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 |
6,258.5 |
6,207.0 |
-51.5 |
-0.8% |
6,313.0 |
High |
6,273.0 |
6,238.0 |
-35.0 |
-0.6% |
6,318.5 |
Low |
6,174.0 |
6,203.5 |
29.5 |
0.5% |
6,174.0 |
Close |
6,196.5 |
6,218.5 |
22.0 |
0.4% |
6,218.5 |
Range |
99.0 |
34.5 |
-64.5 |
-65.2% |
144.5 |
ATR |
61.1 |
59.7 |
-1.4 |
-2.3% |
0.0 |
Volume |
80,615 |
68,325 |
-12,290 |
-15.2% |
517,619 |
|
Daily Pivots for day following 08-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,323.5 |
6,305.5 |
6,237.5 |
|
R3 |
6,289.0 |
6,271.0 |
6,228.0 |
|
R2 |
6,254.5 |
6,254.5 |
6,225.0 |
|
R1 |
6,236.5 |
6,236.5 |
6,221.5 |
6,245.5 |
PP |
6,220.0 |
6,220.0 |
6,220.0 |
6,224.5 |
S1 |
6,202.0 |
6,202.0 |
6,215.5 |
6,211.0 |
S2 |
6,185.5 |
6,185.5 |
6,212.0 |
|
S3 |
6,151.0 |
6,167.5 |
6,209.0 |
|
S4 |
6,116.5 |
6,133.0 |
6,199.5 |
|
|
Weekly Pivots for week ending 08-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,670.5 |
6,589.0 |
6,298.0 |
|
R3 |
6,526.0 |
6,444.5 |
6,258.0 |
|
R2 |
6,381.5 |
6,381.5 |
6,245.0 |
|
R1 |
6,300.0 |
6,300.0 |
6,231.5 |
6,268.5 |
PP |
6,237.0 |
6,237.0 |
6,237.0 |
6,221.0 |
S1 |
6,155.5 |
6,155.5 |
6,205.5 |
6,124.0 |
S2 |
6,092.5 |
6,092.5 |
6,192.0 |
|
S3 |
5,948.0 |
6,011.0 |
6,179.0 |
|
S4 |
5,803.5 |
5,866.5 |
6,139.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,318.5 |
6,174.0 |
144.5 |
2.3% |
75.0 |
1.2% |
31% |
False |
False |
103,523 |
10 |
6,323.5 |
6,174.0 |
149.5 |
2.4% |
63.5 |
1.0% |
30% |
False |
False |
112,455 |
20 |
6,323.5 |
6,035.0 |
288.5 |
4.6% |
57.0 |
0.9% |
64% |
False |
False |
101,200 |
40 |
6,323.5 |
5,828.5 |
495.0 |
8.0% |
54.0 |
0.9% |
79% |
False |
False |
98,133 |
60 |
6,323.5 |
5,566.0 |
757.5 |
12.2% |
50.5 |
0.8% |
86% |
False |
False |
66,225 |
80 |
6,323.5 |
5,566.0 |
757.5 |
12.2% |
49.5 |
0.8% |
86% |
False |
False |
49,684 |
100 |
6,323.5 |
5,566.0 |
757.5 |
12.2% |
45.5 |
0.7% |
86% |
False |
False |
39,752 |
120 |
6,323.5 |
5,566.0 |
757.5 |
12.2% |
38.5 |
0.6% |
86% |
False |
False |
33,130 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,384.5 |
2.618 |
6,328.5 |
1.618 |
6,294.0 |
1.000 |
6,272.5 |
0.618 |
6,259.5 |
HIGH |
6,238.0 |
0.618 |
6,225.0 |
0.500 |
6,221.0 |
0.382 |
6,216.5 |
LOW |
6,203.5 |
0.618 |
6,182.0 |
1.000 |
6,169.0 |
1.618 |
6,147.5 |
2.618 |
6,113.0 |
4.250 |
6,057.0 |
|
|
Fisher Pivots for day following 08-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
6,221.0 |
6,228.0 |
PP |
6,220.0 |
6,224.5 |
S1 |
6,219.0 |
6,221.5 |
|