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 |
1,675.9 |
1,680.5 |
4.6 |
0.3% |
1,662.5 |
High |
1,682.1 |
1,685.8 |
3.7 |
0.2% |
1,687.0 |
Low |
1,671.3 |
1,666.1 |
-5.2 |
-0.3% |
1,655.3 |
Close |
1,680.9 |
1,673.4 |
-7.5 |
-0.4% |
1,672.7 |
Range |
10.8 |
19.7 |
8.9 |
82.4% |
31.7 |
ATR |
17.6 |
17.7 |
0.2 |
0.9% |
0.0 |
Volume |
5,359 |
3,415 |
-1,944 |
-36.3% |
44,006 |
|
Daily Pivots for day following 07-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,734.2 |
1,723.5 |
1,684.2 |
|
R3 |
1,714.5 |
1,703.8 |
1,678.8 |
|
R2 |
1,694.8 |
1,694.8 |
1,677.0 |
|
R1 |
1,684.1 |
1,684.1 |
1,675.2 |
1,679.6 |
PP |
1,675.1 |
1,675.1 |
1,675.1 |
1,672.9 |
S1 |
1,664.4 |
1,664.4 |
1,671.6 |
1,659.9 |
S2 |
1,655.4 |
1,655.4 |
1,669.8 |
|
S3 |
1,635.7 |
1,644.7 |
1,668.0 |
|
S4 |
1,616.0 |
1,625.0 |
1,662.6 |
|
|
Weekly Pivots for week ending 01-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,766.8 |
1,751.4 |
1,690.1 |
|
R3 |
1,735.1 |
1,719.7 |
1,681.4 |
|
R2 |
1,703.4 |
1,703.4 |
1,678.5 |
|
R1 |
1,688.0 |
1,688.0 |
1,675.6 |
1,695.7 |
PP |
1,671.7 |
1,671.7 |
1,671.7 |
1,675.5 |
S1 |
1,656.3 |
1,656.3 |
1,669.8 |
1,664.0 |
S2 |
1,640.0 |
1,640.0 |
1,666.9 |
|
S3 |
1,608.3 |
1,624.6 |
1,664.0 |
|
S4 |
1,576.6 |
1,592.9 |
1,655.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,689.1 |
1,663.2 |
25.9 |
1.5% |
17.5 |
1.0% |
39% |
False |
False |
4,244 |
10 |
1,689.1 |
1,655.3 |
33.8 |
2.0% |
16.7 |
1.0% |
54% |
False |
False |
6,245 |
20 |
1,700.0 |
1,655.3 |
44.7 |
2.7% |
16.7 |
1.0% |
40% |
False |
False |
4,705 |
40 |
1,728.8 |
1,631.3 |
97.5 |
5.8% |
17.9 |
1.1% |
43% |
False |
False |
3,828 |
60 |
1,759.5 |
1,631.3 |
128.2 |
7.7% |
17.3 |
1.0% |
33% |
False |
False |
3,206 |
80 |
1,760.5 |
1,631.3 |
129.2 |
7.7% |
17.0 |
1.0% |
33% |
False |
False |
2,813 |
100 |
1,803.0 |
1,631.3 |
171.7 |
10.3% |
16.7 |
1.0% |
25% |
False |
False |
2,411 |
120 |
1,803.0 |
1,620.7 |
182.3 |
10.9% |
16.7 |
1.0% |
29% |
False |
False |
2,124 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,769.5 |
2.618 |
1,737.4 |
1.618 |
1,717.7 |
1.000 |
1,705.5 |
0.618 |
1,698.0 |
HIGH |
1,685.8 |
0.618 |
1,678.3 |
0.500 |
1,676.0 |
0.382 |
1,673.6 |
LOW |
1,666.1 |
0.618 |
1,653.9 |
1.000 |
1,646.4 |
1.618 |
1,634.2 |
2.618 |
1,614.5 |
4.250 |
1,582.4 |
|
|
Fisher Pivots for day following 07-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
1,676.0 |
1,677.6 |
PP |
1,675.1 |
1,676.2 |
S1 |
1,674.3 |
1,674.8 |
|