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 |
1,507.25 |
1,505.00 |
-2.25 |
-0.1% |
1,508.00 |
High |
1,511.00 |
1,515.00 |
4.00 |
0.3% |
1,515.00 |
Low |
1,494.50 |
1,503.75 |
9.25 |
0.6% |
1,490.25 |
Close |
1,505.25 |
1,512.50 |
7.25 |
0.5% |
1,512.50 |
Range |
16.50 |
11.25 |
-5.25 |
-31.8% |
24.75 |
ATR |
14.77 |
14.52 |
-0.25 |
-1.7% |
0.00 |
Volume |
1,960,681 |
1,428,025 |
-532,656 |
-27.2% |
8,649,964 |
|
Daily Pivots for day following 08-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,544.25 |
1,539.50 |
1,518.75 |
|
R3 |
1,533.00 |
1,528.25 |
1,515.50 |
|
R2 |
1,521.75 |
1,521.75 |
1,514.50 |
|
R1 |
1,517.00 |
1,517.00 |
1,513.50 |
1,519.50 |
PP |
1,510.50 |
1,510.50 |
1,510.50 |
1,511.50 |
S1 |
1,505.75 |
1,505.75 |
1,511.50 |
1,508.00 |
S2 |
1,499.25 |
1,499.25 |
1,510.50 |
|
S3 |
1,488.00 |
1,494.50 |
1,509.50 |
|
S4 |
1,476.75 |
1,483.25 |
1,506.25 |
|
|
Weekly Pivots for week ending 08-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,580.25 |
1,571.00 |
1,526.00 |
|
R3 |
1,555.50 |
1,546.25 |
1,519.25 |
|
R2 |
1,530.75 |
1,530.75 |
1,517.00 |
|
R1 |
1,521.50 |
1,521.50 |
1,514.75 |
1,526.00 |
PP |
1,506.00 |
1,506.00 |
1,506.00 |
1,508.25 |
S1 |
1,496.75 |
1,496.75 |
1,510.25 |
1,501.50 |
S2 |
1,481.25 |
1,481.25 |
1,508.00 |
|
S3 |
1,456.50 |
1,472.00 |
1,505.75 |
|
S4 |
1,431.75 |
1,447.25 |
1,499.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,515.00 |
1,490.25 |
24.75 |
1.6% |
15.25 |
1.0% |
90% |
True |
False |
1,729,992 |
10 |
1,515.00 |
1,490.25 |
24.75 |
1.6% |
13.50 |
0.9% |
90% |
True |
False |
1,657,416 |
20 |
1,515.00 |
1,456.50 |
58.50 |
3.9% |
13.00 |
0.9% |
96% |
True |
False |
1,538,467 |
40 |
1,515.00 |
1,382.25 |
132.75 |
8.8% |
15.75 |
1.0% |
98% |
True |
False |
1,481,550 |
60 |
1,515.00 |
1,333.75 |
181.25 |
12.0% |
15.75 |
1.0% |
99% |
True |
False |
995,500 |
80 |
1,515.00 |
1,333.75 |
181.25 |
12.0% |
16.75 |
1.1% |
99% |
True |
False |
747,052 |
100 |
1,515.00 |
1,333.75 |
181.25 |
12.0% |
16.00 |
1.1% |
99% |
True |
False |
597,988 |
120 |
1,515.00 |
1,333.75 |
181.25 |
12.0% |
15.25 |
1.0% |
99% |
True |
False |
498,376 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,562.75 |
2.618 |
1,544.50 |
1.618 |
1,533.25 |
1.000 |
1,526.25 |
0.618 |
1,522.00 |
HIGH |
1,515.00 |
0.618 |
1,510.75 |
0.500 |
1,509.50 |
0.382 |
1,508.00 |
LOW |
1,503.75 |
0.618 |
1,496.75 |
1.000 |
1,492.50 |
1.618 |
1,485.50 |
2.618 |
1,474.25 |
4.250 |
1,456.00 |
|
|
Fisher Pivots for day following 08-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
1,511.50 |
1,510.00 |
PP |
1,510.50 |
1,507.25 |
S1 |
1,509.50 |
1,504.75 |
|