Trading Metrics calculated at close of trading on 02-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2012 |
02-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
1,738.2 |
1,745.1 |
6.9 |
0.4% |
1,665.2 |
High |
1,751.1 |
1,761.1 |
10.0 |
0.6% |
1,739.8 |
Low |
1,734.0 |
1,742.9 |
8.9 |
0.5% |
1,649.2 |
Close |
1,747.1 |
1,756.8 |
9.7 |
0.6% |
1,732.2 |
Range |
17.1 |
18.2 |
1.1 |
6.4% |
90.6 |
ATR |
28.5 |
27.7 |
-0.7 |
-2.6% |
0.0 |
Volume |
1,327 |
1,312 |
-15 |
-1.1% |
840,628 |
|
Daily Pivots for day following 02-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,808.2 |
1,800.7 |
1,766.8 |
|
R3 |
1,790.0 |
1,782.5 |
1,761.8 |
|
R2 |
1,771.8 |
1,771.8 |
1,760.1 |
|
R1 |
1,764.3 |
1,764.3 |
1,758.5 |
1,768.1 |
PP |
1,753.6 |
1,753.6 |
1,753.6 |
1,755.5 |
S1 |
1,746.1 |
1,746.1 |
1,755.1 |
1,749.9 |
S2 |
1,735.4 |
1,735.4 |
1,753.5 |
|
S3 |
1,717.2 |
1,727.9 |
1,751.8 |
|
S4 |
1,699.0 |
1,709.7 |
1,746.8 |
|
|
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 |
1,761.1 |
1,714.2 |
46.9 |
2.7% |
21.6 |
1.2% |
91% |
True |
False |
45,291 |
10 |
1,761.1 |
1,645.2 |
115.9 |
6.6% |
26.0 |
1.5% |
96% |
True |
False |
102,276 |
20 |
1,761.1 |
1,597.7 |
163.4 |
9.3% |
25.3 |
1.4% |
97% |
True |
False |
123,152 |
40 |
1,761.1 |
1,523.9 |
237.2 |
13.5% |
30.5 |
1.7% |
98% |
True |
False |
121,867 |
60 |
1,806.6 |
1,523.9 |
282.7 |
16.1% |
32.1 |
1.8% |
82% |
False |
False |
98,342 |
80 |
1,806.6 |
1,523.9 |
282.7 |
16.1% |
32.5 |
1.9% |
82% |
False |
False |
74,848 |
100 |
1,867.0 |
1,523.9 |
343.1 |
19.5% |
37.4 |
2.1% |
68% |
False |
False |
60,716 |
120 |
1,925.1 |
1,523.9 |
401.2 |
22.8% |
40.1 |
2.3% |
58% |
False |
False |
51,055 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,838.5 |
2.618 |
1,808.7 |
1.618 |
1,790.5 |
1.000 |
1,779.3 |
0.618 |
1,772.3 |
HIGH |
1,761.1 |
0.618 |
1,754.1 |
0.500 |
1,752.0 |
0.382 |
1,749.9 |
LOW |
1,742.9 |
0.618 |
1,731.7 |
1.000 |
1,724.7 |
1.618 |
1,713.5 |
2.618 |
1,695.3 |
4.250 |
1,665.6 |
|
|
Fisher Pivots for day following 02-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
1,755.2 |
1,752.2 |
PP |
1,753.6 |
1,747.6 |
S1 |
1,752.0 |
1,743.1 |
|