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 |
4,896.0 |
4,833.0 |
-63.0 |
-1.3% |
4,831.0 |
High |
4,902.0 |
4,859.0 |
-43.0 |
-0.9% |
4,889.0 |
Low |
4,864.0 |
4,828.0 |
-36.0 |
-0.7% |
4,828.0 |
Close |
4,869.0 |
4,844.0 |
-25.0 |
-0.5% |
4,879.0 |
Range |
38.0 |
31.0 |
-7.0 |
-18.4% |
61.0 |
ATR |
35.8 |
36.1 |
0.4 |
1.0% |
0.0 |
Volume |
22,746 |
26,893 |
4,147 |
18.2% |
103,578 |
|
Daily Pivots for day following 05-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,936.7 |
4,921.3 |
4,861.1 |
|
R3 |
4,905.7 |
4,890.3 |
4,852.5 |
|
R2 |
4,874.7 |
4,874.7 |
4,849.7 |
|
R1 |
4,859.3 |
4,859.3 |
4,846.8 |
4,867.0 |
PP |
4,843.7 |
4,843.7 |
4,843.7 |
4,847.5 |
S1 |
4,828.3 |
4,828.3 |
4,841.2 |
4,836.0 |
S2 |
4,812.7 |
4,812.7 |
4,838.3 |
|
S3 |
4,781.7 |
4,797.3 |
4,835.5 |
|
S4 |
4,750.7 |
4,766.3 |
4,827.0 |
|
|
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% |
34.4 |
0.7% |
22% |
False |
True |
24,775 |
10 |
4,902.0 |
4,732.0 |
170.0 |
3.5% |
32.2 |
0.7% |
66% |
False |
False |
23,633 |
20 |
4,902.0 |
4,659.0 |
243.0 |
5.0% |
31.7 |
0.7% |
76% |
False |
False |
22,193 |
40 |
4,902.0 |
4,485.0 |
417.0 |
8.6% |
29.8 |
0.6% |
86% |
False |
False |
22,627 |
60 |
4,902.0 |
4,315.0 |
587.0 |
12.1% |
23.9 |
0.5% |
90% |
False |
False |
15,108 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,990.8 |
2.618 |
4,940.2 |
1.618 |
4,909.2 |
1.000 |
4,890.0 |
0.618 |
4,878.2 |
HIGH |
4,859.0 |
0.618 |
4,847.2 |
0.500 |
4,843.5 |
0.382 |
4,839.8 |
LOW |
4,828.0 |
0.618 |
4,808.8 |
1.000 |
4,797.0 |
1.618 |
4,777.8 |
2.618 |
4,746.8 |
4.250 |
4,696.3 |
|
|
Fisher Pivots for day following 05-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
4,843.8 |
4,865.0 |
PP |
4,843.7 |
4,858.0 |
S1 |
4,843.5 |
4,851.0 |
|