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 |
1,494.25 |
1,496.00 |
1.75 |
0.1% |
1,495.75 |
High |
1,500.00 |
1,510.50 |
10.50 |
0.7% |
1,510.50 |
Low |
1,491.25 |
1,495.75 |
4.50 |
0.3% |
1,491.00 |
Close |
1,493.25 |
1,506.75 |
13.50 |
0.9% |
1,506.75 |
Range |
8.75 |
14.75 |
6.00 |
68.6% |
19.50 |
ATR |
14.10 |
14.33 |
0.22 |
1.6% |
0.00 |
Volume |
1,639,166 |
1,779,718 |
140,552 |
8.6% |
7,924,199 |
|
Daily Pivots for day following 01-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,548.50 |
1,542.50 |
1,514.75 |
|
R3 |
1,533.75 |
1,527.75 |
1,510.75 |
|
R2 |
1,519.00 |
1,519.00 |
1,509.50 |
|
R1 |
1,513.00 |
1,513.00 |
1,508.00 |
1,516.00 |
PP |
1,504.25 |
1,504.25 |
1,504.25 |
1,506.00 |
S1 |
1,498.25 |
1,498.25 |
1,505.50 |
1,501.25 |
S2 |
1,489.50 |
1,489.50 |
1,504.00 |
|
S3 |
1,474.75 |
1,483.50 |
1,502.75 |
|
S4 |
1,460.00 |
1,468.75 |
1,498.75 |
|
|
Weekly Pivots for week ending 01-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,561.25 |
1,553.50 |
1,517.50 |
|
R3 |
1,541.75 |
1,534.00 |
1,512.00 |
|
R2 |
1,522.25 |
1,522.25 |
1,510.25 |
|
R1 |
1,514.50 |
1,514.50 |
1,508.50 |
1,518.50 |
PP |
1,502.75 |
1,502.75 |
1,502.75 |
1,504.75 |
S1 |
1,495.00 |
1,495.00 |
1,505.00 |
1,499.00 |
S2 |
1,483.25 |
1,483.25 |
1,503.25 |
|
S3 |
1,463.75 |
1,475.50 |
1,501.50 |
|
S4 |
1,444.25 |
1,456.00 |
1,496.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,510.50 |
1,491.00 |
19.50 |
1.3% |
12.00 |
0.8% |
81% |
True |
False |
1,584,839 |
10 |
1,510.50 |
1,470.50 |
40.00 |
2.7% |
12.00 |
0.8% |
91% |
True |
False |
1,549,874 |
20 |
1,510.50 |
1,446.00 |
64.50 |
4.3% |
12.00 |
0.8% |
94% |
True |
False |
1,446,773 |
40 |
1,510.50 |
1,382.25 |
128.25 |
8.5% |
15.50 |
1.0% |
97% |
True |
False |
1,273,802 |
60 |
1,510.50 |
1,333.75 |
176.75 |
11.7% |
16.50 |
1.1% |
98% |
True |
False |
851,583 |
80 |
1,510.50 |
1,333.75 |
176.75 |
11.7% |
16.75 |
1.1% |
98% |
True |
False |
639,014 |
100 |
1,510.50 |
1,333.75 |
176.75 |
11.7% |
16.00 |
1.1% |
98% |
True |
False |
511,494 |
120 |
1,510.50 |
1,333.75 |
176.75 |
11.7% |
15.00 |
1.0% |
98% |
True |
False |
426,309 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,573.25 |
2.618 |
1,549.00 |
1.618 |
1,534.25 |
1.000 |
1,525.25 |
0.618 |
1,519.50 |
HIGH |
1,510.50 |
0.618 |
1,504.75 |
0.500 |
1,503.00 |
0.382 |
1,501.50 |
LOW |
1,495.75 |
0.618 |
1,486.75 |
1.000 |
1,481.00 |
1.618 |
1,472.00 |
2.618 |
1,457.25 |
4.250 |
1,433.00 |
|
|
Fisher Pivots for day following 01-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
1,505.50 |
1,504.75 |
PP |
1,504.25 |
1,502.75 |
S1 |
1,503.00 |
1,501.00 |
|