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 |
11,100 |
11,185 |
85 |
0.8% |
10,980 |
High |
11,185 |
11,345 |
160 |
1.4% |
11,345 |
Low |
11,040 |
11,140 |
100 |
0.9% |
10,755 |
Close |
11,170 |
11,305 |
135 |
1.2% |
11,305 |
Range |
145 |
205 |
60 |
41.4% |
590 |
ATR |
236 |
234 |
-2 |
-0.9% |
0 |
Volume |
10,917 |
14,349 |
3,432 |
31.4% |
53,104 |
|
Daily Pivots for day following 01-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,878 |
11,797 |
11,418 |
|
R3 |
11,673 |
11,592 |
11,362 |
|
R2 |
11,468 |
11,468 |
11,343 |
|
R1 |
11,387 |
11,387 |
11,324 |
11,428 |
PP |
11,263 |
11,263 |
11,263 |
11,284 |
S1 |
11,182 |
11,182 |
11,286 |
11,223 |
S2 |
11,058 |
11,058 |
11,268 |
|
S3 |
10,853 |
10,977 |
11,249 |
|
S4 |
10,648 |
10,772 |
11,192 |
|
|
Weekly Pivots for week ending 01-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,905 |
12,695 |
11,630 |
|
R3 |
12,315 |
12,105 |
11,467 |
|
R2 |
11,725 |
11,725 |
11,413 |
|
R1 |
11,515 |
11,515 |
11,359 |
11,620 |
PP |
11,135 |
11,135 |
11,135 |
11,188 |
S1 |
10,925 |
10,925 |
11,251 |
11,030 |
S2 |
10,545 |
10,545 |
11,197 |
|
S3 |
9,955 |
10,335 |
11,143 |
|
S4 |
9,365 |
9,745 |
10,981 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
11,345 |
10,755 |
590 |
5.2% |
228 |
2.0% |
93% |
True |
False |
10,620 |
10 |
11,345 |
10,460 |
885 |
7.8% |
266 |
2.3% |
95% |
True |
False |
11,194 |
20 |
11,345 |
10,390 |
955 |
8.4% |
255 |
2.3% |
96% |
True |
False |
9,960 |
40 |
11,345 |
9,420 |
1,925 |
17.0% |
204 |
1.8% |
98% |
True |
False |
9,326 |
60 |
11,345 |
8,710 |
2,635 |
23.3% |
155 |
1.4% |
98% |
True |
False |
6,225 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,216 |
2.618 |
11,882 |
1.618 |
11,677 |
1.000 |
11,550 |
0.618 |
11,472 |
HIGH |
11,345 |
0.618 |
11,267 |
0.500 |
11,243 |
0.382 |
11,218 |
LOW |
11,140 |
0.618 |
11,013 |
1.000 |
10,935 |
1.618 |
10,808 |
2.618 |
10,603 |
4.250 |
10,269 |
|
|
Fisher Pivots for day following 01-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
11,284 |
11,249 |
PP |
11,263 |
11,193 |
S1 |
11,243 |
11,138 |
|