Trading Metrics calculated at close of trading on 06-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2013 |
06-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
1,674.2 |
1,672.2 |
-2.0 |
-0.1% |
1,657.9 |
High |
1,683.4 |
1,678.5 |
-4.9 |
-0.3% |
1,683.2 |
Low |
1,666.5 |
1,668.0 |
1.5 |
0.1% |
1,651.0 |
Close |
1,672.4 |
1,677.7 |
5.3 |
0.3% |
1,669.4 |
Range |
16.9 |
10.5 |
-6.4 |
-37.9% |
32.2 |
ATR |
18.6 |
18.0 |
-0.6 |
-3.1% |
0.0 |
Volume |
353 |
376 |
23 |
6.5% |
384,428 |
|
Daily Pivots for day following 06-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,706.2 |
1,702.5 |
1,683.5 |
|
R3 |
1,695.7 |
1,692.0 |
1,680.6 |
|
R2 |
1,685.2 |
1,685.2 |
1,679.6 |
|
R1 |
1,681.5 |
1,681.5 |
1,678.7 |
1,683.4 |
PP |
1,674.7 |
1,674.7 |
1,674.7 |
1,675.7 |
S1 |
1,671.0 |
1,671.0 |
1,676.7 |
1,672.9 |
S2 |
1,664.2 |
1,664.2 |
1,675.8 |
|
S3 |
1,653.7 |
1,660.5 |
1,674.8 |
|
S4 |
1,643.2 |
1,650.0 |
1,671.9 |
|
|
Weekly Pivots for week ending 01-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,764.5 |
1,749.1 |
1,687.1 |
|
R3 |
1,732.3 |
1,716.9 |
1,678.3 |
|
R2 |
1,700.1 |
1,700.1 |
1,675.3 |
|
R1 |
1,684.7 |
1,684.7 |
1,672.4 |
1,692.4 |
PP |
1,667.9 |
1,667.9 |
1,667.9 |
1,671.7 |
S1 |
1,652.5 |
1,652.5 |
1,666.4 |
1,660.2 |
S2 |
1,635.7 |
1,635.7 |
1,663.5 |
|
S3 |
1,603.5 |
1,620.3 |
1,660.5 |
|
S4 |
1,571.3 |
1,588.1 |
1,651.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,683.4 |
1,657.4 |
26.0 |
1.5% |
17.2 |
1.0% |
78% |
False |
False |
2,094 |
10 |
1,685.8 |
1,651.0 |
34.8 |
2.1% |
16.8 |
1.0% |
77% |
False |
False |
72,767 |
20 |
1,697.8 |
1,651.0 |
46.8 |
2.8% |
17.2 |
1.0% |
57% |
False |
False |
111,699 |
40 |
1,725.0 |
1,626.0 |
99.0 |
5.9% |
18.9 |
1.1% |
52% |
False |
False |
118,771 |
60 |
1,757.1 |
1,626.0 |
131.1 |
7.8% |
18.5 |
1.1% |
39% |
False |
False |
103,946 |
80 |
1,776.2 |
1,626.0 |
150.2 |
9.0% |
18.7 |
1.1% |
34% |
False |
False |
79,895 |
100 |
1,800.0 |
1,626.0 |
174.0 |
10.4% |
18.5 |
1.1% |
30% |
False |
False |
64,625 |
120 |
1,800.0 |
1,607.7 |
192.3 |
11.5% |
18.6 |
1.1% |
36% |
False |
False |
54,123 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,723.1 |
2.618 |
1,706.0 |
1.618 |
1,695.5 |
1.000 |
1,689.0 |
0.618 |
1,685.0 |
HIGH |
1,678.5 |
0.618 |
1,674.5 |
0.500 |
1,673.3 |
0.382 |
1,672.0 |
LOW |
1,668.0 |
0.618 |
1,661.5 |
1.000 |
1,657.5 |
1.618 |
1,651.0 |
2.618 |
1,640.5 |
4.250 |
1,623.4 |
|
|
Fisher Pivots for day following 06-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
1,676.2 |
1,676.0 |
PP |
1,674.7 |
1,674.2 |
S1 |
1,673.3 |
1,672.5 |
|