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 |
13,935 |
13,932 |
-3 |
0.0% |
13,816 |
High |
13,955 |
13,958 |
3 |
0.0% |
13,962 |
Low |
13,852 |
13,802 |
-50 |
-0.4% |
13,797 |
Close |
13,928 |
13,898 |
-30 |
-0.2% |
13,930 |
Range |
103 |
156 |
53 |
51.5% |
165 |
ATR |
119 |
121 |
3 |
2.2% |
0 |
Volume |
115,320 |
140,869 |
25,549 |
22.2% |
507,259 |
|
Daily Pivots for day following 07-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,354 |
14,282 |
13,984 |
|
R3 |
14,198 |
14,126 |
13,941 |
|
R2 |
14,042 |
14,042 |
13,927 |
|
R1 |
13,970 |
13,970 |
13,912 |
13,928 |
PP |
13,886 |
13,886 |
13,886 |
13,865 |
S1 |
13,814 |
13,814 |
13,884 |
13,772 |
S2 |
13,730 |
13,730 |
13,870 |
|
S3 |
13,574 |
13,658 |
13,855 |
|
S4 |
13,418 |
13,502 |
13,812 |
|
|
Weekly Pivots for week ending 01-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,391 |
14,326 |
14,021 |
|
R3 |
14,226 |
14,161 |
13,976 |
|
R2 |
14,061 |
14,061 |
13,960 |
|
R1 |
13,996 |
13,996 |
13,945 |
14,029 |
PP |
13,896 |
13,896 |
13,896 |
13,913 |
S1 |
13,831 |
13,831 |
13,915 |
13,864 |
S2 |
13,731 |
13,731 |
13,900 |
|
S3 |
13,566 |
13,666 |
13,885 |
|
S4 |
13,401 |
13,501 |
13,839 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,962 |
13,802 |
160 |
1.2% |
132 |
0.9% |
60% |
False |
True |
120,974 |
10 |
13,962 |
13,744 |
218 |
1.6% |
112 |
0.8% |
71% |
False |
False |
109,138 |
20 |
13,962 |
13,316 |
646 |
4.6% |
108 |
0.8% |
90% |
False |
False |
105,224 |
40 |
13,962 |
12,742 |
1,220 |
8.8% |
126 |
0.9% |
95% |
False |
False |
99,538 |
60 |
13,962 |
12,380 |
1,582 |
11.4% |
126 |
0.9% |
96% |
False |
False |
66,498 |
80 |
13,962 |
12,380 |
1,582 |
11.4% |
121 |
0.9% |
96% |
False |
False |
49,877 |
100 |
13,962 |
12,380 |
1,582 |
11.4% |
108 |
0.8% |
96% |
False |
False |
39,905 |
120 |
13,962 |
12,380 |
1,582 |
11.4% |
95 |
0.7% |
96% |
False |
False |
33,255 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,621 |
2.618 |
14,367 |
1.618 |
14,211 |
1.000 |
14,114 |
0.618 |
14,055 |
HIGH |
13,958 |
0.618 |
13,899 |
0.500 |
13,880 |
0.382 |
13,862 |
LOW |
13,802 |
0.618 |
13,706 |
1.000 |
13,646 |
1.618 |
13,550 |
2.618 |
13,394 |
4.250 |
13,139 |
|
|
Fisher Pivots for day following 07-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
13,892 |
13,892 |
PP |
13,886 |
13,886 |
S1 |
13,880 |
13,880 |
|