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 |
1,488.50 |
1,491.00 |
2.50 |
0.2% |
1,488.50 |
High |
1,493.00 |
1,504.00 |
11.00 |
0.7% |
1,504.00 |
Low |
1,485.50 |
1,490.00 |
4.50 |
0.3% |
1,484.75 |
Close |
1,486.75 |
1,500.25 |
13.50 |
0.9% |
1,500.25 |
Range |
7.50 |
14.00 |
6.50 |
86.7% |
19.25 |
ATR |
12.94 |
13.25 |
0.31 |
2.4% |
0.00 |
Volume |
2,291 |
1,808 |
-483 |
-21.1% |
14,835 |
|
Daily Pivots for day following 01-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,540.00 |
1,534.25 |
1,508.00 |
|
R3 |
1,526.00 |
1,520.25 |
1,504.00 |
|
R2 |
1,512.00 |
1,512.00 |
1,502.75 |
|
R1 |
1,506.25 |
1,506.25 |
1,501.50 |
1,509.00 |
PP |
1,498.00 |
1,498.00 |
1,498.00 |
1,499.50 |
S1 |
1,492.25 |
1,492.25 |
1,499.00 |
1,495.00 |
S2 |
1,484.00 |
1,484.00 |
1,497.75 |
|
S3 |
1,470.00 |
1,478.25 |
1,496.50 |
|
S4 |
1,456.00 |
1,464.25 |
1,492.50 |
|
|
Weekly Pivots for week ending 01-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,554.00 |
1,546.50 |
1,510.75 |
|
R3 |
1,534.75 |
1,527.25 |
1,505.50 |
|
R2 |
1,515.50 |
1,515.50 |
1,503.75 |
|
R1 |
1,508.00 |
1,508.00 |
1,502.00 |
1,511.75 |
PP |
1,496.25 |
1,496.25 |
1,496.25 |
1,498.25 |
S1 |
1,488.75 |
1,488.75 |
1,498.50 |
1,492.50 |
S2 |
1,477.00 |
1,477.00 |
1,496.75 |
|
S3 |
1,457.75 |
1,469.50 |
1,495.00 |
|
S4 |
1,438.50 |
1,450.25 |
1,489.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,504.00 |
1,484.75 |
19.25 |
1.3% |
11.00 |
0.7% |
81% |
True |
False |
2,967 |
10 |
1,504.00 |
1,464.00 |
40.00 |
2.7% |
11.50 |
0.8% |
91% |
True |
False |
2,770 |
20 |
1,504.00 |
1,440.00 |
64.00 |
4.3% |
11.25 |
0.7% |
94% |
True |
False |
1,936 |
40 |
1,504.00 |
1,375.75 |
128.25 |
8.5% |
13.75 |
0.9% |
97% |
True |
False |
1,479 |
60 |
1,504.00 |
1,331.25 |
172.75 |
11.5% |
13.75 |
0.9% |
98% |
True |
False |
1,056 |
80 |
1,504.00 |
1,331.25 |
172.75 |
11.5% |
13.50 |
0.9% |
98% |
True |
False |
812 |
100 |
1,504.00 |
1,331.25 |
172.75 |
11.5% |
11.75 |
0.8% |
98% |
True |
False |
663 |
120 |
1,504.00 |
1,331.25 |
172.75 |
11.5% |
10.00 |
0.7% |
98% |
True |
False |
555 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,563.50 |
2.618 |
1,540.75 |
1.618 |
1,526.75 |
1.000 |
1,518.00 |
0.618 |
1,512.75 |
HIGH |
1,504.00 |
0.618 |
1,498.75 |
0.500 |
1,497.00 |
0.382 |
1,495.25 |
LOW |
1,490.00 |
0.618 |
1,481.25 |
1.000 |
1,476.00 |
1.618 |
1,467.25 |
2.618 |
1,453.25 |
4.250 |
1,430.50 |
|
|
Fisher Pivots for day following 01-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
1,499.25 |
1,498.50 |
PP |
1,498.00 |
1,496.50 |
S1 |
1,497.00 |
1,494.75 |
|