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 |
1,507.25 |
1,507.25 |
0.00 |
0.0% |
1,495.75 |
High |
1,510.25 |
1,511.00 |
0.75 |
0.0% |
1,510.50 |
Low |
1,499.00 |
1,494.50 |
-4.50 |
-0.3% |
1,491.00 |
Close |
1,506.75 |
1,505.25 |
-1.50 |
-0.1% |
1,506.75 |
Range |
11.25 |
16.50 |
5.25 |
46.7% |
19.50 |
ATR |
14.64 |
14.77 |
0.13 |
0.9% |
0.00 |
Volume |
1,753,717 |
1,960,681 |
206,964 |
11.8% |
7,924,199 |
|
Daily Pivots for day following 07-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,553.00 |
1,545.75 |
1,514.25 |
|
R3 |
1,536.50 |
1,529.25 |
1,509.75 |
|
R2 |
1,520.00 |
1,520.00 |
1,508.25 |
|
R1 |
1,512.75 |
1,512.75 |
1,506.75 |
1,508.00 |
PP |
1,503.50 |
1,503.50 |
1,503.50 |
1,501.25 |
S1 |
1,496.25 |
1,496.25 |
1,503.75 |
1,491.50 |
S2 |
1,487.00 |
1,487.00 |
1,502.25 |
|
S3 |
1,470.50 |
1,479.75 |
1,500.75 |
|
S4 |
1,454.00 |
1,463.25 |
1,496.25 |
|
|
Weekly Pivots for week ending 01-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,561.25 |
1,553.50 |
1,517.50 |
|
R3 |
1,541.75 |
1,534.00 |
1,512.00 |
|
R2 |
1,522.25 |
1,522.25 |
1,510.25 |
|
R1 |
1,514.50 |
1,514.50 |
1,508.50 |
1,518.50 |
PP |
1,502.75 |
1,502.75 |
1,502.75 |
1,504.75 |
S1 |
1,495.00 |
1,495.00 |
1,505.00 |
1,499.00 |
S2 |
1,483.25 |
1,483.25 |
1,503.25 |
|
S3 |
1,463.75 |
1,475.50 |
1,501.50 |
|
S4 |
1,444.25 |
1,456.00 |
1,496.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,511.00 |
1,490.25 |
20.75 |
1.4% |
16.00 |
1.1% |
72% |
True |
False |
1,800,331 |
10 |
1,511.00 |
1,486.75 |
24.25 |
1.6% |
13.75 |
0.9% |
76% |
True |
False |
1,673,799 |
20 |
1,511.00 |
1,454.75 |
56.25 |
3.7% |
13.00 |
0.9% |
90% |
True |
False |
1,544,108 |
40 |
1,511.00 |
1,382.25 |
128.75 |
8.6% |
16.00 |
1.1% |
96% |
True |
False |
1,449,671 |
60 |
1,511.00 |
1,333.75 |
177.25 |
11.8% |
15.75 |
1.0% |
97% |
True |
False |
971,730 |
80 |
1,511.00 |
1,333.75 |
177.25 |
11.8% |
16.75 |
1.1% |
97% |
True |
False |
729,222 |
100 |
1,511.00 |
1,333.75 |
177.25 |
11.8% |
16.00 |
1.1% |
97% |
True |
False |
583,710 |
120 |
1,511.00 |
1,333.75 |
177.25 |
11.8% |
15.25 |
1.0% |
97% |
True |
False |
486,477 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,581.00 |
2.618 |
1,554.25 |
1.618 |
1,537.75 |
1.000 |
1,527.50 |
0.618 |
1,521.25 |
HIGH |
1,511.00 |
0.618 |
1,504.75 |
0.500 |
1,502.75 |
0.382 |
1,500.75 |
LOW |
1,494.50 |
0.618 |
1,484.25 |
1.000 |
1,478.00 |
1.618 |
1,467.75 |
2.618 |
1,451.25 |
4.250 |
1,424.50 |
|
|
Fisher Pivots for day following 07-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
1,504.50 |
1,504.00 |
PP |
1,503.50 |
1,502.75 |
S1 |
1,502.75 |
1,501.50 |
|