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 |
6,313.0 |
6,211.0 |
-102.0 |
-1.6% |
6,251.0 |
High |
6,318.5 |
6,257.0 |
-61.5 |
-1.0% |
6,323.5 |
Low |
6,194.5 |
6,199.0 |
4.5 |
0.1% |
6,236.0 |
Close |
6,199.5 |
6,238.5 |
39.0 |
0.6% |
6,304.5 |
Range |
124.0 |
58.0 |
-66.0 |
-53.2% |
87.5 |
ATR |
58.1 |
58.1 |
0.0 |
0.0% |
0.0 |
Volume |
106,181 |
126,641 |
20,460 |
19.3% |
606,940 |
|
Daily Pivots for day following 05-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,405.5 |
6,380.0 |
6,270.5 |
|
R3 |
6,347.5 |
6,322.0 |
6,254.5 |
|
R2 |
6,289.5 |
6,289.5 |
6,249.0 |
|
R1 |
6,264.0 |
6,264.0 |
6,244.0 |
6,277.0 |
PP |
6,231.5 |
6,231.5 |
6,231.5 |
6,238.0 |
S1 |
6,206.0 |
6,206.0 |
6,233.0 |
6,219.0 |
S2 |
6,173.5 |
6,173.5 |
6,228.0 |
|
S3 |
6,115.5 |
6,148.0 |
6,222.5 |
|
S4 |
6,057.5 |
6,090.0 |
6,206.5 |
|
|
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% |
68.5 |
1.1% |
34% |
False |
False |
124,667 |
10 |
6,323.5 |
6,141.0 |
182.5 |
2.9% |
61.5 |
1.0% |
53% |
False |
False |
110,355 |
20 |
6,323.5 |
6,020.5 |
303.0 |
4.9% |
53.0 |
0.8% |
72% |
False |
False |
99,785 |
40 |
6,323.5 |
5,828.5 |
495.0 |
7.9% |
51.5 |
0.8% |
83% |
False |
False |
91,872 |
60 |
6,323.5 |
5,566.0 |
757.5 |
12.1% |
49.5 |
0.8% |
89% |
False |
False |
61,484 |
80 |
6,323.5 |
5,566.0 |
757.5 |
12.1% |
48.5 |
0.8% |
89% |
False |
False |
46,124 |
100 |
6,323.5 |
5,566.0 |
757.5 |
12.1% |
43.5 |
0.7% |
89% |
False |
False |
36,904 |
120 |
6,323.5 |
5,566.0 |
757.5 |
12.1% |
37.0 |
0.6% |
89% |
False |
False |
30,758 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,503.5 |
2.618 |
6,409.0 |
1.618 |
6,351.0 |
1.000 |
6,315.0 |
0.618 |
6,293.0 |
HIGH |
6,257.0 |
0.618 |
6,235.0 |
0.500 |
6,228.0 |
0.382 |
6,221.0 |
LOW |
6,199.0 |
0.618 |
6,163.0 |
1.000 |
6,141.0 |
1.618 |
6,105.0 |
2.618 |
6,047.0 |
4.250 |
5,952.5 |
|
|
Fisher Pivots for day following 05-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
6,235.0 |
6,259.0 |
PP |
6,231.5 |
6,252.0 |
S1 |
6,228.0 |
6,245.5 |
|