
|
R2 |
7,952.8 |
7,952.8 |
7,853.6 |
|
R1 |
7,891.7 |
7,891.7 |
7,842.1 |
7,859.3 |
PP |
7,826.8 |
7,826.8 |
7,826.8 |
7,810.6 |
S1 |
7,765.7 |
7,765.7 |
7,819.0 |
7,733.3 |
S2 |
7,700.8 |
7,700.8 |
7,807.4 |
|
S3 |
7,574.8 |
7,639.7 |
7,795.9 |
|
S4 |
7,448.8 |
7,513.7 |
7,761.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,856.0 |
7,536.5 |
319.5 |
4.2% |
116.0 |
1.5% |
16% |
False |
True |
136,874 |
10 |
7,888.0 |
7,536.5 |
351.5 |
4.6% |
102.3 |
1.3% |
15% |
False |
True |
118,025 |
20 |
7,888.0 |
7,536.5 |
351.5 |
4.6% |
88.6 |
1.2% |
15% |
False |
True |
109,155 |
40 |
7,888.0 |
7,436.0 |
452.0 |
6.0% |
75.5 |
1.0% |
34% |
False |
False |
82,957 |
60 |
7,888.0 |
6,953.0 |
935.0 |
12.3% |
80.1 |
1.1% |
68% |
False |
False |
55,888 |
80 |
7,888.0 |
6,953.0 |
935.0 |
12.3% |
80.1 |
1.1% |
68% |
False |
False |
42,132 |
100 |
7,888.0 |
6,953.0 |
935.0 |
12.3% |
80.4 |
1.1% |
68% |
False |
False |
34,129 |
120 |
7,888.0 |
6,895.0 |
993.0 |
13.1% |
80.0 |
1.1% |
70% |
False |
False |
28,497 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,368.6 |
2.618 |
8,110.0 |
1.618 |
7,951.5 |
1.000 |
7,853.5 |
0.618 |
7,793.0 |
HIGH |
7,695.0 |
0.618 |
7,634.5 |
0.500 |
7,615.8 |
0.382 |
7,597.0 |
LOW |
7,536.5 |
0.618 |
7,438.5 |
1.000 |
7,378.0 |
1.618 |
7,280.0 |
2.618 |
7,121.5 |
4.250 |
6,862.9 |
|
|
Fisher Pivots for day following 06-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
7,615.8 |
7,687.5 |
PP |
7,606.5 |
7,654.3 |
S1 |
7,597.3 |
7,621.2 |
|