Trading Metrics calculated at close of trading on 05-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2013 |
05-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
1,500.75 |
1,486.00 |
-14.75 |
-1.0% |
1,488.50 |
High |
1,501.50 |
1,504.50 |
3.00 |
0.2% |
1,504.00 |
Low |
1,484.25 |
1,485.75 |
1.50 |
0.1% |
1,484.75 |
Close |
1,487.00 |
1,499.50 |
12.50 |
0.8% |
1,500.25 |
Range |
17.25 |
18.75 |
1.50 |
8.7% |
19.25 |
ATR |
13.53 |
13.91 |
0.37 |
2.8% |
0.00 |
Volume |
2,645 |
8,139 |
5,494 |
207.7% |
14,835 |
|
Daily Pivots for day following 05-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,552.75 |
1,545.00 |
1,509.75 |
|
R3 |
1,534.00 |
1,526.25 |
1,504.75 |
|
R2 |
1,515.25 |
1,515.25 |
1,503.00 |
|
R1 |
1,507.50 |
1,507.50 |
1,501.25 |
1,511.50 |
PP |
1,496.50 |
1,496.50 |
1,496.50 |
1,498.50 |
S1 |
1,488.75 |
1,488.75 |
1,497.75 |
1,492.50 |
S2 |
1,477.75 |
1,477.75 |
1,496.00 |
|
S3 |
1,459.00 |
1,470.00 |
1,494.25 |
|
S4 |
1,440.25 |
1,451.25 |
1,489.25 |
|
|
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 |
1,504.50 |
1,484.25 |
20.25 |
1.4% |
13.75 |
0.9% |
75% |
True |
False |
3,907 |
10 |
1,504.50 |
1,475.75 |
28.75 |
1.9% |
12.50 |
0.8% |
83% |
True |
False |
3,048 |
20 |
1,504.50 |
1,440.00 |
64.50 |
4.3% |
12.00 |
0.8% |
92% |
True |
False |
2,401 |
40 |
1,504.50 |
1,375.75 |
128.75 |
8.6% |
14.00 |
0.9% |
96% |
True |
False |
1,710 |
60 |
1,504.50 |
1,331.25 |
173.25 |
11.6% |
13.50 |
0.9% |
97% |
True |
False |
1,235 |
80 |
1,504.50 |
1,331.25 |
173.25 |
11.6% |
13.50 |
0.9% |
97% |
True |
False |
943 |
100 |
1,504.50 |
1,331.25 |
173.25 |
11.6% |
12.00 |
0.8% |
97% |
True |
False |
770 |
120 |
1,504.50 |
1,331.25 |
173.25 |
11.6% |
10.25 |
0.7% |
97% |
True |
False |
645 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,584.25 |
2.618 |
1,553.50 |
1.618 |
1,534.75 |
1.000 |
1,523.25 |
0.618 |
1,516.00 |
HIGH |
1,504.50 |
0.618 |
1,497.25 |
0.500 |
1,495.00 |
0.382 |
1,493.00 |
LOW |
1,485.75 |
0.618 |
1,474.25 |
1.000 |
1,467.00 |
1.618 |
1,455.50 |
2.618 |
1,436.75 |
4.250 |
1,406.00 |
|
|
Fisher Pivots for day following 05-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
1,498.00 |
1,497.75 |
PP |
1,496.50 |
1,496.00 |
S1 |
1,495.00 |
1,494.50 |
|