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 |
11,290 |
11,435 |
145 |
1.3% |
10,980 |
High |
11,520 |
11,470 |
-50 |
-0.4% |
11,345 |
Low |
11,285 |
11,240 |
-45 |
-0.4% |
10,755 |
Close |
11,425 |
11,345 |
-80 |
-0.7% |
11,305 |
Range |
235 |
230 |
-5 |
-2.1% |
590 |
ATR |
236 |
235 |
0 |
-0.2% |
0 |
Volume |
21,473 |
11,383 |
-10,090 |
-47.0% |
53,104 |
|
Daily Pivots for day following 07-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,042 |
11,923 |
11,472 |
|
R3 |
11,812 |
11,693 |
11,408 |
|
R2 |
11,582 |
11,582 |
11,387 |
|
R1 |
11,463 |
11,463 |
11,366 |
11,408 |
PP |
11,352 |
11,352 |
11,352 |
11,324 |
S1 |
11,233 |
11,233 |
11,324 |
11,178 |
S2 |
11,122 |
11,122 |
11,303 |
|
S3 |
10,892 |
11,003 |
11,282 |
|
S4 |
10,662 |
10,773 |
11,219 |
|
|
Weekly Pivots for week ending 01-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,905 |
12,695 |
11,630 |
|
R3 |
12,315 |
12,105 |
11,467 |
|
R2 |
11,725 |
11,725 |
11,413 |
|
R1 |
11,515 |
11,515 |
11,359 |
11,620 |
PP |
11,135 |
11,135 |
11,135 |
11,188 |
S1 |
10,925 |
10,925 |
11,251 |
11,030 |
S2 |
10,545 |
10,545 |
11,197 |
|
S3 |
9,955 |
10,335 |
11,143 |
|
S4 |
9,365 |
9,745 |
10,981 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
11,520 |
11,035 |
485 |
4.3% |
232 |
2.0% |
64% |
False |
False |
16,279 |
10 |
11,520 |
10,755 |
765 |
6.7% |
236 |
2.1% |
77% |
False |
False |
13,223 |
20 |
11,520 |
10,450 |
1,070 |
9.4% |
258 |
2.3% |
84% |
False |
False |
11,937 |
40 |
11,520 |
9,520 |
2,000 |
17.6% |
218 |
1.9% |
91% |
False |
False |
10,521 |
60 |
11,520 |
8,710 |
2,810 |
24.8% |
171 |
1.5% |
94% |
False |
False |
7,342 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,448 |
2.618 |
12,072 |
1.618 |
11,842 |
1.000 |
11,700 |
0.618 |
11,612 |
HIGH |
11,470 |
0.618 |
11,382 |
0.500 |
11,355 |
0.382 |
11,328 |
LOW |
11,240 |
0.618 |
11,098 |
1.000 |
11,010 |
1.618 |
10,868 |
2.618 |
10,638 |
4.250 |
10,263 |
|
|
Fisher Pivots for day following 07-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
11,355 |
11,323 |
PP |
11,352 |
11,300 |
S1 |
11,348 |
11,278 |
|