Trading Metrics calculated at close of trading on 06-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2013 |
06-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
13,838 |
13,935 |
97 |
0.7% |
13,816 |
High |
13,958 |
13,955 |
-3 |
0.0% |
13,962 |
Low |
13,834 |
13,852 |
18 |
0.1% |
13,797 |
Close |
13,910 |
13,928 |
18 |
0.1% |
13,930 |
Range |
124 |
103 |
-21 |
-16.9% |
165 |
ATR |
120 |
119 |
-1 |
-1.0% |
0 |
Volume |
113,758 |
115,320 |
1,562 |
1.4% |
507,259 |
|
Daily Pivots for day following 06-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,221 |
14,177 |
13,985 |
|
R3 |
14,118 |
14,074 |
13,956 |
|
R2 |
14,015 |
14,015 |
13,947 |
|
R1 |
13,971 |
13,971 |
13,938 |
13,942 |
PP |
13,912 |
13,912 |
13,912 |
13,897 |
S1 |
13,868 |
13,868 |
13,919 |
13,839 |
S2 |
13,809 |
13,809 |
13,909 |
|
S3 |
13,706 |
13,765 |
13,900 |
|
S4 |
13,603 |
13,662 |
13,871 |
|
|
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% |
119 |
0.9% |
79% |
False |
False |
113,273 |
10 |
13,962 |
13,701 |
261 |
1.9% |
108 |
0.8% |
87% |
False |
False |
107,651 |
20 |
13,962 |
13,264 |
698 |
5.0% |
105 |
0.8% |
95% |
False |
False |
102,399 |
40 |
13,962 |
12,742 |
1,220 |
8.8% |
124 |
0.9% |
97% |
False |
False |
96,073 |
60 |
13,962 |
12,380 |
1,582 |
11.4% |
125 |
0.9% |
98% |
False |
False |
64,150 |
80 |
13,962 |
12,380 |
1,582 |
11.4% |
119 |
0.9% |
98% |
False |
False |
48,116 |
100 |
13,962 |
12,380 |
1,582 |
11.4% |
107 |
0.8% |
98% |
False |
False |
38,497 |
120 |
13,962 |
12,380 |
1,582 |
11.4% |
93 |
0.7% |
98% |
False |
False |
32,081 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,393 |
2.618 |
14,225 |
1.618 |
14,122 |
1.000 |
14,058 |
0.618 |
14,019 |
HIGH |
13,955 |
0.618 |
13,916 |
0.500 |
13,904 |
0.382 |
13,891 |
LOW |
13,852 |
0.618 |
13,788 |
1.000 |
13,749 |
1.618 |
13,685 |
2.618 |
13,582 |
4.250 |
13,414 |
|
|
Fisher Pivots for day following 06-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
13,920 |
13,913 |
PP |
13,912 |
13,897 |
S1 |
13,904 |
13,882 |
|