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 |
1,500.25 |
1,498.75 |
-1.50 |
-0.1% |
1,500.75 |
High |
1,504.25 |
1,508.50 |
4.25 |
0.3% |
1,508.50 |
Low |
1,488.50 |
1,498.00 |
9.50 |
0.6% |
1,484.25 |
Close |
1,499.25 |
1,506.25 |
7.00 |
0.5% |
1,506.25 |
Range |
15.75 |
10.50 |
-5.25 |
-33.3% |
24.25 |
ATR |
13.83 |
13.59 |
-0.24 |
-1.7% |
0.00 |
Volume |
3,881 |
10,682 |
6,801 |
175.2% |
27,373 |
|
Daily Pivots for day following 08-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,535.75 |
1,531.50 |
1,512.00 |
|
R3 |
1,525.25 |
1,521.00 |
1,509.25 |
|
R2 |
1,514.75 |
1,514.75 |
1,508.25 |
|
R1 |
1,510.50 |
1,510.50 |
1,507.25 |
1,512.50 |
PP |
1,504.25 |
1,504.25 |
1,504.25 |
1,505.25 |
S1 |
1,500.00 |
1,500.00 |
1,505.25 |
1,502.00 |
S2 |
1,493.75 |
1,493.75 |
1,504.25 |
|
S3 |
1,483.25 |
1,489.50 |
1,503.25 |
|
S4 |
1,472.75 |
1,479.00 |
1,500.50 |
|
|
Weekly Pivots for week ending 08-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,572.50 |
1,563.50 |
1,519.50 |
|
R3 |
1,548.25 |
1,539.25 |
1,513.00 |
|
R2 |
1,524.00 |
1,524.00 |
1,510.75 |
|
R1 |
1,515.00 |
1,515.00 |
1,508.50 |
1,519.50 |
PP |
1,499.75 |
1,499.75 |
1,499.75 |
1,502.00 |
S1 |
1,490.75 |
1,490.75 |
1,504.00 |
1,495.25 |
S2 |
1,475.50 |
1,475.50 |
1,501.75 |
|
S3 |
1,451.25 |
1,466.50 |
1,499.50 |
|
S4 |
1,427.00 |
1,442.25 |
1,493.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,508.50 |
1,484.25 |
24.25 |
1.6% |
14.50 |
1.0% |
91% |
True |
False |
5,474 |
10 |
1,508.50 |
1,484.25 |
24.25 |
1.6% |
12.75 |
0.9% |
91% |
True |
False |
4,220 |
20 |
1,508.50 |
1,450.50 |
58.00 |
3.9% |
12.25 |
0.8% |
96% |
True |
False |
2,933 |
40 |
1,508.50 |
1,375.75 |
132.75 |
8.8% |
14.00 |
0.9% |
98% |
True |
False |
2,123 |
60 |
1,508.50 |
1,331.25 |
177.25 |
11.8% |
13.25 |
0.9% |
99% |
True |
False |
1,504 |
80 |
1,508.50 |
1,331.25 |
177.25 |
11.8% |
13.50 |
0.9% |
99% |
True |
False |
1,143 |
100 |
1,508.50 |
1,331.25 |
177.25 |
11.8% |
12.50 |
0.8% |
99% |
True |
False |
935 |
120 |
1,508.50 |
1,331.25 |
177.25 |
11.8% |
10.50 |
0.7% |
99% |
True |
False |
782 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,553.00 |
2.618 |
1,536.00 |
1.618 |
1,525.50 |
1.000 |
1,519.00 |
0.618 |
1,515.00 |
HIGH |
1,508.50 |
0.618 |
1,504.50 |
0.500 |
1,503.25 |
0.382 |
1,502.00 |
LOW |
1,498.00 |
0.618 |
1,491.50 |
1.000 |
1,487.50 |
1.618 |
1,481.00 |
2.618 |
1,470.50 |
4.250 |
1,453.50 |
|
|
Fisher Pivots for day following 08-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
1,505.25 |
1,503.75 |
PP |
1,504.25 |
1,501.00 |
S1 |
1,503.25 |
1,498.50 |
|