| 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 |
13,941 |
13,838 |
-103 |
-0.7% |
13,816 |
| High |
13,949 |
13,958 |
9 |
0.1% |
13,962 |
| Low |
13,806 |
13,834 |
28 |
0.2% |
13,797 |
| Close |
13,845 |
13,910 |
65 |
0.5% |
13,930 |
| Range |
143 |
124 |
-19 |
-13.3% |
165 |
| ATR |
120 |
120 |
0 |
0.3% |
0 |
| Volume |
114,174 |
113,758 |
-416 |
-0.4% |
507,259 |
|
| Daily Pivots for day following 05-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,273 |
14,215 |
13,978 |
|
| R3 |
14,149 |
14,091 |
13,944 |
|
| R2 |
14,025 |
14,025 |
13,933 |
|
| R1 |
13,967 |
13,967 |
13,921 |
13,996 |
| PP |
13,901 |
13,901 |
13,901 |
13,915 |
| S1 |
13,843 |
13,843 |
13,899 |
13,872 |
| S2 |
13,777 |
13,777 |
13,887 |
|
| S3 |
13,653 |
13,719 |
13,876 |
|
| S4 |
13,529 |
13,595 |
13,842 |
|
|
| Weekly Pivots for week ending 01-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,391 |
14,326 |
14,021 |
|
| R3 |
14,226 |
14,161 |
13,976 |
|
| R2 |
14,061 |
14,061 |
13,960 |
|
| R1 |
13,996 |
13,996 |
13,945 |
14,029 |
| PP |
13,896 |
13,896 |
13,896 |
13,913 |
| S1 |
13,831 |
13,831 |
13,915 |
13,864 |
| S2 |
13,731 |
13,731 |
13,900 |
|
| S3 |
13,566 |
13,666 |
13,885 |
|
| S4 |
13,401 |
13,501 |
13,839 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
13,962 |
13,797 |
165 |
1.2% |
118 |
0.8% |
68% |
False |
False |
112,229 |
| 10 |
13,962 |
13,673 |
289 |
2.1% |
104 |
0.7% |
82% |
False |
False |
104,708 |
| 20 |
13,962 |
13,232 |
730 |
5.2% |
105 |
0.8% |
93% |
False |
False |
101,827 |
| 40 |
13,962 |
12,742 |
1,220 |
8.8% |
124 |
0.9% |
96% |
False |
False |
93,225 |
| 60 |
13,962 |
12,380 |
1,582 |
11.4% |
126 |
0.9% |
97% |
False |
False |
62,230 |
| 80 |
13,962 |
12,380 |
1,582 |
11.4% |
119 |
0.9% |
97% |
False |
False |
46,674 |
| 100 |
13,962 |
12,380 |
1,582 |
11.4% |
107 |
0.8% |
97% |
False |
False |
37,344 |
| 120 |
13,962 |
12,380 |
1,582 |
11.4% |
93 |
0.7% |
97% |
False |
False |
31,120 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,485 |
|
2.618 |
14,283 |
|
1.618 |
14,159 |
|
1.000 |
14,082 |
|
0.618 |
14,035 |
|
HIGH |
13,958 |
|
0.618 |
13,911 |
|
0.500 |
13,896 |
|
0.382 |
13,881 |
|
LOW |
13,834 |
|
0.618 |
13,757 |
|
1.000 |
13,710 |
|
1.618 |
13,633 |
|
2.618 |
13,509 |
|
4.250 |
13,307 |
|
|
| Fisher Pivots for day following 05-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
13,905 |
13,901 |
| PP |
13,901 |
13,893 |
| S1 |
13,896 |
13,884 |
|