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 |
1,492.50 |
1,507.25 |
14.75 |
1.0% |
1,495.75 |
High |
1,511.00 |
1,510.25 |
-0.75 |
0.0% |
1,510.50 |
Low |
1,492.25 |
1,499.00 |
6.75 |
0.5% |
1,491.00 |
Close |
1,506.00 |
1,506.75 |
0.75 |
0.0% |
1,506.75 |
Range |
18.75 |
11.25 |
-7.50 |
-40.0% |
19.50 |
ATR |
14.90 |
14.64 |
-0.26 |
-1.8% |
0.00 |
Volume |
1,741,970 |
1,753,717 |
11,747 |
0.7% |
7,924,199 |
|
Daily Pivots for day following 06-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,539.00 |
1,534.25 |
1,513.00 |
|
R3 |
1,527.75 |
1,523.00 |
1,509.75 |
|
R2 |
1,516.50 |
1,516.50 |
1,508.75 |
|
R1 |
1,511.75 |
1,511.75 |
1,507.75 |
1,508.50 |
PP |
1,505.25 |
1,505.25 |
1,505.25 |
1,503.75 |
S1 |
1,500.50 |
1,500.50 |
1,505.75 |
1,497.25 |
S2 |
1,494.00 |
1,494.00 |
1,504.75 |
|
S3 |
1,482.75 |
1,489.25 |
1,503.75 |
|
S4 |
1,471.50 |
1,478.00 |
1,500.50 |
|
|
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 |
1,511.00 |
1,490.25 |
20.75 |
1.4% |
14.25 |
1.0% |
80% |
False |
False |
1,736,028 |
10 |
1,511.00 |
1,482.75 |
28.25 |
1.9% |
13.50 |
0.9% |
85% |
False |
False |
1,660,576 |
20 |
1,511.00 |
1,451.25 |
59.75 |
4.0% |
12.75 |
0.8% |
93% |
False |
False |
1,505,755 |
40 |
1,511.00 |
1,382.25 |
128.75 |
8.5% |
15.75 |
1.0% |
97% |
False |
False |
1,402,309 |
60 |
1,511.00 |
1,333.75 |
177.25 |
11.8% |
16.00 |
1.1% |
98% |
False |
False |
939,120 |
80 |
1,511.00 |
1,333.75 |
177.25 |
11.8% |
16.75 |
1.1% |
98% |
False |
False |
704,724 |
100 |
1,511.00 |
1,333.75 |
177.25 |
11.8% |
16.00 |
1.1% |
98% |
False |
False |
564,104 |
120 |
1,511.00 |
1,333.75 |
177.25 |
11.8% |
15.25 |
1.0% |
98% |
False |
False |
470,138 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,558.00 |
2.618 |
1,539.75 |
1.618 |
1,528.50 |
1.000 |
1,521.50 |
0.618 |
1,517.25 |
HIGH |
1,510.25 |
0.618 |
1,506.00 |
0.500 |
1,504.50 |
0.382 |
1,503.25 |
LOW |
1,499.00 |
0.618 |
1,492.00 |
1.000 |
1,487.75 |
1.618 |
1,480.75 |
2.618 |
1,469.50 |
4.250 |
1,451.25 |
|
|
Fisher Pivots for day following 06-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
1,506.00 |
1,504.75 |
PP |
1,505.25 |
1,502.75 |
S1 |
1,504.50 |
1,500.50 |
|