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 |
11,435 |
11,350 |
-85 |
-0.7% |
11,330 |
High |
11,470 |
11,350 |
-120 |
-1.0% |
11,520 |
Low |
11,240 |
11,060 |
-180 |
-1.6% |
11,035 |
Close |
11,345 |
11,160 |
-185 |
-1.6% |
11,160 |
Range |
230 |
290 |
60 |
26.1% |
485 |
ATR |
235 |
239 |
4 |
1.7% |
0 |
Volume |
11,383 |
17,249 |
5,866 |
51.5% |
84,299 |
|
Daily Pivots for day following 08-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,060 |
11,900 |
11,320 |
|
R3 |
11,770 |
11,610 |
11,240 |
|
R2 |
11,480 |
11,480 |
11,213 |
|
R1 |
11,320 |
11,320 |
11,187 |
11,255 |
PP |
11,190 |
11,190 |
11,190 |
11,158 |
S1 |
11,030 |
11,030 |
11,134 |
10,965 |
S2 |
10,900 |
10,900 |
11,107 |
|
S3 |
10,610 |
10,740 |
11,080 |
|
S4 |
10,320 |
10,450 |
11,001 |
|
|
Weekly Pivots for week ending 08-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,693 |
12,412 |
11,427 |
|
R3 |
12,208 |
11,927 |
11,294 |
|
R2 |
11,723 |
11,723 |
11,249 |
|
R1 |
11,442 |
11,442 |
11,205 |
11,340 |
PP |
11,238 |
11,238 |
11,238 |
11,188 |
S1 |
10,957 |
10,957 |
11,116 |
10,855 |
S2 |
10,753 |
10,753 |
11,071 |
|
S3 |
10,268 |
10,472 |
11,027 |
|
S4 |
9,783 |
9,987 |
10,893 |
|
|
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% |
249 |
2.2% |
26% |
False |
False |
16,859 |
10 |
11,520 |
10,755 |
765 |
6.9% |
239 |
2.1% |
53% |
False |
False |
13,740 |
20 |
11,520 |
10,450 |
1,070 |
9.6% |
263 |
2.4% |
66% |
False |
False |
12,481 |
40 |
11,520 |
9,585 |
1,935 |
17.3% |
223 |
2.0% |
81% |
False |
False |
10,418 |
60 |
11,520 |
8,710 |
2,810 |
25.2% |
176 |
1.6% |
87% |
False |
False |
7,630 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,583 |
2.618 |
12,109 |
1.618 |
11,819 |
1.000 |
11,640 |
0.618 |
11,529 |
HIGH |
11,350 |
0.618 |
11,239 |
0.500 |
11,205 |
0.382 |
11,171 |
LOW |
11,060 |
0.618 |
10,881 |
1.000 |
10,770 |
1.618 |
10,591 |
2.618 |
10,301 |
4.250 |
9,828 |
|
|
Fisher Pivots for day following 08-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
11,205 |
11,290 |
PP |
11,190 |
11,247 |
S1 |
11,175 |
11,203 |
|