Trading Metrics calculated at close of trading on 04-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2013 |
04-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
13,864.57 |
14,009.79 |
145.22 |
1.0% |
13,895.98 |
High |
14,019.78 |
14,009.79 |
-9.99 |
-0.1% |
14,019.78 |
Low |
13,860.58 |
13,866.83 |
6.25 |
0.0% |
13,860.58 |
Close |
14,009.79 |
13,880.08 |
-129.71 |
-0.9% |
14,009.79 |
Range |
159.20 |
142.96 |
-16.24 |
-10.2% |
159.20 |
ATR |
99.77 |
102.85 |
3.09 |
3.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 04-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,347.78 |
14,256.89 |
13,958.71 |
|
R3 |
14,204.82 |
14,113.93 |
13,919.39 |
|
R2 |
14,061.86 |
14,061.86 |
13,906.29 |
|
R1 |
13,970.97 |
13,970.97 |
13,893.18 |
13,944.94 |
PP |
13,918.90 |
13,918.90 |
13,918.90 |
13,905.88 |
S1 |
13,828.01 |
13,828.01 |
13,866.98 |
13,801.98 |
S2 |
13,775.94 |
13,775.94 |
13,853.87 |
|
S3 |
13,632.98 |
13,685.05 |
13,840.77 |
|
S4 |
13,490.02 |
13,542.09 |
13,801.45 |
|
|
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% |
108.36 |
0.8% |
12% |
False |
False |
|
10 |
14,019.78 |
13,622.96 |
396.82 |
2.9% |
93.93 |
0.7% |
65% |
False |
False |
|
20 |
14,019.78 |
13,293.13 |
726.65 |
5.2% |
89.25 |
0.6% |
81% |
False |
False |
|
40 |
14,019.78 |
12,883.89 |
1,135.89 |
8.2% |
106.00 |
0.8% |
88% |
False |
False |
|
60 |
14,019.78 |
12,471.49 |
1,548.29 |
11.2% |
119.41 |
0.9% |
91% |
False |
False |
|
80 |
14,019.78 |
12,471.49 |
1,548.29 |
11.2% |
122.72 |
0.9% |
91% |
False |
False |
|
100 |
14,019.78 |
12,471.49 |
1,548.29 |
11.2% |
119.11 |
0.9% |
91% |
False |
False |
|
120 |
14,019.78 |
12,471.49 |
1,548.29 |
11.2% |
115.65 |
0.8% |
91% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,617.37 |
2.618 |
14,384.06 |
1.618 |
14,241.10 |
1.000 |
14,152.75 |
0.618 |
14,098.14 |
HIGH |
14,009.79 |
0.618 |
13,955.18 |
0.500 |
13,938.31 |
0.382 |
13,921.44 |
LOW |
13,866.83 |
0.618 |
13,778.48 |
1.000 |
13,723.87 |
1.618 |
13,635.52 |
2.618 |
13,492.56 |
4.250 |
13,259.25 |
|
|
Fisher Pivots for day following 04-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
13,938.31 |
13,940.18 |
PP |
13,918.90 |
13,920.15 |
S1 |
13,899.49 |
13,900.11 |
|