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 |
1,496.00 |
1,508.00 |
12.00 |
0.8% |
1,495.75 |
High |
1,510.50 |
1,508.50 |
-2.00 |
-0.1% |
1,510.50 |
Low |
1,495.75 |
1,490.25 |
-5.50 |
-0.4% |
1,491.00 |
Close |
1,506.75 |
1,493.50 |
-13.25 |
-0.9% |
1,506.75 |
Range |
14.75 |
18.25 |
3.50 |
23.7% |
19.50 |
ATR |
14.33 |
14.61 |
0.28 |
2.0% |
0.00 |
Volume |
1,779,718 |
1,765,571 |
-14,147 |
-0.8% |
7,924,199 |
|
Daily Pivots for day following 04-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,552.25 |
1,541.00 |
1,503.50 |
|
R3 |
1,534.00 |
1,522.75 |
1,498.50 |
|
R2 |
1,515.75 |
1,515.75 |
1,496.75 |
|
R1 |
1,504.50 |
1,504.50 |
1,495.25 |
1,501.00 |
PP |
1,497.50 |
1,497.50 |
1,497.50 |
1,495.50 |
S1 |
1,486.25 |
1,486.25 |
1,491.75 |
1,482.75 |
S2 |
1,479.25 |
1,479.25 |
1,490.25 |
|
S3 |
1,461.00 |
1,468.00 |
1,488.50 |
|
S4 |
1,442.75 |
1,449.75 |
1,483.50 |
|
|
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 |
1,490.25 |
20.25 |
1.4% |
13.75 |
0.9% |
16% |
False |
True |
1,696,574 |
10 |
1,510.50 |
1,475.00 |
35.50 |
2.4% |
12.75 |
0.9% |
52% |
False |
False |
1,577,703 |
20 |
1,510.50 |
1,446.00 |
64.50 |
4.3% |
12.25 |
0.8% |
74% |
False |
False |
1,459,312 |
40 |
1,510.50 |
1,382.25 |
128.25 |
8.6% |
15.50 |
1.0% |
87% |
False |
False |
1,317,185 |
60 |
1,510.50 |
1,333.75 |
176.75 |
11.8% |
16.50 |
1.1% |
90% |
False |
False |
880,931 |
80 |
1,510.50 |
1,333.75 |
176.75 |
11.8% |
16.75 |
1.1% |
90% |
False |
False |
661,068 |
100 |
1,510.50 |
1,333.75 |
176.75 |
11.8% |
16.00 |
1.1% |
90% |
False |
False |
529,149 |
120 |
1,510.50 |
1,333.75 |
176.75 |
11.8% |
15.00 |
1.0% |
90% |
False |
False |
441,021 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,586.00 |
2.618 |
1,556.25 |
1.618 |
1,538.00 |
1.000 |
1,526.75 |
0.618 |
1,519.75 |
HIGH |
1,508.50 |
0.618 |
1,501.50 |
0.500 |
1,499.50 |
0.382 |
1,497.25 |
LOW |
1,490.25 |
0.618 |
1,479.00 |
1.000 |
1,472.00 |
1.618 |
1,460.75 |
2.618 |
1,442.50 |
4.250 |
1,412.75 |
|
|
Fisher Pivots for day following 04-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
1,499.50 |
1,500.50 |
PP |
1,497.50 |
1,498.00 |
S1 |
1,495.50 |
1,495.75 |
|