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 |
6,265.5 |
6,247.5 |
-18.0 |
-0.3% |
6,251.0 |
High |
6,273.5 |
6,323.5 |
50.0 |
0.8% |
6,323.5 |
Low |
6,237.5 |
6,243.5 |
6.0 |
0.1% |
6,236.0 |
Close |
6,260.0 |
6,304.5 |
44.5 |
0.7% |
6,304.5 |
Range |
36.0 |
80.0 |
44.0 |
122.2% |
87.5 |
ATR |
51.0 |
53.1 |
2.1 |
4.1% |
0.0 |
Volume |
130,084 |
133,373 |
3,289 |
2.5% |
606,940 |
|
Daily Pivots for day following 01-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,530.5 |
6,497.5 |
6,348.5 |
|
R3 |
6,450.5 |
6,417.5 |
6,326.5 |
|
R2 |
6,370.5 |
6,370.5 |
6,319.0 |
|
R1 |
6,337.5 |
6,337.5 |
6,312.0 |
6,354.0 |
PP |
6,290.5 |
6,290.5 |
6,290.5 |
6,299.0 |
S1 |
6,257.5 |
6,257.5 |
6,297.0 |
6,274.0 |
S2 |
6,210.5 |
6,210.5 |
6,290.0 |
|
S3 |
6,130.5 |
6,177.5 |
6,282.5 |
|
S4 |
6,050.5 |
6,097.5 |
6,260.5 |
|
|
Weekly Pivots for week ending 01-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,550.5 |
6,515.0 |
6,352.5 |
|
R3 |
6,463.0 |
6,427.5 |
6,328.5 |
|
R2 |
6,375.5 |
6,375.5 |
6,320.5 |
|
R1 |
6,340.0 |
6,340.0 |
6,312.5 |
6,358.0 |
PP |
6,288.0 |
6,288.0 |
6,288.0 |
6,297.0 |
S1 |
6,252.5 |
6,252.5 |
6,296.5 |
6,270.0 |
S2 |
6,200.5 |
6,200.5 |
6,288.5 |
|
S3 |
6,113.0 |
6,165.0 |
6,280.5 |
|
S4 |
6,025.5 |
6,077.5 |
6,256.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,323.5 |
6,236.0 |
87.5 |
1.4% |
52.5 |
0.8% |
78% |
True |
False |
121,388 |
10 |
6,323.5 |
6,107.0 |
216.5 |
3.4% |
52.0 |
0.8% |
91% |
True |
False |
103,977 |
20 |
6,323.5 |
6,007.0 |
316.5 |
5.0% |
48.0 |
0.8% |
94% |
True |
False |
96,332 |
40 |
6,323.5 |
5,828.5 |
495.0 |
7.9% |
49.0 |
0.8% |
96% |
True |
False |
86,187 |
60 |
6,323.5 |
5,566.0 |
757.5 |
12.0% |
49.5 |
0.8% |
97% |
True |
False |
57,604 |
80 |
6,323.5 |
5,566.0 |
757.5 |
12.0% |
47.0 |
0.7% |
97% |
True |
False |
43,214 |
100 |
6,323.5 |
5,566.0 |
757.5 |
12.0% |
42.0 |
0.7% |
97% |
True |
False |
34,576 |
120 |
6,323.5 |
5,566.0 |
757.5 |
12.0% |
35.5 |
0.6% |
97% |
True |
False |
28,819 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,663.5 |
2.618 |
6,533.0 |
1.618 |
6,453.0 |
1.000 |
6,403.5 |
0.618 |
6,373.0 |
HIGH |
6,323.5 |
0.618 |
6,293.0 |
0.500 |
6,283.5 |
0.382 |
6,274.0 |
LOW |
6,243.5 |
0.618 |
6,194.0 |
1.000 |
6,163.5 |
1.618 |
6,114.0 |
2.618 |
6,034.0 |
4.250 |
5,903.5 |
|
|
Fisher Pivots for day following 01-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
6,297.5 |
6,296.5 |
PP |
6,290.5 |
6,288.5 |
S1 |
6,283.5 |
6,280.5 |
|