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 |
7,830.5 |
7,625.5 |
-205.0 |
-2.6% |
7,883.0 |
High |
7,838.5 |
7,684.0 |
-154.5 |
-2.0% |
7,888.0 |
Low |
7,602.0 |
7,621.5 |
19.5 |
0.3% |
7,762.0 |
Close |
7,646.5 |
7,665.5 |
19.0 |
0.2% |
7,830.5 |
Range |
236.5 |
62.5 |
-174.0 |
-73.6% |
126.0 |
ATR |
87.9 |
86.1 |
-1.8 |
-2.1% |
0.0 |
Volume |
115,621 |
154,475 |
38,854 |
33.6% |
570,130 |
|
Daily Pivots for day following 05-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,844.5 |
7,817.5 |
7,699.9 |
|
R3 |
7,782.0 |
7,755.0 |
7,682.7 |
|
R2 |
7,719.5 |
7,719.5 |
7,677.0 |
|
R1 |
7,692.5 |
7,692.5 |
7,671.2 |
7,706.0 |
PP |
7,657.0 |
7,657.0 |
7,657.0 |
7,663.8 |
S1 |
7,630.0 |
7,630.0 |
7,659.8 |
7,643.5 |
S2 |
7,594.5 |
7,594.5 |
7,654.0 |
|
S3 |
7,532.0 |
7,567.5 |
7,648.3 |
|
S4 |
7,469.5 |
7,505.0 |
7,631.1 |
|
|
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% |
103.2 |
1.3% |
24% |
False |
False |
130,291 |
10 |
7,888.0 |
7,602.0 |
286.0 |
3.7% |
91.3 |
1.2% |
22% |
False |
False |
115,693 |
20 |
7,888.0 |
7,602.0 |
286.0 |
3.7% |
84.3 |
1.1% |
22% |
False |
False |
106,455 |
40 |
7,888.0 |
7,419.0 |
469.0 |
6.1% |
72.8 |
0.9% |
53% |
False |
False |
79,758 |
60 |
7,888.0 |
6,953.0 |
935.0 |
12.2% |
78.9 |
1.0% |
76% |
False |
False |
53,630 |
80 |
7,888.0 |
6,953.0 |
935.0 |
12.2% |
79.3 |
1.0% |
76% |
False |
False |
40,437 |
100 |
7,888.0 |
6,953.0 |
935.0 |
12.2% |
80.3 |
1.0% |
76% |
False |
False |
32,767 |
120 |
7,888.0 |
6,895.0 |
993.0 |
13.0% |
78.9 |
1.0% |
78% |
False |
False |
27,347 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,949.6 |
2.618 |
7,847.6 |
1.618 |
7,785.1 |
1.000 |
7,746.5 |
0.618 |
7,722.6 |
HIGH |
7,684.0 |
0.618 |
7,660.1 |
0.500 |
7,652.8 |
0.382 |
7,645.4 |
LOW |
7,621.5 |
0.618 |
7,582.9 |
1.000 |
7,559.0 |
1.618 |
7,520.4 |
2.618 |
7,457.9 |
4.250 |
7,355.9 |
|
|
Fisher Pivots for day following 05-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
7,661.3 |
7,729.0 |
PP |
7,657.0 |
7,707.8 |
S1 |
7,652.8 |
7,686.7 |
|