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 |
4,854.0 |
4,857.0 |
3.0 |
0.1% |
4,831.0 |
High |
4,874.0 |
4,889.0 |
15.0 |
0.3% |
4,889.0 |
Low |
4,829.0 |
4,855.0 |
26.0 |
0.5% |
4,828.0 |
Close |
4,845.0 |
4,879.0 |
34.0 |
0.7% |
4,879.0 |
Range |
45.0 |
34.0 |
-11.0 |
-24.4% |
61.0 |
ATR |
34.9 |
35.6 |
0.6 |
1.9% |
0.0 |
Volume |
31,635 |
23,869 |
-7,766 |
-24.5% |
103,578 |
|
Daily Pivots for day following 01-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,976.3 |
4,961.7 |
4,897.7 |
|
R3 |
4,942.3 |
4,927.7 |
4,888.4 |
|
R2 |
4,908.3 |
4,908.3 |
4,885.2 |
|
R1 |
4,893.7 |
4,893.7 |
4,882.1 |
4,901.0 |
PP |
4,874.3 |
4,874.3 |
4,874.3 |
4,878.0 |
S1 |
4,859.7 |
4,859.7 |
4,875.9 |
4,867.0 |
S2 |
4,840.3 |
4,840.3 |
4,872.8 |
|
S3 |
4,806.3 |
4,825.7 |
4,869.7 |
|
S4 |
4,772.3 |
4,791.7 |
4,860.3 |
|
|
Weekly Pivots for week ending 01-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,048.3 |
5,024.7 |
4,912.6 |
|
R3 |
4,987.3 |
4,963.7 |
4,895.8 |
|
R2 |
4,926.3 |
4,926.3 |
4,890.2 |
|
R1 |
4,902.7 |
4,902.7 |
4,884.6 |
4,914.5 |
PP |
4,865.3 |
4,865.3 |
4,865.3 |
4,871.3 |
S1 |
4,841.7 |
4,841.7 |
4,873.4 |
4,853.5 |
S2 |
4,804.3 |
4,804.3 |
4,867.8 |
|
S3 |
4,743.3 |
4,780.7 |
4,862.2 |
|
S4 |
4,682.3 |
4,719.7 |
4,845.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,889.0 |
4,786.0 |
103.0 |
2.1% |
31.4 |
0.6% |
90% |
True |
False |
24,032 |
10 |
4,889.0 |
4,728.0 |
161.0 |
3.3% |
30.1 |
0.6% |
94% |
True |
False |
22,005 |
20 |
4,889.0 |
4,659.0 |
230.0 |
4.7% |
31.8 |
0.7% |
96% |
True |
False |
21,573 |
40 |
4,889.0 |
4,480.0 |
409.0 |
8.4% |
29.4 |
0.6% |
98% |
True |
False |
21,395 |
60 |
4,889.0 |
4,315.0 |
574.0 |
11.8% |
22.8 |
0.5% |
98% |
True |
False |
14,281 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,033.5 |
2.618 |
4,978.0 |
1.618 |
4,944.0 |
1.000 |
4,923.0 |
0.618 |
4,910.0 |
HIGH |
4,889.0 |
0.618 |
4,876.0 |
0.500 |
4,872.0 |
0.382 |
4,868.0 |
LOW |
4,855.0 |
0.618 |
4,834.0 |
1.000 |
4,821.0 |
1.618 |
4,800.0 |
2.618 |
4,766.0 |
4.250 |
4,710.5 |
|
|
Fisher Pivots for day following 01-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
4,876.7 |
4,872.3 |
PP |
4,874.3 |
4,865.7 |
S1 |
4,872.0 |
4,859.0 |
|