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 |
7,579.5 |
7,619.5 |
40.0 |
0.5% |
7,830.5 |
High |
7,662.5 |
7,655.0 |
-7.5 |
-0.1% |
7,838.5 |
Low |
7,565.0 |
7,576.0 |
11.0 |
0.1% |
7,536.5 |
Close |
7,589.5 |
7,643.0 |
53.5 |
0.7% |
7,643.0 |
Range |
97.5 |
79.0 |
-18.5 |
-19.0% |
302.0 |
ATR |
91.7 |
90.8 |
-0.9 |
-1.0% |
0.0 |
Volume |
91,335 |
85,304 |
-6,031 |
-6.6% |
584,764 |
|
Daily Pivots for day following 08-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,861.7 |
7,831.3 |
7,686.5 |
|
R3 |
7,782.7 |
7,752.3 |
7,664.7 |
|
R2 |
7,703.7 |
7,703.7 |
7,657.5 |
|
R1 |
7,673.3 |
7,673.3 |
7,650.2 |
7,688.5 |
PP |
7,624.7 |
7,624.7 |
7,624.7 |
7,632.3 |
S1 |
7,594.3 |
7,594.3 |
7,635.8 |
7,609.5 |
S2 |
7,545.7 |
7,545.7 |
7,628.5 |
|
S3 |
7,466.7 |
7,515.3 |
7,621.3 |
|
S4 |
7,387.7 |
7,436.3 |
7,599.6 |
|
|
Weekly Pivots for week ending 08-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,578.7 |
8,412.8 |
7,809.1 |
|
R3 |
8,276.7 |
8,110.8 |
7,726.1 |
|
R2 |
7,974.7 |
7,974.7 |
7,698.4 |
|
R1 |
7,808.8 |
7,808.8 |
7,670.7 |
7,740.8 |
PP |
7,672.7 |
7,672.7 |
7,672.7 |
7,638.6 |
S1 |
7,506.8 |
7,506.8 |
7,615.3 |
7,438.8 |
S2 |
7,370.7 |
7,370.7 |
7,587.6 |
|
S3 |
7,068.7 |
7,204.8 |
7,560.0 |
|
S4 |
6,766.7 |
6,902.8 |
7,476.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,838.5 |
7,536.5 |
302.0 |
4.0% |
126.8 |
1.7% |
35% |
False |
False |
116,952 |
10 |
7,888.0 |
7,536.5 |
351.5 |
4.6% |
96.4 |
1.3% |
30% |
False |
False |
115,489 |
20 |
7,888.0 |
7,536.5 |
351.5 |
4.6% |
90.5 |
1.2% |
30% |
False |
False |
107,953 |
40 |
7,888.0 |
7,463.5 |
424.5 |
5.6% |
75.6 |
1.0% |
42% |
False |
False |
87,098 |
60 |
7,888.0 |
6,953.0 |
935.0 |
12.2% |
78.1 |
1.0% |
74% |
False |
False |
58,754 |
80 |
7,888.0 |
6,953.0 |
935.0 |
12.2% |
80.2 |
1.0% |
74% |
False |
False |
44,337 |
100 |
7,888.0 |
6,953.0 |
935.0 |
12.2% |
80.0 |
1.0% |
74% |
False |
False |
35,859 |
120 |
7,888.0 |
6,895.0 |
993.0 |
13.0% |
80.6 |
1.1% |
75% |
False |
False |
29,969 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,990.8 |
2.618 |
7,861.8 |
1.618 |
7,782.8 |
1.000 |
7,734.0 |
0.618 |
7,703.8 |
HIGH |
7,655.0 |
0.618 |
7,624.8 |
0.500 |
7,615.5 |
0.382 |
7,606.2 |
LOW |
7,576.0 |
0.618 |
7,527.2 |
1.000 |
7,497.0 |
1.618 |
7,448.2 |
2.618 |
7,369.2 |
4.250 |
7,240.3 |
|
|
Fisher Pivots for day following 08-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
7,633.8 |
7,633.9 |
PP |
7,624.7 |
7,624.8 |
S1 |
7,615.5 |
7,615.8 |
|