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 |
1,675.5 |
1,673.4 |
-2.1 |
-0.1% |
1,660.9 |
High |
1,687.0 |
1,680.5 |
-6.5 |
-0.4% |
1,685.0 |
Low |
1,667.2 |
1,668.8 |
1.6 |
0.1% |
1,653.2 |
Close |
1,673.5 |
1,678.8 |
5.3 |
0.3% |
1,670.6 |
Range |
19.8 |
11.7 |
-8.1 |
-40.9% |
31.8 |
ATR |
18.8 |
18.3 |
-0.5 |
-2.7% |
0.0 |
Volume |
154,153 |
97,162 |
-56,991 |
-37.0% |
736,563 |
|
Daily Pivots for day following 06-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,711.1 |
1,706.7 |
1,685.2 |
|
R3 |
1,699.4 |
1,695.0 |
1,682.0 |
|
R2 |
1,687.7 |
1,687.7 |
1,680.9 |
|
R1 |
1,683.3 |
1,683.3 |
1,679.9 |
1,685.5 |
PP |
1,676.0 |
1,676.0 |
1,676.0 |
1,677.2 |
S1 |
1,671.6 |
1,671.6 |
1,677.7 |
1,673.8 |
S2 |
1,664.3 |
1,664.3 |
1,676.7 |
|
S3 |
1,652.6 |
1,659.9 |
1,675.6 |
|
S4 |
1,640.9 |
1,648.2 |
1,672.4 |
|
|
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 |
1,687.0 |
1,658.4 |
28.6 |
1.7% |
18.8 |
1.1% |
71% |
False |
False |
140,102 |
10 |
1,688.1 |
1,653.2 |
34.9 |
2.1% |
17.6 |
1.0% |
73% |
False |
False |
117,921 |
20 |
1,699.9 |
1,653.2 |
46.7 |
2.8% |
17.4 |
1.0% |
55% |
False |
False |
70,885 |
40 |
1,726.7 |
1,627.9 |
98.8 |
5.9% |
18.6 |
1.1% |
52% |
False |
False |
38,500 |
60 |
1,757.9 |
1,627.9 |
130.0 |
7.7% |
17.7 |
1.1% |
39% |
False |
False |
26,622 |
80 |
1,776.6 |
1,627.9 |
148.7 |
8.9% |
17.5 |
1.0% |
34% |
False |
False |
20,258 |
100 |
1,801.8 |
1,627.9 |
173.9 |
10.4% |
17.0 |
1.0% |
29% |
False |
False |
16,427 |
120 |
1,801.8 |
1,607.8 |
194.0 |
11.6% |
16.9 |
1.0% |
37% |
False |
False |
13,781 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,730.2 |
2.618 |
1,711.1 |
1.618 |
1,699.4 |
1.000 |
1,692.2 |
0.618 |
1,687.7 |
HIGH |
1,680.5 |
0.618 |
1,676.0 |
0.500 |
1,674.7 |
0.382 |
1,673.3 |
LOW |
1,668.8 |
0.618 |
1,661.6 |
1.000 |
1,657.1 |
1.618 |
1,649.9 |
2.618 |
1,638.2 |
4.250 |
1,619.1 |
|
|
Fisher Pivots for day following 06-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
1,677.4 |
1,677.3 |
PP |
1,676.0 |
1,675.9 |
S1 |
1,674.7 |
1,674.4 |
|