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 |
1,680.5 |
1,673.4 |
-7.1 |
-0.4% |
1,670.3 |
High |
1,685.8 |
1,675.8 |
-10.0 |
-0.6% |
1,689.1 |
Low |
1,666.1 |
1,667.9 |
1.8 |
0.1% |
1,665.1 |
Close |
1,673.4 |
1,668.9 |
-4.5 |
-0.3% |
1,668.9 |
Range |
19.7 |
7.9 |
-11.8 |
-59.9% |
24.0 |
ATR |
17.7 |
17.0 |
-0.7 |
-4.0% |
0.0 |
Volume |
3,415 |
2,873 |
-542 |
-15.9% |
17,147 |
|
Daily Pivots for day following 08-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,694.6 |
1,689.6 |
1,673.2 |
|
R3 |
1,686.7 |
1,681.7 |
1,671.1 |
|
R2 |
1,678.8 |
1,678.8 |
1,670.3 |
|
R1 |
1,673.8 |
1,673.8 |
1,669.6 |
1,672.4 |
PP |
1,670.9 |
1,670.9 |
1,670.9 |
1,670.1 |
S1 |
1,665.9 |
1,665.9 |
1,668.2 |
1,664.5 |
S2 |
1,663.0 |
1,663.0 |
1,667.5 |
|
S3 |
1,655.1 |
1,658.0 |
1,666.7 |
|
S4 |
1,647.2 |
1,650.1 |
1,664.6 |
|
|
Weekly Pivots for week ending 08-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,746.4 |
1,731.6 |
1,682.1 |
|
R3 |
1,722.4 |
1,707.6 |
1,675.5 |
|
R2 |
1,698.4 |
1,698.4 |
1,673.3 |
|
R1 |
1,683.6 |
1,683.6 |
1,671.1 |
1,679.0 |
PP |
1,674.4 |
1,674.4 |
1,674.4 |
1,672.1 |
S1 |
1,659.6 |
1,659.6 |
1,666.7 |
1,655.0 |
S2 |
1,650.4 |
1,650.4 |
1,664.5 |
|
S3 |
1,626.4 |
1,635.6 |
1,662.3 |
|
S4 |
1,602.4 |
1,611.6 |
1,655.7 |
|
|
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 |
1,665.1 |
24.0 |
1.4% |
14.7 |
0.9% |
16% |
False |
False |
3,429 |
10 |
1,689.1 |
1,655.3 |
33.8 |
2.0% |
15.9 |
1.0% |
40% |
False |
False |
6,115 |
20 |
1,700.0 |
1,655.3 |
44.7 |
2.7% |
15.9 |
1.0% |
30% |
False |
False |
4,732 |
40 |
1,728.8 |
1,631.3 |
97.5 |
5.8% |
17.9 |
1.1% |
39% |
False |
False |
3,880 |
60 |
1,759.5 |
1,631.3 |
128.2 |
7.7% |
17.2 |
1.0% |
29% |
False |
False |
3,224 |
80 |
1,760.5 |
1,631.3 |
129.2 |
7.7% |
16.8 |
1.0% |
29% |
False |
False |
2,839 |
100 |
1,803.0 |
1,631.3 |
171.7 |
10.3% |
16.6 |
1.0% |
22% |
False |
False |
2,438 |
120 |
1,803.0 |
1,622.2 |
180.8 |
10.8% |
16.7 |
1.0% |
26% |
False |
False |
2,138 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,709.4 |
2.618 |
1,696.5 |
1.618 |
1,688.6 |
1.000 |
1,683.7 |
0.618 |
1,680.7 |
HIGH |
1,675.8 |
0.618 |
1,672.8 |
0.500 |
1,671.9 |
0.382 |
1,670.9 |
LOW |
1,667.9 |
0.618 |
1,663.0 |
1.000 |
1,660.0 |
1.618 |
1,655.1 |
2.618 |
1,647.2 |
4.250 |
1,634.3 |
|
|
Fisher Pivots for day following 08-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
1,671.9 |
1,676.0 |
PP |
1,670.9 |
1,673.6 |
S1 |
1,669.9 |
1,671.3 |
|