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 |
1,678.0 |
1,671.8 |
-6.2 |
-0.4% |
1,669.1 |
High |
1,683.9 |
1,674.3 |
-9.6 |
-0.6% |
1,687.0 |
Low |
1,663.4 |
1,665.8 |
2.4 |
0.1% |
1,661.8 |
Close |
1,671.3 |
1,666.9 |
-4.4 |
-0.3% |
1,666.9 |
Range |
20.5 |
8.5 |
-12.0 |
-58.5% |
25.2 |
ATR |
18.4 |
17.7 |
-0.7 |
-3.8% |
0.0 |
Volume |
183,505 |
94,741 |
-88,764 |
-48.4% |
642,088 |
|
Daily Pivots for day following 08-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,694.5 |
1,689.2 |
1,671.6 |
|
R3 |
1,686.0 |
1,680.7 |
1,669.2 |
|
R2 |
1,677.5 |
1,677.5 |
1,668.5 |
|
R1 |
1,672.2 |
1,672.2 |
1,667.7 |
1,670.6 |
PP |
1,669.0 |
1,669.0 |
1,669.0 |
1,668.2 |
S1 |
1,663.7 |
1,663.7 |
1,666.1 |
1,662.1 |
S2 |
1,660.5 |
1,660.5 |
1,665.3 |
|
S3 |
1,652.0 |
1,655.2 |
1,664.6 |
|
S4 |
1,643.5 |
1,646.7 |
1,662.2 |
|
|
Weekly Pivots for week ending 08-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,747.5 |
1,732.4 |
1,680.8 |
|
R3 |
1,722.3 |
1,707.2 |
1,673.8 |
|
R2 |
1,697.1 |
1,697.1 |
1,671.5 |
|
R1 |
1,682.0 |
1,682.0 |
1,669.2 |
1,677.0 |
PP |
1,671.9 |
1,671.9 |
1,671.9 |
1,669.4 |
S1 |
1,656.8 |
1,656.8 |
1,664.6 |
1,651.8 |
S2 |
1,646.7 |
1,646.7 |
1,662.3 |
|
S3 |
1,621.5 |
1,631.6 |
1,660.0 |
|
S4 |
1,596.3 |
1,606.4 |
1,653.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,687.0 |
1,661.8 |
25.2 |
1.5% |
15.5 |
0.9% |
20% |
False |
False |
128,417 |
10 |
1,687.0 |
1,653.2 |
33.8 |
2.0% |
16.6 |
1.0% |
41% |
False |
False |
137,865 |
20 |
1,699.9 |
1,653.2 |
46.7 |
2.8% |
16.9 |
1.0% |
29% |
False |
False |
82,686 |
40 |
1,726.7 |
1,627.9 |
98.8 |
5.9% |
18.7 |
1.1% |
39% |
False |
False |
45,387 |
60 |
1,757.9 |
1,627.9 |
130.0 |
7.8% |
17.8 |
1.1% |
30% |
False |
False |
31,168 |
80 |
1,758.5 |
1,627.9 |
130.6 |
7.8% |
17.4 |
1.0% |
30% |
False |
False |
23,720 |
100 |
1,801.8 |
1,627.9 |
173.9 |
10.4% |
17.0 |
1.0% |
22% |
False |
False |
19,177 |
120 |
1,801.8 |
1,619.0 |
182.8 |
11.0% |
17.0 |
1.0% |
26% |
False |
False |
16,093 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,710.4 |
2.618 |
1,696.6 |
1.618 |
1,688.1 |
1.000 |
1,682.8 |
0.618 |
1,679.6 |
HIGH |
1,674.3 |
0.618 |
1,671.1 |
0.500 |
1,670.1 |
0.382 |
1,669.0 |
LOW |
1,665.8 |
0.618 |
1,660.5 |
1.000 |
1,657.3 |
1.618 |
1,652.0 |
2.618 |
1,643.5 |
4.250 |
1,629.7 |
|
|
Fisher Pivots for day following 08-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
1,670.1 |
1,673.7 |
PP |
1,669.0 |
1,671.4 |
S1 |
1,668.0 |
1,669.2 |
|