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 |
13,932 |
13,898 |
-34 |
-0.2% |
13,941 |
High |
13,958 |
13,975 |
17 |
0.1% |
13,975 |
Low |
13,802 |
13,883 |
81 |
0.6% |
13,802 |
Close |
13,898 |
13,926 |
28 |
0.2% |
13,926 |
Range |
156 |
92 |
-64 |
-41.0% |
173 |
ATR |
121 |
119 |
-2 |
-1.7% |
0 |
Volume |
140,869 |
101,050 |
-39,819 |
-28.3% |
585,171 |
|
Daily Pivots for day following 08-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,204 |
14,157 |
13,977 |
|
R3 |
14,112 |
14,065 |
13,951 |
|
R2 |
14,020 |
14,020 |
13,943 |
|
R1 |
13,973 |
13,973 |
13,935 |
13,997 |
PP |
13,928 |
13,928 |
13,928 |
13,940 |
S1 |
13,881 |
13,881 |
13,918 |
13,905 |
S2 |
13,836 |
13,836 |
13,909 |
|
S3 |
13,744 |
13,789 |
13,901 |
|
S4 |
13,652 |
13,697 |
13,876 |
|
|
Weekly Pivots for week ending 08-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,420 |
14,346 |
14,021 |
|
R3 |
14,247 |
14,173 |
13,974 |
|
R2 |
14,074 |
14,074 |
13,958 |
|
R1 |
14,000 |
14,000 |
13,942 |
13,951 |
PP |
13,901 |
13,901 |
13,901 |
13,876 |
S1 |
13,827 |
13,827 |
13,910 |
13,778 |
S2 |
13,728 |
13,728 |
13,894 |
|
S3 |
13,555 |
13,654 |
13,879 |
|
S4 |
13,382 |
13,481 |
13,831 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,975 |
13,802 |
173 |
1.2% |
124 |
0.9% |
72% |
True |
False |
117,034 |
10 |
13,975 |
13,797 |
178 |
1.3% |
111 |
0.8% |
72% |
True |
False |
109,243 |
20 |
13,975 |
13,377 |
598 |
4.3% |
107 |
0.8% |
92% |
True |
False |
104,667 |
40 |
13,975 |
12,742 |
1,233 |
8.9% |
125 |
0.9% |
96% |
True |
False |
101,950 |
60 |
13,975 |
12,380 |
1,595 |
11.5% |
126 |
0.9% |
97% |
True |
False |
68,182 |
80 |
13,975 |
12,380 |
1,595 |
11.5% |
122 |
0.9% |
97% |
True |
False |
51,140 |
100 |
13,975 |
12,380 |
1,595 |
11.5% |
109 |
0.8% |
97% |
True |
False |
40,914 |
120 |
13,975 |
12,380 |
1,595 |
11.5% |
95 |
0.7% |
97% |
True |
False |
34,097 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,366 |
2.618 |
14,216 |
1.618 |
14,124 |
1.000 |
14,067 |
0.618 |
14,032 |
HIGH |
13,975 |
0.618 |
13,940 |
0.500 |
13,929 |
0.382 |
13,918 |
LOW |
13,883 |
0.618 |
13,826 |
1.000 |
13,791 |
1.618 |
13,734 |
2.618 |
13,642 |
4.250 |
13,492 |
|
|
Fisher Pivots for day following 08-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
13,929 |
13,914 |
PP |
13,928 |
13,901 |
S1 |
13,927 |
13,889 |
|