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 |
6,247.5 |
6,313.0 |
65.5 |
1.0% |
6,251.0 |
High |
6,323.5 |
6,318.5 |
-5.0 |
-0.1% |
6,323.5 |
Low |
6,243.5 |
6,194.5 |
-49.0 |
-0.8% |
6,236.0 |
Close |
6,304.5 |
6,199.5 |
-105.0 |
-1.7% |
6,304.5 |
Range |
80.0 |
124.0 |
44.0 |
55.0% |
87.5 |
ATR |
53.1 |
58.1 |
5.1 |
9.5% |
0.0 |
Volume |
133,373 |
106,181 |
-27,192 |
-20.4% |
606,940 |
|
Daily Pivots for day following 04-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,609.5 |
6,528.5 |
6,267.5 |
|
R3 |
6,485.5 |
6,404.5 |
6,233.5 |
|
R2 |
6,361.5 |
6,361.5 |
6,222.0 |
|
R1 |
6,280.5 |
6,280.5 |
6,211.0 |
6,259.0 |
PP |
6,237.5 |
6,237.5 |
6,237.5 |
6,227.0 |
S1 |
6,156.5 |
6,156.5 |
6,188.0 |
6,135.0 |
S2 |
6,113.5 |
6,113.5 |
6,177.0 |
|
S3 |
5,989.5 |
6,032.5 |
6,165.5 |
|
S4 |
5,865.5 |
5,908.5 |
6,131.5 |
|
|
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 |
6,194.5 |
129.0 |
2.1% |
70.0 |
1.1% |
4% |
False |
True |
122,450 |
10 |
6,323.5 |
6,107.0 |
216.5 |
3.5% |
61.5 |
1.0% |
43% |
False |
False |
106,256 |
20 |
6,323.5 |
6,007.0 |
316.5 |
5.1% |
52.0 |
0.8% |
61% |
False |
False |
97,759 |
40 |
6,323.5 |
5,828.5 |
495.0 |
8.0% |
51.0 |
0.8% |
75% |
False |
False |
88,720 |
60 |
6,323.5 |
5,566.0 |
757.5 |
12.2% |
49.5 |
0.8% |
84% |
False |
False |
59,374 |
80 |
6,323.5 |
5,566.0 |
757.5 |
12.2% |
48.0 |
0.8% |
84% |
False |
False |
44,541 |
100 |
6,323.5 |
5,566.0 |
757.5 |
12.2% |
43.0 |
0.7% |
84% |
False |
False |
35,637 |
120 |
6,323.5 |
5,566.0 |
757.5 |
12.2% |
36.5 |
0.6% |
84% |
False |
False |
29,703 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,845.5 |
2.618 |
6,643.0 |
1.618 |
6,519.0 |
1.000 |
6,442.5 |
0.618 |
6,395.0 |
HIGH |
6,318.5 |
0.618 |
6,271.0 |
0.500 |
6,256.5 |
0.382 |
6,242.0 |
LOW |
6,194.5 |
0.618 |
6,118.0 |
1.000 |
6,070.5 |
1.618 |
5,994.0 |
2.618 |
5,870.0 |
4.250 |
5,667.5 |
|
|
Fisher Pivots for day following 04-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
6,256.5 |
6,259.0 |
PP |
6,237.5 |
6,239.0 |
S1 |
6,218.5 |
6,219.5 |
|