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 |
7,786.5 |
7,796.5 |
10.0 |
0.1% |
7,883.0 |
High |
7,813.5 |
7,856.0 |
42.5 |
0.5% |
7,888.0 |
Low |
7,762.0 |
7,785.0 |
23.0 |
0.3% |
7,762.0 |
Close |
7,796.0 |
7,830.5 |
34.5 |
0.4% |
7,830.5 |
Range |
51.5 |
71.0 |
19.5 |
37.9% |
126.0 |
ATR |
76.9 |
76.4 |
-0.4 |
-0.5% |
0.0 |
Volume |
118,116 |
158,132 |
40,016 |
33.9% |
570,130 |
|
Daily Pivots for day following 01-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,036.8 |
8,004.7 |
7,869.6 |
|
R3 |
7,965.8 |
7,933.7 |
7,850.0 |
|
R2 |
7,894.8 |
7,894.8 |
7,843.5 |
|
R1 |
7,862.7 |
7,862.7 |
7,837.0 |
7,878.8 |
PP |
7,823.8 |
7,823.8 |
7,823.8 |
7,831.9 |
S1 |
7,791.7 |
7,791.7 |
7,824.0 |
7,807.8 |
S2 |
7,752.8 |
7,752.8 |
7,817.5 |
|
S3 |
7,681.8 |
7,720.7 |
7,811.0 |
|
S4 |
7,610.8 |
7,649.7 |
7,791.5 |
|
|
Weekly Pivots for week ending 01-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,204.8 |
8,143.7 |
7,899.8 |
|
R3 |
8,078.8 |
8,017.7 |
7,865.2 |
|
R2 |
7,952.8 |
7,952.8 |
7,853.6 |
|
R1 |
7,891.7 |
7,891.7 |
7,842.1 |
7,859.3 |
PP |
7,826.8 |
7,826.8 |
7,826.8 |
7,810.6 |
S1 |
7,765.7 |
7,765.7 |
7,819.0 |
7,733.3 |
S2 |
7,700.8 |
7,700.8 |
7,807.4 |
|
S3 |
7,574.8 |
7,639.7 |
7,795.9 |
|
S4 |
7,448.8 |
7,513.7 |
7,761.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,888.0 |
7,762.0 |
126.0 |
1.6% |
66.0 |
0.8% |
54% |
False |
False |
114,026 |
10 |
7,888.0 |
7,633.0 |
255.0 |
3.3% |
78.1 |
1.0% |
77% |
False |
False |
101,939 |
20 |
7,888.0 |
7,633.0 |
255.0 |
3.3% |
75.6 |
1.0% |
77% |
False |
False |
101,324 |
40 |
7,888.0 |
7,399.5 |
488.5 |
6.2% |
68.2 |
0.9% |
88% |
False |
False |
73,072 |
60 |
7,888.0 |
6,953.0 |
935.0 |
11.9% |
75.9 |
1.0% |
94% |
False |
False |
49,169 |
80 |
7,888.0 |
6,953.0 |
935.0 |
11.9% |
77.3 |
1.0% |
94% |
False |
False |
37,069 |
100 |
7,888.0 |
6,953.0 |
935.0 |
11.9% |
78.5 |
1.0% |
94% |
False |
False |
30,088 |
120 |
7,888.0 |
6,895.0 |
993.0 |
12.7% |
77.4 |
1.0% |
94% |
False |
False |
25,097 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,157.8 |
2.618 |
8,041.9 |
1.618 |
7,970.9 |
1.000 |
7,927.0 |
0.618 |
7,899.9 |
HIGH |
7,856.0 |
0.618 |
7,828.9 |
0.500 |
7,820.5 |
0.382 |
7,812.1 |
LOW |
7,785.0 |
0.618 |
7,741.1 |
1.000 |
7,714.0 |
1.618 |
7,670.1 |
2.618 |
7,599.1 |
4.250 |
7,483.3 |
|
|
Fisher Pivots for day following 01-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
7,827.2 |
7,825.5 |
PP |
7,823.8 |
7,820.5 |
S1 |
7,820.5 |
7,815.5 |
|