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 |
4,857.0 |
4,896.0 |
39.0 |
0.8% |
4,831.0 |
High |
4,889.0 |
4,902.0 |
13.0 |
0.3% |
4,889.0 |
Low |
4,855.0 |
4,864.0 |
9.0 |
0.2% |
4,828.0 |
Close |
4,879.0 |
4,869.0 |
-10.0 |
-0.2% |
4,879.0 |
Range |
34.0 |
38.0 |
4.0 |
11.8% |
61.0 |
ATR |
35.6 |
35.8 |
0.2 |
0.5% |
0.0 |
Volume |
23,869 |
22,746 |
-1,123 |
-4.7% |
103,578 |
|
Daily Pivots for day following 04-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,992.3 |
4,968.7 |
4,889.9 |
|
R3 |
4,954.3 |
4,930.7 |
4,879.5 |
|
R2 |
4,916.3 |
4,916.3 |
4,876.0 |
|
R1 |
4,892.7 |
4,892.7 |
4,872.5 |
4,885.5 |
PP |
4,878.3 |
4,878.3 |
4,878.3 |
4,874.8 |
S1 |
4,854.7 |
4,854.7 |
4,865.5 |
4,847.5 |
S2 |
4,840.3 |
4,840.3 |
4,862.0 |
|
S3 |
4,802.3 |
4,816.7 |
4,858.6 |
|
S4 |
4,764.3 |
4,778.7 |
4,848.1 |
|
|
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 |
4,902.0 |
4,828.0 |
74.0 |
1.5% |
35.2 |
0.7% |
55% |
True |
False |
25,264 |
10 |
4,902.0 |
4,728.0 |
174.0 |
3.6% |
31.4 |
0.6% |
81% |
True |
False |
22,364 |
20 |
4,902.0 |
4,659.0 |
243.0 |
5.0% |
32.2 |
0.7% |
86% |
True |
False |
21,824 |
40 |
4,902.0 |
4,480.0 |
422.0 |
8.7% |
29.6 |
0.6% |
92% |
True |
False |
21,960 |
60 |
4,902.0 |
4,315.0 |
587.0 |
12.1% |
23.4 |
0.5% |
94% |
True |
False |
14,660 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,063.5 |
2.618 |
5,001.5 |
1.618 |
4,963.5 |
1.000 |
4,940.0 |
0.618 |
4,925.5 |
HIGH |
4,902.0 |
0.618 |
4,887.5 |
0.500 |
4,883.0 |
0.382 |
4,878.5 |
LOW |
4,864.0 |
0.618 |
4,840.5 |
1.000 |
4,826.0 |
1.618 |
4,802.5 |
2.618 |
4,764.5 |
4.250 |
4,702.5 |
|
|
Fisher Pivots for day following 04-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
4,883.0 |
4,867.8 |
PP |
4,878.3 |
4,866.7 |
S1 |
4,873.7 |
4,865.5 |
|