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 |
13,833 |
13,941 |
108 |
0.8% |
13,816 |
High |
13,962 |
13,949 |
-13 |
-0.1% |
13,962 |
Low |
13,828 |
13,806 |
-22 |
-0.2% |
13,797 |
Close |
13,930 |
13,845 |
-85 |
-0.6% |
13,930 |
Range |
134 |
143 |
9 |
6.7% |
165 |
ATR |
118 |
120 |
2 |
1.5% |
0 |
Volume |
120,751 |
114,174 |
-6,577 |
-5.4% |
507,259 |
|
Daily Pivots for day following 04-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,296 |
14,213 |
13,924 |
|
R3 |
14,153 |
14,070 |
13,884 |
|
R2 |
14,010 |
14,010 |
13,871 |
|
R1 |
13,927 |
13,927 |
13,858 |
13,897 |
PP |
13,867 |
13,867 |
13,867 |
13,852 |
S1 |
13,784 |
13,784 |
13,832 |
13,754 |
S2 |
13,724 |
13,724 |
13,819 |
|
S3 |
13,581 |
13,641 |
13,806 |
|
S4 |
13,438 |
13,498 |
13,766 |
|
|
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% |
117 |
0.8% |
29% |
False |
False |
107,596 |
10 |
13,962 |
13,531 |
431 |
3.1% |
110 |
0.8% |
73% |
False |
False |
105,090 |
20 |
13,962 |
13,232 |
730 |
5.3% |
103 |
0.7% |
84% |
False |
False |
100,459 |
40 |
13,962 |
12,742 |
1,220 |
8.8% |
123 |
0.9% |
90% |
False |
False |
90,421 |
60 |
13,962 |
12,380 |
1,582 |
11.4% |
130 |
0.9% |
93% |
False |
False |
60,334 |
80 |
13,962 |
12,380 |
1,582 |
11.4% |
119 |
0.9% |
93% |
False |
False |
45,253 |
100 |
13,962 |
12,380 |
1,582 |
11.4% |
106 |
0.8% |
93% |
False |
False |
36,206 |
120 |
13,962 |
12,380 |
1,582 |
11.4% |
92 |
0.7% |
93% |
False |
False |
30,172 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,557 |
2.618 |
14,323 |
1.618 |
14,180 |
1.000 |
14,092 |
0.618 |
14,037 |
HIGH |
13,949 |
0.618 |
13,894 |
0.500 |
13,878 |
0.382 |
13,861 |
LOW |
13,806 |
0.618 |
13,718 |
1.000 |
13,663 |
1.618 |
13,575 |
2.618 |
13,432 |
4.250 |
13,198 |
|
|
Fisher Pivots for day following 04-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
13,878 |
13,880 |
PP |
13,867 |
13,868 |
S1 |
13,856 |
13,857 |
|