Trading Metrics calculated at close of trading on 05-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2013 |
05-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
14,009.79 |
13,880.08 |
-129.71 |
-0.9% |
13,895.98 |
High |
14,009.79 |
14,013.60 |
3.81 |
0.0% |
14,019.78 |
Low |
13,866.83 |
13,880.08 |
13.25 |
0.1% |
13,860.58 |
Close |
13,880.08 |
13,979.30 |
99.22 |
0.7% |
14,009.79 |
Range |
142.96 |
133.52 |
-9.44 |
-6.6% |
159.20 |
ATR |
102.85 |
105.04 |
2.19 |
2.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 05-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,358.22 |
14,302.28 |
14,052.74 |
|
R3 |
14,224.70 |
14,168.76 |
14,016.02 |
|
R2 |
14,091.18 |
14,091.18 |
14,003.78 |
|
R1 |
14,035.24 |
14,035.24 |
13,991.54 |
14,063.21 |
PP |
13,957.66 |
13,957.66 |
13,957.66 |
13,971.65 |
S1 |
13,901.72 |
13,901.72 |
13,967.06 |
13,929.69 |
S2 |
13,824.14 |
13,824.14 |
13,954.82 |
|
S3 |
13,690.62 |
13,768.20 |
13,942.58 |
|
S4 |
13,557.10 |
13,634.68 |
13,905.86 |
|
|
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% |
117.07 |
0.8% |
75% |
False |
False |
|
10 |
14,019.78 |
13,710.13 |
309.65 |
2.2% |
98.36 |
0.7% |
87% |
False |
False |
|
20 |
14,019.78 |
13,293.13 |
726.65 |
5.2% |
91.29 |
0.7% |
94% |
False |
False |
|
40 |
14,019.78 |
12,883.89 |
1,135.89 |
8.1% |
107.61 |
0.8% |
96% |
False |
False |
|
60 |
14,019.78 |
12,471.49 |
1,548.29 |
11.1% |
115.78 |
0.8% |
97% |
False |
False |
|
80 |
14,019.78 |
12,471.49 |
1,548.29 |
11.1% |
122.90 |
0.9% |
97% |
False |
False |
|
100 |
14,019.78 |
12,471.49 |
1,548.29 |
11.1% |
119.44 |
0.9% |
97% |
False |
False |
|
120 |
14,019.78 |
12,471.49 |
1,548.29 |
11.1% |
115.99 |
0.8% |
97% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,581.06 |
2.618 |
14,363.16 |
1.618 |
14,229.64 |
1.000 |
14,147.12 |
0.618 |
14,096.12 |
HIGH |
14,013.60 |
0.618 |
13,962.60 |
0.500 |
13,946.84 |
0.382 |
13,931.08 |
LOW |
13,880.08 |
0.618 |
13,797.56 |
1.000 |
13,746.56 |
1.618 |
13,664.04 |
2.618 |
13,530.52 |
4.250 |
13,312.62 |
|
|
Fisher Pivots for day following 05-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
13,968.48 |
13,966.26 |
PP |
13,957.66 |
13,953.22 |
S1 |
13,946.84 |
13,940.18 |
|