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 |
7,674.5 |
7,579.5 |
-95.0 |
-1.2% |
7,883.0 |
High |
7,695.0 |
7,662.5 |
-32.5 |
-0.4% |
7,888.0 |
Low |
7,536.5 |
7,565.0 |
28.5 |
0.4% |
7,762.0 |
Close |
7,588.0 |
7,589.5 |
1.5 |
0.0% |
7,830.5 |
Range |
158.5 |
97.5 |
-61.0 |
-38.5% |
126.0 |
ATR |
91.2 |
91.7 |
0.4 |
0.5% |
0.0 |
Volume |
138,029 |
91,335 |
-46,694 |
-33.8% |
570,130 |
|
Daily Pivots for day following 07-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,898.2 |
7,841.3 |
7,643.1 |
|
R3 |
7,800.7 |
7,743.8 |
7,616.3 |
|
R2 |
7,703.2 |
7,703.2 |
7,607.4 |
|
R1 |
7,646.3 |
7,646.3 |
7,598.4 |
7,674.8 |
PP |
7,605.7 |
7,605.7 |
7,605.7 |
7,619.9 |
S1 |
7,548.8 |
7,548.8 |
7,580.6 |
7,577.3 |
S2 |
7,508.2 |
7,508.2 |
7,571.6 |
|
S3 |
7,410.7 |
7,451.3 |
7,562.7 |
|
S4 |
7,313.2 |
7,353.8 |
7,535.9 |
|
|
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% |
125.2 |
1.6% |
17% |
False |
False |
131,518 |
10 |
7,888.0 |
7,536.5 |
351.5 |
4.6% |
102.3 |
1.3% |
15% |
False |
False |
115,126 |
20 |
7,888.0 |
7,536.5 |
351.5 |
4.6% |
91.1 |
1.2% |
15% |
False |
False |
108,140 |
40 |
7,888.0 |
7,463.5 |
424.5 |
5.6% |
76.0 |
1.0% |
30% |
False |
False |
85,174 |
60 |
7,888.0 |
6,953.0 |
935.0 |
12.3% |
78.3 |
1.0% |
68% |
False |
False |
57,346 |
80 |
7,888.0 |
6,953.0 |
935.0 |
12.3% |
80.6 |
1.1% |
68% |
False |
False |
43,273 |
100 |
7,888.0 |
6,953.0 |
935.0 |
12.3% |
80.4 |
1.1% |
68% |
False |
False |
35,026 |
120 |
7,888.0 |
6,895.0 |
993.0 |
13.1% |
80.6 |
1.1% |
70% |
False |
False |
29,258 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,076.9 |
2.618 |
7,917.8 |
1.618 |
7,820.3 |
1.000 |
7,760.0 |
0.618 |
7,722.8 |
HIGH |
7,662.5 |
0.618 |
7,625.3 |
0.500 |
7,613.8 |
0.382 |
7,602.2 |
LOW |
7,565.0 |
0.618 |
7,504.7 |
1.000 |
7,467.5 |
1.618 |
7,407.2 |
2.618 |
7,309.7 |
4.250 |
7,150.6 |
|
|
Fisher Pivots for day following 07-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
7,613.8 |
7,615.8 |
PP |
7,605.7 |
7,607.0 |
S1 |
7,597.6 |
7,598.3 |
|