Trading Metrics calculated at close of trading on 05-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2013 |
05-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
1,508.00 |
1,492.50 |
-15.50 |
-1.0% |
1,495.75 |
High |
1,508.50 |
1,511.00 |
2.50 |
0.2% |
1,510.50 |
Low |
1,490.25 |
1,492.25 |
2.00 |
0.1% |
1,491.00 |
Close |
1,493.50 |
1,506.00 |
12.50 |
0.8% |
1,506.75 |
Range |
18.25 |
18.75 |
0.50 |
2.7% |
19.50 |
ATR |
14.61 |
14.90 |
0.30 |
2.0% |
0.00 |
Volume |
1,765,571 |
1,741,970 |
-23,601 |
-1.3% |
7,924,199 |
|
Daily Pivots for day following 05-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,559.25 |
1,551.50 |
1,516.25 |
|
R3 |
1,540.50 |
1,532.75 |
1,511.25 |
|
R2 |
1,521.75 |
1,521.75 |
1,509.50 |
|
R1 |
1,514.00 |
1,514.00 |
1,507.75 |
1,518.00 |
PP |
1,503.00 |
1,503.00 |
1,503.00 |
1,505.00 |
S1 |
1,495.25 |
1,495.25 |
1,504.25 |
1,499.00 |
S2 |
1,484.25 |
1,484.25 |
1,502.50 |
|
S3 |
1,465.50 |
1,476.50 |
1,500.75 |
|
S4 |
1,446.75 |
1,457.75 |
1,495.75 |
|
|
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 |
1,511.00 |
1,490.25 |
20.75 |
1.4% |
14.50 |
1.0% |
76% |
True |
False |
1,744,962 |
10 |
1,511.00 |
1,482.75 |
28.25 |
1.9% |
13.00 |
0.9% |
82% |
True |
False |
1,604,422 |
20 |
1,511.00 |
1,446.00 |
65.00 |
4.3% |
12.75 |
0.8% |
92% |
True |
False |
1,486,419 |
40 |
1,511.00 |
1,382.25 |
128.75 |
8.5% |
15.75 |
1.0% |
96% |
True |
False |
1,360,159 |
60 |
1,511.00 |
1,333.75 |
177.25 |
11.8% |
16.00 |
1.1% |
97% |
True |
False |
909,955 |
80 |
1,511.00 |
1,333.75 |
177.25 |
11.8% |
16.75 |
1.1% |
97% |
True |
False |
682,814 |
100 |
1,511.00 |
1,333.75 |
177.25 |
11.8% |
16.25 |
1.1% |
97% |
True |
False |
546,568 |
120 |
1,511.00 |
1,333.75 |
177.25 |
11.8% |
15.00 |
1.0% |
97% |
True |
False |
455,537 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,590.75 |
2.618 |
1,560.00 |
1.618 |
1,541.25 |
1.000 |
1,529.75 |
0.618 |
1,522.50 |
HIGH |
1,511.00 |
0.618 |
1,503.75 |
0.500 |
1,501.50 |
0.382 |
1,499.50 |
LOW |
1,492.25 |
0.618 |
1,480.75 |
1.000 |
1,473.50 |
1.618 |
1,462.00 |
2.618 |
1,443.25 |
4.250 |
1,412.50 |
|
|
Fisher Pivots for day following 05-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
1,504.50 |
1,504.25 |
PP |
1,503.00 |
1,502.50 |
S1 |
1,501.50 |
1,500.50 |
|