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 |
1,677.5 |
1,682.0 |
4.5 |
0.3% |
1,664.2 |
High |
1,682.9 |
1,686.4 |
3.5 |
0.2% |
1,687.6 |
Low |
1,675.0 |
1,668.0 |
-7.0 |
-0.4% |
1,658.5 |
Close |
1,682.8 |
1,675.3 |
-7.5 |
-0.4% |
1,674.7 |
Range |
7.9 |
18.4 |
10.5 |
132.9% |
29.1 |
ATR |
15.5 |
15.7 |
0.2 |
1.3% |
0.0 |
Volume |
2,736 |
958 |
-1,778 |
-65.0% |
13,347 |
|
Daily Pivots for day following 07-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,731.8 |
1,721.9 |
1,685.4 |
|
R3 |
1,713.4 |
1,703.5 |
1,680.4 |
|
R2 |
1,695.0 |
1,695.0 |
1,678.7 |
|
R1 |
1,685.1 |
1,685.1 |
1,677.0 |
1,680.9 |
PP |
1,676.6 |
1,676.6 |
1,676.6 |
1,674.4 |
S1 |
1,666.7 |
1,666.7 |
1,673.6 |
1,662.5 |
S2 |
1,658.2 |
1,658.2 |
1,671.9 |
|
S3 |
1,639.8 |
1,648.3 |
1,670.2 |
|
S4 |
1,621.4 |
1,629.9 |
1,665.2 |
|
|
Weekly Pivots for week ending 01-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,760.9 |
1,746.9 |
1,690.7 |
|
R3 |
1,731.8 |
1,717.8 |
1,682.7 |
|
R2 |
1,702.7 |
1,702.7 |
1,680.0 |
|
R1 |
1,688.7 |
1,688.7 |
1,677.4 |
1,695.7 |
PP |
1,673.6 |
1,673.6 |
1,673.6 |
1,677.1 |
S1 |
1,659.6 |
1,659.6 |
1,672.0 |
1,666.6 |
S2 |
1,644.5 |
1,644.5 |
1,669.4 |
|
S3 |
1,615.4 |
1,630.5 |
1,666.7 |
|
S4 |
1,586.3 |
1,601.4 |
1,658.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,686.4 |
1,666.8 |
19.6 |
1.2% |
14.5 |
0.9% |
43% |
True |
False |
1,965 |
10 |
1,687.6 |
1,658.5 |
29.1 |
1.7% |
14.3 |
0.9% |
58% |
False |
False |
2,190 |
20 |
1,702.4 |
1,658.5 |
43.9 |
2.6% |
14.3 |
0.9% |
38% |
False |
False |
2,161 |
40 |
1,727.0 |
1,634.1 |
92.9 |
5.5% |
15.2 |
0.9% |
44% |
False |
False |
1,565 |
60 |
1,759.7 |
1,634.1 |
125.6 |
7.5% |
14.0 |
0.8% |
33% |
False |
False |
1,366 |
80 |
1,761.0 |
1,634.1 |
126.9 |
7.6% |
13.8 |
0.8% |
32% |
False |
False |
1,400 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,764.6 |
2.618 |
1,734.6 |
1.618 |
1,716.2 |
1.000 |
1,704.8 |
0.618 |
1,697.8 |
HIGH |
1,686.4 |
0.618 |
1,679.4 |
0.500 |
1,677.2 |
0.382 |
1,675.0 |
LOW |
1,668.0 |
0.618 |
1,656.6 |
1.000 |
1,649.6 |
1.618 |
1,638.2 |
2.618 |
1,619.8 |
4.250 |
1,589.8 |
|
|
Fisher Pivots for day following 07-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
1,677.2 |
1,677.2 |
PP |
1,676.6 |
1,676.6 |
S1 |
1,675.9 |
1,675.9 |
|