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 |
1,678.5 |
1,665.0 |
-13.5 |
-0.8% |
1,662.5 |
High |
1,683.6 |
1,685.2 |
1.6 |
0.1% |
1,687.0 |
Low |
1,661.0 |
1,663.2 |
2.2 |
0.1% |
1,655.3 |
Close |
1,664.1 |
1,672.7 |
8.6 |
0.5% |
1,672.7 |
Range |
22.6 |
22.0 |
-0.6 |
-2.7% |
31.7 |
ATR |
17.9 |
18.2 |
0.3 |
1.6% |
0.0 |
Volume |
10,324 |
6,946 |
-3,378 |
-32.7% |
44,006 |
|
Daily Pivots for day following 01-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,739.7 |
1,728.2 |
1,684.8 |
|
R3 |
1,717.7 |
1,706.2 |
1,678.8 |
|
R2 |
1,695.7 |
1,695.7 |
1,676.7 |
|
R1 |
1,684.2 |
1,684.2 |
1,674.7 |
1,690.0 |
PP |
1,673.7 |
1,673.7 |
1,673.7 |
1,676.6 |
S1 |
1,662.2 |
1,662.2 |
1,670.7 |
1,668.0 |
S2 |
1,651.7 |
1,651.7 |
1,668.7 |
|
S3 |
1,629.7 |
1,640.2 |
1,666.7 |
|
S4 |
1,607.7 |
1,618.2 |
1,660.6 |
|
|
Weekly Pivots for week ending 01-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,766.8 |
1,751.4 |
1,690.1 |
|
R3 |
1,735.1 |
1,719.7 |
1,681.4 |
|
R2 |
1,703.4 |
1,703.4 |
1,678.5 |
|
R1 |
1,688.0 |
1,688.0 |
1,675.6 |
1,695.7 |
PP |
1,671.7 |
1,671.7 |
1,671.7 |
1,675.5 |
S1 |
1,656.3 |
1,656.3 |
1,669.8 |
1,664.0 |
S2 |
1,640.0 |
1,640.0 |
1,666.9 |
|
S3 |
1,608.3 |
1,624.6 |
1,664.0 |
|
S4 |
1,576.6 |
1,592.9 |
1,655.3 |
|
|
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 |
1,655.3 |
31.7 |
1.9% |
17.1 |
1.0% |
55% |
False |
False |
8,801 |
10 |
1,699.9 |
1,655.3 |
44.6 |
2.7% |
15.4 |
0.9% |
39% |
False |
False |
6,035 |
20 |
1,700.0 |
1,631.3 |
68.7 |
4.1% |
17.5 |
1.0% |
60% |
False |
False |
5,036 |
40 |
1,728.8 |
1,631.3 |
97.5 |
5.8% |
18.0 |
1.1% |
42% |
False |
False |
3,725 |
60 |
1,759.5 |
1,631.3 |
128.2 |
7.7% |
17.7 |
1.1% |
32% |
False |
False |
3,107 |
80 |
1,785.9 |
1,631.3 |
154.6 |
9.2% |
16.8 |
1.0% |
27% |
False |
False |
2,658 |
100 |
1,803.0 |
1,631.3 |
171.7 |
10.3% |
16.8 |
1.0% |
24% |
False |
False |
2,332 |
120 |
1,803.0 |
1,601.3 |
201.7 |
12.1% |
16.5 |
1.0% |
35% |
False |
False |
2,012 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,778.7 |
2.618 |
1,742.8 |
1.618 |
1,720.8 |
1.000 |
1,707.2 |
0.618 |
1,698.8 |
HIGH |
1,685.2 |
0.618 |
1,676.8 |
0.500 |
1,674.2 |
0.382 |
1,671.6 |
LOW |
1,663.2 |
0.618 |
1,649.6 |
1.000 |
1,641.2 |
1.618 |
1,627.6 |
2.618 |
1,605.6 |
4.250 |
1,569.7 |
|
|
Fisher Pivots for day following 01-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
1,674.2 |
1,674.0 |
PP |
1,673.7 |
1,673.6 |
S1 |
1,673.2 |
1,673.1 |
|