Trading Metrics calculated at close of trading on 06-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2013 |
06-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
11,140 |
11,290 |
150 |
1.3% |
10,980 |
High |
11,300 |
11,520 |
220 |
1.9% |
11,345 |
Low |
11,035 |
11,285 |
250 |
2.3% |
10,755 |
Close |
11,290 |
11,425 |
135 |
1.2% |
11,305 |
Range |
265 |
235 |
-30 |
-11.3% |
590 |
ATR |
236 |
236 |
0 |
0.0% |
0 |
Volume |
16,704 |
21,473 |
4,769 |
28.6% |
53,104 |
|
Daily Pivots for day following 06-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,115 |
12,005 |
11,554 |
|
R3 |
11,880 |
11,770 |
11,490 |
|
R2 |
11,645 |
11,645 |
11,468 |
|
R1 |
11,535 |
11,535 |
11,447 |
11,590 |
PP |
11,410 |
11,410 |
11,410 |
11,438 |
S1 |
11,300 |
11,300 |
11,404 |
11,355 |
S2 |
11,175 |
11,175 |
11,382 |
|
S3 |
10,940 |
11,065 |
11,361 |
|
S4 |
10,705 |
10,830 |
11,296 |
|
|
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 |
11,520 |
11,035 |
485 |
4.2% |
215 |
1.9% |
80% |
True |
False |
16,186 |
10 |
11,520 |
10,465 |
1,055 |
9.2% |
253 |
2.2% |
91% |
True |
False |
12,921 |
20 |
11,520 |
10,405 |
1,115 |
9.8% |
259 |
2.3% |
91% |
True |
False |
11,621 |
40 |
11,520 |
9,490 |
2,030 |
17.8% |
215 |
1.9% |
95% |
True |
False |
10,650 |
60 |
11,520 |
8,710 |
2,810 |
24.6% |
167 |
1.5% |
97% |
True |
False |
7,152 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,519 |
2.618 |
12,135 |
1.618 |
11,900 |
1.000 |
11,755 |
0.618 |
11,665 |
HIGH |
11,520 |
0.618 |
11,430 |
0.500 |
11,403 |
0.382 |
11,375 |
LOW |
11,285 |
0.618 |
11,140 |
1.000 |
11,050 |
1.618 |
10,905 |
2.618 |
10,670 |
4.250 |
10,286 |
|
|
Fisher Pivots for day following 06-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
11,418 |
11,376 |
PP |
11,410 |
11,327 |
S1 |
11,403 |
11,278 |
|