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 |
1,677.0 |
1,665.2 |
-11.8 |
-0.7% |
1,660.9 |
High |
1,681.7 |
1,683.0 |
1.3 |
0.1% |
1,685.0 |
Low |
1,658.4 |
1,660.6 |
2.2 |
0.1% |
1,653.2 |
Close |
1,662.0 |
1,670.6 |
8.6 |
0.5% |
1,670.6 |
Range |
23.3 |
22.4 |
-0.9 |
-3.9% |
31.8 |
ATR |
18.6 |
18.8 |
0.3 |
1.5% |
0.0 |
Volume |
159,622 |
177,049 |
17,427 |
10.9% |
736,563 |
|
Daily Pivots for day following 01-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,738.6 |
1,727.0 |
1,682.9 |
|
R3 |
1,716.2 |
1,704.6 |
1,676.8 |
|
R2 |
1,693.8 |
1,693.8 |
1,674.7 |
|
R1 |
1,682.2 |
1,682.2 |
1,672.7 |
1,688.0 |
PP |
1,671.4 |
1,671.4 |
1,671.4 |
1,674.3 |
S1 |
1,659.8 |
1,659.8 |
1,668.5 |
1,665.6 |
S2 |
1,649.0 |
1,649.0 |
1,666.5 |
|
S3 |
1,626.6 |
1,637.4 |
1,664.4 |
|
S4 |
1,604.2 |
1,615.0 |
1,658.3 |
|
|
Weekly Pivots for week ending 01-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,765.0 |
1,749.6 |
1,688.1 |
|
R3 |
1,733.2 |
1,717.8 |
1,679.3 |
|
R2 |
1,701.4 |
1,701.4 |
1,676.4 |
|
R1 |
1,686.0 |
1,686.0 |
1,673.5 |
1,693.7 |
PP |
1,669.6 |
1,669.6 |
1,669.6 |
1,673.5 |
S1 |
1,654.2 |
1,654.2 |
1,667.7 |
1,661.9 |
S2 |
1,637.8 |
1,637.8 |
1,664.8 |
|
S3 |
1,606.0 |
1,622.4 |
1,661.9 |
|
S4 |
1,574.2 |
1,590.6 |
1,653.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,685.0 |
1,653.2 |
31.8 |
1.9% |
17.8 |
1.1% |
55% |
False |
False |
147,312 |
10 |
1,698.0 |
1,653.2 |
44.8 |
2.7% |
16.1 |
1.0% |
39% |
False |
False |
89,405 |
20 |
1,699.9 |
1,627.9 |
72.0 |
4.3% |
18.7 |
1.1% |
59% |
False |
False |
55,178 |
40 |
1,726.7 |
1,627.9 |
98.8 |
5.9% |
18.9 |
1.1% |
43% |
False |
False |
29,702 |
60 |
1,757.9 |
1,627.9 |
130.0 |
7.8% |
18.2 |
1.1% |
33% |
False |
False |
20,699 |
80 |
1,784.5 |
1,627.9 |
156.6 |
9.4% |
17.3 |
1.0% |
27% |
False |
False |
15,730 |
100 |
1,801.8 |
1,627.9 |
173.9 |
10.4% |
17.3 |
1.0% |
25% |
False |
False |
12,821 |
120 |
1,801.8 |
1,598.8 |
203.0 |
12.2% |
16.9 |
1.0% |
35% |
False |
False |
10,763 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,778.2 |
2.618 |
1,741.6 |
1.618 |
1,719.2 |
1.000 |
1,705.4 |
0.618 |
1,696.8 |
HIGH |
1,683.0 |
0.618 |
1,674.4 |
0.500 |
1,671.8 |
0.382 |
1,669.2 |
LOW |
1,660.6 |
0.618 |
1,646.8 |
1.000 |
1,638.2 |
1.618 |
1,624.4 |
2.618 |
1,602.0 |
4.250 |
1,565.4 |
|
|
Fisher Pivots for day following 01-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
1,671.8 |
1,671.7 |
PP |
1,671.4 |
1,671.3 |
S1 |
1,671.0 |
1,671.0 |
|