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 |
1,499.75 |
1,500.25 |
0.50 |
0.0% |
1,488.50 |
High |
1,503.50 |
1,504.25 |
0.75 |
0.0% |
1,504.00 |
Low |
1,492.75 |
1,488.50 |
-4.25 |
-0.3% |
1,484.75 |
Close |
1,500.50 |
1,499.25 |
-1.25 |
-0.1% |
1,500.25 |
Range |
10.75 |
15.75 |
5.00 |
46.5% |
19.25 |
ATR |
13.68 |
13.83 |
0.15 |
1.1% |
0.00 |
Volume |
2,026 |
3,881 |
1,855 |
91.6% |
14,835 |
|
Daily Pivots for day following 07-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,544.50 |
1,537.75 |
1,508.00 |
|
R3 |
1,528.75 |
1,522.00 |
1,503.50 |
|
R2 |
1,513.00 |
1,513.00 |
1,502.25 |
|
R1 |
1,506.25 |
1,506.25 |
1,500.75 |
1,501.75 |
PP |
1,497.25 |
1,497.25 |
1,497.25 |
1,495.00 |
S1 |
1,490.50 |
1,490.50 |
1,497.75 |
1,486.00 |
S2 |
1,481.50 |
1,481.50 |
1,496.25 |
|
S3 |
1,465.75 |
1,474.75 |
1,495.00 |
|
S4 |
1,450.00 |
1,459.00 |
1,490.50 |
|
|
Weekly Pivots for week ending 01-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,554.00 |
1,546.50 |
1,510.75 |
|
R3 |
1,534.75 |
1,527.25 |
1,505.50 |
|
R2 |
1,515.50 |
1,515.50 |
1,503.75 |
|
R1 |
1,508.00 |
1,508.00 |
1,502.00 |
1,511.75 |
PP |
1,496.25 |
1,496.25 |
1,496.25 |
1,498.25 |
S1 |
1,488.75 |
1,488.75 |
1,498.50 |
1,492.50 |
S2 |
1,477.00 |
1,477.00 |
1,496.75 |
|
S3 |
1,457.75 |
1,469.50 |
1,495.00 |
|
S4 |
1,438.50 |
1,450.25 |
1,489.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,504.50 |
1,484.25 |
20.25 |
1.4% |
15.25 |
1.0% |
74% |
False |
False |
3,699 |
10 |
1,504.50 |
1,480.00 |
24.50 |
1.6% |
13.00 |
0.9% |
79% |
False |
False |
3,334 |
20 |
1,504.50 |
1,448.25 |
56.25 |
3.8% |
12.50 |
0.8% |
91% |
False |
False |
2,591 |
40 |
1,504.50 |
1,375.75 |
128.75 |
8.6% |
14.00 |
0.9% |
96% |
False |
False |
1,857 |
60 |
1,504.50 |
1,331.25 |
173.25 |
11.6% |
13.25 |
0.9% |
97% |
False |
False |
1,327 |
80 |
1,504.50 |
1,331.25 |
173.25 |
11.6% |
13.75 |
0.9% |
97% |
False |
False |
1,010 |
100 |
1,504.50 |
1,331.25 |
173.25 |
11.6% |
12.25 |
0.8% |
97% |
False |
False |
829 |
120 |
1,504.50 |
1,331.25 |
173.25 |
11.6% |
10.50 |
0.7% |
97% |
False |
False |
694 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,571.25 |
2.618 |
1,545.50 |
1.618 |
1,529.75 |
1.000 |
1,520.00 |
0.618 |
1,514.00 |
HIGH |
1,504.25 |
0.618 |
1,498.25 |
0.500 |
1,496.50 |
0.382 |
1,494.50 |
LOW |
1,488.50 |
0.618 |
1,478.75 |
1.000 |
1,472.75 |
1.618 |
1,463.00 |
2.618 |
1,447.25 |
4.250 |
1,421.50 |
|
|
Fisher Pivots for day following 07-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
1,498.25 |
1,498.00 |
PP |
1,497.25 |
1,496.50 |
S1 |
1,496.50 |
1,495.00 |
|