Trading Metrics calculated at close of trading on 01-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2013 |
01-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
13,910.42 |
13,864.57 |
-45.85 |
-0.3% |
13,895.98 |
High |
13,941.06 |
14,019.78 |
78.72 |
0.6% |
14,019.78 |
Low |
13,860.58 |
13,860.58 |
0.00 |
0.0% |
13,860.58 |
Close |
13,860.58 |
14,009.79 |
149.21 |
1.1% |
14,009.79 |
Range |
80.48 |
159.20 |
78.72 |
97.8% |
159.20 |
ATR |
95.20 |
99.77 |
4.57 |
4.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 01-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,440.98 |
14,384.59 |
14,097.35 |
|
R3 |
14,281.78 |
14,225.39 |
14,053.57 |
|
R2 |
14,122.58 |
14,122.58 |
14,038.98 |
|
R1 |
14,066.19 |
14,066.19 |
14,024.38 |
14,094.39 |
PP |
13,963.38 |
13,963.38 |
13,963.38 |
13,977.48 |
S1 |
13,906.99 |
13,906.99 |
13,995.20 |
13,935.19 |
S2 |
13,804.18 |
13,804.18 |
13,980.60 |
|
S3 |
13,644.98 |
13,747.79 |
13,966.01 |
|
S4 |
13,485.78 |
13,588.59 |
13,922.23 |
|
|
Weekly Pivots for week ending 01-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,440.98 |
14,384.59 |
14,097.35 |
|
R3 |
14,281.78 |
14,225.39 |
14,053.57 |
|
R2 |
14,122.58 |
14,122.58 |
14,038.98 |
|
R1 |
14,066.19 |
14,066.19 |
14,024.38 |
14,094.39 |
PP |
13,963.38 |
13,963.38 |
13,963.38 |
13,977.48 |
S1 |
13,906.99 |
13,906.99 |
13,995.20 |
13,935.19 |
S2 |
13,804.18 |
13,804.18 |
13,980.60 |
|
S3 |
13,644.98 |
13,747.79 |
13,966.01 |
|
S4 |
13,485.78 |
13,588.59 |
13,922.23 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
14,019.78 |
13,860.58 |
159.20 |
1.1% |
90.40 |
0.6% |
94% |
True |
True |
|
10 |
14,019.78 |
13,571.86 |
447.92 |
3.2% |
87.45 |
0.6% |
98% |
True |
False |
|
20 |
14,019.78 |
13,293.13 |
726.65 |
5.2% |
85.65 |
0.6% |
99% |
True |
False |
|
40 |
14,019.78 |
12,883.89 |
1,135.89 |
8.1% |
106.57 |
0.8% |
99% |
True |
False |
|
60 |
14,019.78 |
12,471.49 |
1,548.29 |
11.1% |
120.00 |
0.9% |
99% |
True |
False |
|
80 |
14,019.78 |
12,471.49 |
1,548.29 |
11.1% |
121.66 |
0.9% |
99% |
True |
False |
|
100 |
14,019.78 |
12,471.49 |
1,548.29 |
11.1% |
118.41 |
0.8% |
99% |
True |
False |
|
120 |
14,019.78 |
12,471.49 |
1,548.29 |
11.1% |
115.40 |
0.8% |
99% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,696.38 |
2.618 |
14,436.57 |
1.618 |
14,277.37 |
1.000 |
14,178.98 |
0.618 |
14,118.17 |
HIGH |
14,019.78 |
0.618 |
13,958.97 |
0.500 |
13,940.18 |
0.382 |
13,921.39 |
LOW |
13,860.58 |
0.618 |
13,762.19 |
1.000 |
13,701.38 |
1.618 |
13,602.99 |
2.618 |
13,443.79 |
4.250 |
13,183.98 |
|
|
Fisher Pivots for day following 01-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
13,986.59 |
13,986.59 |
PP |
13,963.38 |
13,963.38 |
S1 |
13,940.18 |
13,940.18 |
|