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 |
1,665.0 |
1,670.3 |
5.3 |
0.3% |
1,662.5 |
High |
1,685.2 |
1,680.2 |
-5.0 |
-0.3% |
1,687.0 |
Low |
1,663.2 |
1,665.1 |
1.9 |
0.1% |
1,655.3 |
Close |
1,672.7 |
1,678.5 |
5.8 |
0.3% |
1,672.7 |
Range |
22.0 |
15.1 |
-6.9 |
-31.4% |
31.7 |
ATR |
18.2 |
18.0 |
-0.2 |
-1.2% |
0.0 |
Volume |
6,946 |
3,359 |
-3,587 |
-51.6% |
44,006 |
|
Daily Pivots for day following 04-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,719.9 |
1,714.3 |
1,686.8 |
|
R3 |
1,704.8 |
1,699.2 |
1,682.7 |
|
R2 |
1,689.7 |
1,689.7 |
1,681.3 |
|
R1 |
1,684.1 |
1,684.1 |
1,679.9 |
1,686.9 |
PP |
1,674.6 |
1,674.6 |
1,674.6 |
1,676.0 |
S1 |
1,669.0 |
1,669.0 |
1,677.1 |
1,671.8 |
S2 |
1,659.5 |
1,659.5 |
1,675.7 |
|
S3 |
1,644.4 |
1,653.9 |
1,674.3 |
|
S4 |
1,629.3 |
1,638.8 |
1,670.2 |
|
|
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 |
1,658.2 |
28.8 |
1.7% |
18.2 |
1.1% |
70% |
False |
False |
7,725 |
10 |
1,699.9 |
1,655.3 |
44.6 |
2.7% |
15.8 |
0.9% |
52% |
False |
False |
5,847 |
20 |
1,700.0 |
1,647.8 |
52.2 |
3.1% |
16.6 |
1.0% |
59% |
False |
False |
4,819 |
40 |
1,728.8 |
1,631.3 |
97.5 |
5.8% |
17.8 |
1.1% |
48% |
False |
False |
3,691 |
60 |
1,759.5 |
1,631.3 |
128.2 |
7.6% |
17.4 |
1.0% |
37% |
False |
False |
3,148 |
80 |
1,780.7 |
1,631.3 |
149.4 |
8.9% |
16.8 |
1.0% |
32% |
False |
False |
2,697 |
100 |
1,803.0 |
1,631.3 |
171.7 |
10.2% |
16.9 |
1.0% |
27% |
False |
False |
2,357 |
120 |
1,803.0 |
1,601.3 |
201.7 |
12.0% |
16.6 |
1.0% |
38% |
False |
False |
2,039 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,744.4 |
2.618 |
1,719.7 |
1.618 |
1,704.6 |
1.000 |
1,695.3 |
0.618 |
1,689.5 |
HIGH |
1,680.2 |
0.618 |
1,674.4 |
0.500 |
1,672.7 |
0.382 |
1,670.9 |
LOW |
1,665.1 |
0.618 |
1,655.8 |
1.000 |
1,650.0 |
1.618 |
1,640.7 |
2.618 |
1,625.6 |
4.250 |
1,600.9 |
|
|
Fisher Pivots for day following 04-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
1,676.6 |
1,676.7 |
PP |
1,674.6 |
1,674.9 |
S1 |
1,672.7 |
1,673.1 |
|