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 |
1,682.0 |
1,676.6 |
-5.4 |
-0.3% |
1,673.4 |
High |
1,686.4 |
1,677.8 |
-8.6 |
-0.5% |
1,686.4 |
Low |
1,668.0 |
1,670.8 |
2.8 |
0.2% |
1,667.1 |
Close |
1,675.3 |
1,670.9 |
-4.4 |
-0.3% |
1,670.9 |
Range |
18.4 |
7.0 |
-11.4 |
-62.0% |
19.3 |
ATR |
15.7 |
15.1 |
-0.6 |
-4.0% |
0.0 |
Volume |
958 |
1,024 |
66 |
6.9% |
8,290 |
|
Daily Pivots for day following 08-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,694.2 |
1,689.5 |
1,674.8 |
|
R3 |
1,687.2 |
1,682.5 |
1,672.8 |
|
R2 |
1,680.2 |
1,680.2 |
1,672.2 |
|
R1 |
1,675.5 |
1,675.5 |
1,671.5 |
1,674.4 |
PP |
1,673.2 |
1,673.2 |
1,673.2 |
1,672.6 |
S1 |
1,668.5 |
1,668.5 |
1,670.3 |
1,667.4 |
S2 |
1,666.2 |
1,666.2 |
1,669.6 |
|
S3 |
1,659.2 |
1,661.5 |
1,669.0 |
|
S4 |
1,652.2 |
1,654.5 |
1,667.1 |
|
|
Weekly Pivots for week ending 08-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,732.7 |
1,721.1 |
1,681.5 |
|
R3 |
1,713.4 |
1,701.8 |
1,676.2 |
|
R2 |
1,694.1 |
1,694.1 |
1,674.4 |
|
R1 |
1,682.5 |
1,682.5 |
1,672.7 |
1,678.7 |
PP |
1,674.8 |
1,674.8 |
1,674.8 |
1,672.9 |
S1 |
1,663.2 |
1,663.2 |
1,669.1 |
1,659.4 |
S2 |
1,655.5 |
1,655.5 |
1,667.4 |
|
S3 |
1,636.2 |
1,643.9 |
1,665.6 |
|
S4 |
1,616.9 |
1,624.6 |
1,660.3 |
|
|
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 |
1,667.1 |
19.3 |
1.2% |
12.3 |
0.7% |
20% |
False |
False |
1,658 |
10 |
1,687.6 |
1,658.5 |
29.1 |
1.7% |
13.6 |
0.8% |
43% |
False |
False |
2,163 |
20 |
1,702.4 |
1,658.5 |
43.9 |
2.6% |
13.5 |
0.8% |
28% |
False |
False |
2,074 |
40 |
1,727.0 |
1,634.1 |
92.9 |
5.6% |
15.2 |
0.9% |
40% |
False |
False |
1,586 |
60 |
1,759.7 |
1,634.1 |
125.6 |
7.5% |
14.0 |
0.8% |
29% |
False |
False |
1,342 |
80 |
1,761.0 |
1,634.1 |
126.9 |
7.6% |
13.6 |
0.8% |
29% |
False |
False |
1,411 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,707.6 |
2.618 |
1,696.1 |
1.618 |
1,689.1 |
1.000 |
1,684.8 |
0.618 |
1,682.1 |
HIGH |
1,677.8 |
0.618 |
1,675.1 |
0.500 |
1,674.3 |
0.382 |
1,673.5 |
LOW |
1,670.8 |
0.618 |
1,666.5 |
1.000 |
1,663.8 |
1.618 |
1,659.5 |
2.618 |
1,652.5 |
4.250 |
1,641.1 |
|
|
Fisher Pivots for day following 08-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
1,674.3 |
1,677.2 |
PP |
1,673.2 |
1,675.1 |
S1 |
1,672.0 |
1,673.0 |
|