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 |
11,330 |
11,140 |
-190 |
-1.7% |
10,980 |
High |
11,360 |
11,300 |
-60 |
-0.5% |
11,345 |
Low |
11,135 |
11,035 |
-100 |
-0.9% |
10,755 |
Close |
11,160 |
11,290 |
130 |
1.2% |
11,305 |
Range |
225 |
265 |
40 |
17.8% |
590 |
ATR |
233 |
236 |
2 |
1.0% |
0 |
Volume |
17,490 |
16,704 |
-786 |
-4.5% |
53,104 |
|
Daily Pivots for day following 05-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,003 |
11,912 |
11,436 |
|
R3 |
11,738 |
11,647 |
11,363 |
|
R2 |
11,473 |
11,473 |
11,339 |
|
R1 |
11,382 |
11,382 |
11,314 |
11,428 |
PP |
11,208 |
11,208 |
11,208 |
11,231 |
S1 |
11,117 |
11,117 |
11,266 |
11,163 |
S2 |
10,943 |
10,943 |
11,242 |
|
S3 |
10,678 |
10,852 |
11,217 |
|
S4 |
10,413 |
10,587 |
11,144 |
|
|
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 |
10,930 |
430 |
3.8% |
225 |
2.0% |
84% |
False |
False |
14,091 |
10 |
11,360 |
10,460 |
900 |
8.0% |
253 |
2.2% |
92% |
False |
False |
11,581 |
20 |
11,360 |
10,390 |
970 |
8.6% |
260 |
2.3% |
93% |
False |
False |
10,888 |
40 |
11,360 |
9,475 |
1,885 |
16.7% |
212 |
1.9% |
96% |
False |
False |
10,125 |
60 |
11,360 |
8,710 |
2,650 |
23.5% |
163 |
1.4% |
97% |
False |
False |
6,795 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,426 |
2.618 |
11,994 |
1.618 |
11,729 |
1.000 |
11,565 |
0.618 |
11,464 |
HIGH |
11,300 |
0.618 |
11,199 |
0.500 |
11,168 |
0.382 |
11,136 |
LOW |
11,035 |
0.618 |
10,871 |
1.000 |
10,770 |
1.618 |
10,606 |
2.618 |
10,341 |
4.250 |
9,909 |
|
|
Fisher Pivots for day following 05-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
11,249 |
11,259 |
PP |
11,208 |
11,228 |
S1 |
11,168 |
11,198 |
|