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 |
1,681.5 |
1,669.1 |
-12.4 |
-0.7% |
1,664.2 |
High |
1,685.1 |
1,684.8 |
-0.3 |
0.0% |
1,687.6 |
Low |
1,663.2 |
1,666.8 |
3.6 |
0.2% |
1,658.5 |
Close |
1,666.1 |
1,674.7 |
8.6 |
0.5% |
1,674.7 |
Range |
21.9 |
18.0 |
-3.9 |
-17.8% |
29.1 |
ATR |
16.3 |
16.4 |
0.2 |
1.1% |
0.0 |
Volume |
3,598 |
2,560 |
-1,038 |
-28.8% |
13,347 |
|
Daily Pivots for day following 01-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,729.4 |
1,720.1 |
1,684.6 |
|
R3 |
1,711.4 |
1,702.1 |
1,679.7 |
|
R2 |
1,693.4 |
1,693.4 |
1,678.0 |
|
R1 |
1,684.1 |
1,684.1 |
1,676.4 |
1,688.8 |
PP |
1,675.4 |
1,675.4 |
1,675.4 |
1,677.8 |
S1 |
1,666.1 |
1,666.1 |
1,673.1 |
1,670.8 |
S2 |
1,657.4 |
1,657.4 |
1,671.4 |
|
S3 |
1,639.4 |
1,648.1 |
1,669.8 |
|
S4 |
1,621.4 |
1,630.1 |
1,664.8 |
|
|
Weekly Pivots for week ending 01-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,760.9 |
1,746.9 |
1,690.7 |
|
R3 |
1,731.8 |
1,717.8 |
1,682.7 |
|
R2 |
1,702.7 |
1,702.7 |
1,680.0 |
|
R1 |
1,688.7 |
1,688.7 |
1,677.4 |
1,695.7 |
PP |
1,673.6 |
1,673.6 |
1,673.6 |
1,677.1 |
S1 |
1,659.6 |
1,659.6 |
1,672.0 |
1,666.6 |
S2 |
1,644.5 |
1,644.5 |
1,669.4 |
|
S3 |
1,615.4 |
1,630.5 |
1,666.7 |
|
S4 |
1,586.3 |
1,601.4 |
1,658.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,687.6 |
1,658.5 |
29.1 |
1.7% |
14.9 |
0.9% |
56% |
False |
False |
2,669 |
10 |
1,701.0 |
1,658.5 |
42.5 |
2.5% |
13.3 |
0.8% |
38% |
False |
False |
2,025 |
20 |
1,702.4 |
1,634.1 |
68.3 |
4.1% |
15.1 |
0.9% |
59% |
False |
False |
2,058 |
40 |
1,727.0 |
1,634.1 |
92.9 |
5.5% |
15.1 |
0.9% |
44% |
False |
False |
1,500 |
60 |
1,759.7 |
1,634.1 |
125.6 |
7.5% |
14.2 |
0.8% |
32% |
False |
False |
1,525 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,761.3 |
2.618 |
1,731.9 |
1.618 |
1,713.9 |
1.000 |
1,702.8 |
0.618 |
1,695.9 |
HIGH |
1,684.8 |
0.618 |
1,677.9 |
0.500 |
1,675.8 |
0.382 |
1,673.7 |
LOW |
1,666.8 |
0.618 |
1,655.7 |
1.000 |
1,648.8 |
1.618 |
1,637.7 |
2.618 |
1,619.7 |
4.250 |
1,590.3 |
|
|
Fisher Pivots for day following 01-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
1,675.8 |
1,675.4 |
PP |
1,675.4 |
1,675.2 |
S1 |
1,675.1 |
1,674.9 |
|