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 |
13,830 |
13,833 |
3 |
0.0% |
13,816 |
High |
13,886 |
13,962 |
76 |
0.5% |
13,962 |
Low |
13,797 |
13,828 |
31 |
0.2% |
13,797 |
Close |
13,797 |
13,930 |
133 |
1.0% |
13,930 |
Range |
89 |
134 |
45 |
50.6% |
165 |
ATR |
114 |
118 |
4 |
3.2% |
0 |
Volume |
102,363 |
120,751 |
18,388 |
18.0% |
507,259 |
|
Daily Pivots for day following 01-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,309 |
14,253 |
14,004 |
|
R3 |
14,175 |
14,119 |
13,967 |
|
R2 |
14,041 |
14,041 |
13,955 |
|
R1 |
13,985 |
13,985 |
13,942 |
14,013 |
PP |
13,907 |
13,907 |
13,907 |
13,921 |
S1 |
13,851 |
13,851 |
13,918 |
13,879 |
S2 |
13,773 |
13,773 |
13,906 |
|
S3 |
13,639 |
13,717 |
13,893 |
|
S4 |
13,505 |
13,583 |
13,856 |
|
|
Weekly Pivots for week ending 01-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,391 |
14,326 |
14,021 |
|
R3 |
14,226 |
14,161 |
13,976 |
|
R2 |
14,061 |
14,061 |
13,960 |
|
R1 |
13,996 |
13,996 |
13,945 |
14,029 |
PP |
13,896 |
13,896 |
13,896 |
13,913 |
S1 |
13,831 |
13,831 |
13,915 |
13,864 |
S2 |
13,731 |
13,731 |
13,900 |
|
S3 |
13,566 |
13,666 |
13,885 |
|
S4 |
13,401 |
13,501 |
13,839 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,962 |
13,797 |
165 |
1.2% |
99 |
0.7% |
81% |
True |
False |
101,451 |
10 |
13,962 |
13,514 |
448 |
3.2% |
103 |
0.7% |
93% |
True |
False |
102,648 |
20 |
13,962 |
13,232 |
730 |
5.2% |
100 |
0.7% |
96% |
True |
False |
99,762 |
40 |
13,962 |
12,742 |
1,220 |
8.8% |
124 |
0.9% |
97% |
True |
False |
87,593 |
60 |
13,962 |
12,380 |
1,582 |
11.4% |
130 |
0.9% |
98% |
True |
False |
58,431 |
80 |
13,962 |
12,380 |
1,582 |
11.4% |
118 |
0.8% |
98% |
True |
False |
43,825 |
100 |
13,962 |
12,380 |
1,582 |
11.4% |
104 |
0.7% |
98% |
True |
False |
35,064 |
120 |
13,962 |
12,380 |
1,582 |
11.4% |
90 |
0.6% |
98% |
True |
False |
29,221 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,532 |
2.618 |
14,313 |
1.618 |
14,179 |
1.000 |
14,096 |
0.618 |
14,045 |
HIGH |
13,962 |
0.618 |
13,911 |
0.500 |
13,895 |
0.382 |
13,879 |
LOW |
13,828 |
0.618 |
13,745 |
1.000 |
13,694 |
1.618 |
13,611 |
2.618 |
13,477 |
4.250 |
13,259 |
|
|
Fisher Pivots for day following 01-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
13,918 |
13,913 |
PP |
13,907 |
13,896 |
S1 |
13,895 |
13,880 |
|