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 |
7,796.5 |
7,830.5 |
34.0 |
0.4% |
7,883.0 |
High |
7,856.0 |
7,838.5 |
-17.5 |
-0.2% |
7,888.0 |
Low |
7,785.0 |
7,602.0 |
-183.0 |
-2.4% |
7,762.0 |
Close |
7,830.5 |
7,646.5 |
-184.0 |
-2.3% |
7,830.5 |
Range |
71.0 |
236.5 |
165.5 |
233.1% |
126.0 |
ATR |
76.4 |
87.9 |
11.4 |
15.0% |
0.0 |
Volume |
158,132 |
115,621 |
-42,511 |
-26.9% |
570,130 |
|
Daily Pivots for day following 04-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,405.2 |
8,262.3 |
7,776.6 |
|
R3 |
8,168.7 |
8,025.8 |
7,711.5 |
|
R2 |
7,932.2 |
7,932.2 |
7,689.9 |
|
R1 |
7,789.3 |
7,789.3 |
7,668.2 |
7,742.5 |
PP |
7,695.7 |
7,695.7 |
7,695.7 |
7,672.3 |
S1 |
7,552.8 |
7,552.8 |
7,624.8 |
7,506.0 |
S2 |
7,459.2 |
7,459.2 |
7,603.1 |
|
S3 |
7,222.7 |
7,316.3 |
7,581.5 |
|
S4 |
6,986.2 |
7,079.8 |
7,516.4 |
|
|
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 |
7,869.0 |
7,602.0 |
267.0 |
3.5% |
102.3 |
1.3% |
17% |
False |
True |
119,375 |
10 |
7,888.0 |
7,602.0 |
286.0 |
3.7% |
96.8 |
1.3% |
16% |
False |
True |
109,440 |
20 |
7,888.0 |
7,602.0 |
286.0 |
3.7% |
84.3 |
1.1% |
16% |
False |
True |
103,445 |
40 |
7,888.0 |
7,419.0 |
469.0 |
6.1% |
72.9 |
1.0% |
49% |
False |
False |
75,950 |
60 |
7,888.0 |
6,953.0 |
935.0 |
12.2% |
78.6 |
1.0% |
74% |
False |
False |
51,081 |
80 |
7,888.0 |
6,953.0 |
935.0 |
12.2% |
79.3 |
1.0% |
74% |
False |
False |
38,511 |
100 |
7,888.0 |
6,953.0 |
935.0 |
12.2% |
80.1 |
1.0% |
74% |
False |
False |
31,232 |
120 |
7,888.0 |
6,895.0 |
993.0 |
13.0% |
78.9 |
1.0% |
76% |
False |
False |
26,060 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,843.6 |
2.618 |
8,457.7 |
1.618 |
8,221.2 |
1.000 |
8,075.0 |
0.618 |
7,984.7 |
HIGH |
7,838.5 |
0.618 |
7,748.2 |
0.500 |
7,720.3 |
0.382 |
7,692.3 |
LOW |
7,602.0 |
0.618 |
7,455.8 |
1.000 |
7,365.5 |
1.618 |
7,219.3 |
2.618 |
6,982.8 |
4.250 |
6,596.9 |
|
|
Fisher Pivots for day following 04-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
7,720.3 |
7,729.0 |
PP |
7,695.7 |
7,701.5 |
S1 |
7,671.1 |
7,674.0 |
|