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 |
1,486.00 |
1,499.75 |
13.75 |
0.9% |
1,488.50 |
High |
1,504.50 |
1,503.50 |
-1.00 |
-0.1% |
1,504.00 |
Low |
1,485.75 |
1,492.75 |
7.00 |
0.5% |
1,484.75 |
Close |
1,499.50 |
1,500.50 |
1.00 |
0.1% |
1,500.25 |
Range |
18.75 |
10.75 |
-8.00 |
-42.7% |
19.25 |
ATR |
13.91 |
13.68 |
-0.23 |
-1.6% |
0.00 |
Volume |
8,139 |
2,026 |
-6,113 |
-75.1% |
14,835 |
|
Daily Pivots for day following 06-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,531.25 |
1,526.50 |
1,506.50 |
|
R3 |
1,520.50 |
1,515.75 |
1,503.50 |
|
R2 |
1,509.75 |
1,509.75 |
1,502.50 |
|
R1 |
1,505.00 |
1,505.00 |
1,501.50 |
1,507.50 |
PP |
1,499.00 |
1,499.00 |
1,499.00 |
1,500.00 |
S1 |
1,494.25 |
1,494.25 |
1,499.50 |
1,496.50 |
S2 |
1,488.25 |
1,488.25 |
1,498.50 |
|
S3 |
1,477.50 |
1,483.50 |
1,497.50 |
|
S4 |
1,466.75 |
1,472.75 |
1,494.50 |
|
|
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 |
1,504.50 |
1,484.25 |
20.25 |
1.3% |
13.75 |
0.9% |
80% |
False |
False |
3,381 |
10 |
1,504.50 |
1,475.75 |
28.75 |
1.9% |
13.00 |
0.9% |
86% |
False |
False |
3,101 |
20 |
1,504.50 |
1,445.00 |
59.50 |
4.0% |
12.00 |
0.8% |
93% |
False |
False |
2,425 |
40 |
1,504.50 |
1,375.75 |
128.75 |
8.6% |
14.00 |
0.9% |
97% |
False |
False |
1,760 |
60 |
1,504.50 |
1,331.25 |
173.25 |
11.5% |
13.25 |
0.9% |
98% |
False |
False |
1,263 |
80 |
1,504.50 |
1,331.25 |
173.25 |
11.5% |
13.50 |
0.9% |
98% |
False |
False |
968 |
100 |
1,504.50 |
1,331.25 |
173.25 |
11.5% |
12.00 |
0.8% |
98% |
False |
False |
790 |
120 |
1,504.50 |
1,331.25 |
173.25 |
11.5% |
10.25 |
0.7% |
98% |
False |
False |
662 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,549.25 |
2.618 |
1,531.75 |
1.618 |
1,521.00 |
1.000 |
1,514.25 |
0.618 |
1,510.25 |
HIGH |
1,503.50 |
0.618 |
1,499.50 |
0.500 |
1,498.00 |
0.382 |
1,496.75 |
LOW |
1,492.75 |
0.618 |
1,486.00 |
1.000 |
1,482.00 |
1.618 |
1,475.25 |
2.618 |
1,464.50 |
4.250 |
1,447.00 |
|
|
Fisher Pivots for day following 06-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
1,499.75 |
1,498.50 |
PP |
1,499.00 |
1,496.50 |
S1 |
1,498.00 |
1,494.50 |
|