Trading Metrics calculated at close of trading on 04-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2013 |
04-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
1,491.00 |
1,500.75 |
9.75 |
0.7% |
1,488.50 |
High |
1,504.00 |
1,501.50 |
-2.50 |
-0.2% |
1,504.00 |
Low |
1,490.00 |
1,484.25 |
-5.75 |
-0.4% |
1,484.75 |
Close |
1,500.25 |
1,487.00 |
-13.25 |
-0.9% |
1,500.25 |
Range |
14.00 |
17.25 |
3.25 |
23.2% |
19.25 |
ATR |
13.25 |
13.53 |
0.29 |
2.2% |
0.00 |
Volume |
1,808 |
2,645 |
837 |
46.3% |
14,835 |
|
Daily Pivots for day following 04-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,542.75 |
1,532.00 |
1,496.50 |
|
R3 |
1,525.50 |
1,514.75 |
1,491.75 |
|
R2 |
1,508.25 |
1,508.25 |
1,490.25 |
|
R1 |
1,497.50 |
1,497.50 |
1,488.50 |
1,494.25 |
PP |
1,491.00 |
1,491.00 |
1,491.00 |
1,489.25 |
S1 |
1,480.25 |
1,480.25 |
1,485.50 |
1,477.00 |
S2 |
1,473.75 |
1,473.75 |
1,483.75 |
|
S3 |
1,456.50 |
1,463.00 |
1,482.25 |
|
S4 |
1,439.25 |
1,445.75 |
1,477.50 |
|
|
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 |
1,484.25 |
19.75 |
1.3% |
13.00 |
0.9% |
14% |
False |
True |
2,941 |
10 |
1,504.00 |
1,469.25 |
34.75 |
2.3% |
12.25 |
0.8% |
51% |
False |
False |
2,429 |
20 |
1,504.00 |
1,440.00 |
64.00 |
4.3% |
11.50 |
0.8% |
73% |
False |
False |
2,046 |
40 |
1,504.00 |
1,375.75 |
128.25 |
8.6% |
13.75 |
0.9% |
87% |
False |
False |
1,532 |
60 |
1,504.00 |
1,331.25 |
172.75 |
11.6% |
14.00 |
0.9% |
90% |
False |
False |
1,099 |
80 |
1,504.00 |
1,331.25 |
172.75 |
11.6% |
13.50 |
0.9% |
90% |
False |
False |
842 |
100 |
1,504.00 |
1,331.25 |
172.75 |
11.6% |
11.75 |
0.8% |
90% |
False |
False |
689 |
120 |
1,504.00 |
1,331.25 |
172.75 |
11.6% |
10.00 |
0.7% |
90% |
False |
False |
577 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,574.75 |
2.618 |
1,546.75 |
1.618 |
1,529.50 |
1.000 |
1,518.75 |
0.618 |
1,512.25 |
HIGH |
1,501.50 |
0.618 |
1,495.00 |
0.500 |
1,493.00 |
0.382 |
1,490.75 |
LOW |
1,484.25 |
0.618 |
1,473.50 |
1.000 |
1,467.00 |
1.618 |
1,456.25 |
2.618 |
1,439.00 |
4.250 |
1,411.00 |
|
|
Fisher Pivots for day following 04-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
1,493.00 |
1,494.00 |
PP |
1,491.00 |
1,491.75 |
S1 |
1,489.00 |
1,489.50 |
|