Trading Metrics calculated at close of trading on 01-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2012 |
01-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
1,731.7 |
1,738.2 |
6.5 |
0.4% |
1,665.2 |
High |
1,747.7 |
1,751.1 |
3.4 |
0.2% |
1,739.8 |
Low |
1,725.0 |
1,734.0 |
9.0 |
0.5% |
1,649.2 |
Close |
1,737.8 |
1,747.1 |
9.3 |
0.5% |
1,732.2 |
Range |
22.7 |
17.1 |
-5.6 |
-24.7% |
90.6 |
ATR |
29.3 |
28.5 |
-0.9 |
-3.0% |
0.0 |
Volume |
6,988 |
1,327 |
-5,661 |
-81.0% |
840,628 |
|
Daily Pivots for day following 01-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,795.4 |
1,788.3 |
1,756.5 |
|
R3 |
1,778.3 |
1,771.2 |
1,751.8 |
|
R2 |
1,761.2 |
1,761.2 |
1,750.2 |
|
R1 |
1,754.1 |
1,754.1 |
1,748.7 |
1,757.7 |
PP |
1,744.1 |
1,744.1 |
1,744.1 |
1,745.8 |
S1 |
1,737.0 |
1,737.0 |
1,745.5 |
1,740.6 |
S2 |
1,727.0 |
1,727.0 |
1,744.0 |
|
S3 |
1,709.9 |
1,719.9 |
1,742.4 |
|
S4 |
1,692.8 |
1,702.8 |
1,737.7 |
|
|
Weekly Pivots for week ending 27-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,978.9 |
1,946.1 |
1,782.0 |
|
R3 |
1,888.3 |
1,855.5 |
1,757.1 |
|
R2 |
1,797.7 |
1,797.7 |
1,748.8 |
|
R1 |
1,764.9 |
1,764.9 |
1,740.5 |
1,781.3 |
PP |
1,707.1 |
1,707.1 |
1,707.1 |
1,715.3 |
S1 |
1,674.3 |
1,674.3 |
1,723.9 |
1,690.7 |
S2 |
1,616.5 |
1,616.5 |
1,715.6 |
|
S3 |
1,525.9 |
1,583.7 |
1,707.3 |
|
S4 |
1,435.3 |
1,493.1 |
1,682.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,751.1 |
1,703.0 |
48.1 |
2.8% |
23.6 |
1.4% |
92% |
True |
False |
86,040 |
10 |
1,751.1 |
1,645.2 |
105.9 |
6.1% |
26.3 |
1.5% |
96% |
True |
False |
114,401 |
20 |
1,751.1 |
1,593.8 |
157.3 |
9.0% |
25.7 |
1.5% |
97% |
True |
False |
130,282 |
40 |
1,760.5 |
1,523.9 |
236.6 |
13.5% |
31.0 |
1.8% |
94% |
False |
False |
124,615 |
60 |
1,806.6 |
1,523.9 |
282.7 |
16.2% |
32.0 |
1.8% |
79% |
False |
False |
98,414 |
80 |
1,806.6 |
1,523.9 |
282.7 |
16.2% |
32.8 |
1.9% |
79% |
False |
False |
74,872 |
100 |
1,890.5 |
1,523.9 |
366.6 |
21.0% |
37.9 |
2.2% |
61% |
False |
False |
60,721 |
120 |
1,925.1 |
1,523.9 |
401.2 |
23.0% |
40.6 |
2.3% |
56% |
False |
False |
51,091 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,823.8 |
2.618 |
1,795.9 |
1.618 |
1,778.8 |
1.000 |
1,768.2 |
0.618 |
1,761.7 |
HIGH |
1,751.1 |
0.618 |
1,744.6 |
0.500 |
1,742.6 |
0.382 |
1,740.5 |
LOW |
1,734.0 |
0.618 |
1,723.4 |
1.000 |
1,716.9 |
1.618 |
1,706.3 |
2.618 |
1,689.2 |
4.250 |
1,661.3 |
|
|
Fisher Pivots for day following 01-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
1,745.6 |
1,742.5 |
PP |
1,744.1 |
1,738.0 |
S1 |
1,742.6 |
1,733.4 |
|