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 |
11,185 |
11,330 |
145 |
1.3% |
10,980 |
High |
11,345 |
11,360 |
15 |
0.1% |
11,345 |
Low |
11,140 |
11,135 |
-5 |
0.0% |
10,755 |
Close |
11,305 |
11,160 |
-145 |
-1.3% |
11,305 |
Range |
205 |
225 |
20 |
9.8% |
590 |
ATR |
234 |
233 |
-1 |
-0.3% |
0 |
Volume |
14,349 |
17,490 |
3,141 |
21.9% |
53,104 |
|
Daily Pivots for day following 04-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,893 |
11,752 |
11,284 |
|
R3 |
11,668 |
11,527 |
11,222 |
|
R2 |
11,443 |
11,443 |
11,201 |
|
R1 |
11,302 |
11,302 |
11,181 |
11,260 |
PP |
11,218 |
11,218 |
11,218 |
11,198 |
S1 |
11,077 |
11,077 |
11,140 |
11,035 |
S2 |
10,993 |
10,993 |
11,119 |
|
S3 |
10,768 |
10,852 |
11,098 |
|
S4 |
10,543 |
10,627 |
11,036 |
|
|
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 |
11,360 |
10,760 |
600 |
5.4% |
214 |
1.9% |
67% |
True |
False |
12,496 |
10 |
11,360 |
10,460 |
900 |
8.1% |
270 |
2.4% |
78% |
True |
False |
11,934 |
20 |
11,360 |
10,390 |
970 |
8.7% |
258 |
2.3% |
79% |
True |
False |
10,405 |
40 |
11,360 |
9,475 |
1,885 |
16.9% |
207 |
1.8% |
89% |
True |
False |
9,734 |
60 |
11,360 |
8,710 |
2,650 |
23.7% |
159 |
1.4% |
92% |
True |
False |
6,516 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,316 |
2.618 |
11,949 |
1.618 |
11,724 |
1.000 |
11,585 |
0.618 |
11,499 |
HIGH |
11,360 |
0.618 |
11,274 |
0.500 |
11,248 |
0.382 |
11,221 |
LOW |
11,135 |
0.618 |
10,996 |
1.000 |
10,910 |
1.618 |
10,771 |
2.618 |
10,546 |
4.250 |
10,179 |
|
|
Fisher Pivots for day following 04-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
11,248 |
11,200 |
PP |
11,218 |
11,187 |
S1 |
11,189 |
11,173 |
|