Trading Metrics calculated at close of trading on 03-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2012 |
03-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
1,745.1 |
1,758.7 |
13.6 |
0.8% |
1,737.2 |
High |
1,761.1 |
1,761.3 |
0.2 |
0.0% |
1,761.3 |
Low |
1,742.9 |
1,724.5 |
-18.4 |
-1.1% |
1,715.7 |
Close |
1,756.8 |
1,737.9 |
-18.9 |
-1.1% |
1,737.9 |
Range |
18.2 |
36.8 |
18.6 |
102.2% |
45.6 |
ATR |
27.7 |
28.4 |
0.6 |
2.3% |
0.0 |
Volume |
1,312 |
543 |
-769 |
-58.6% |
61,717 |
|
Daily Pivots for day following 03-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,851.6 |
1,831.6 |
1,758.1 |
|
R3 |
1,814.8 |
1,794.8 |
1,748.0 |
|
R2 |
1,778.0 |
1,778.0 |
1,744.6 |
|
R1 |
1,758.0 |
1,758.0 |
1,741.3 |
1,749.6 |
PP |
1,741.2 |
1,741.2 |
1,741.2 |
1,737.1 |
S1 |
1,721.2 |
1,721.2 |
1,734.5 |
1,712.8 |
S2 |
1,704.4 |
1,704.4 |
1,731.2 |
|
S3 |
1,667.6 |
1,684.4 |
1,727.8 |
|
S4 |
1,630.8 |
1,647.6 |
1,717.7 |
|
|
Weekly Pivots for week ending 03-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,875.1 |
1,852.1 |
1,763.0 |
|
R3 |
1,829.5 |
1,806.5 |
1,750.4 |
|
R2 |
1,783.9 |
1,783.9 |
1,746.3 |
|
R1 |
1,760.9 |
1,760.9 |
1,742.1 |
1,772.4 |
PP |
1,738.3 |
1,738.3 |
1,738.3 |
1,744.1 |
S1 |
1,715.3 |
1,715.3 |
1,733.7 |
1,726.8 |
S2 |
1,692.7 |
1,692.7 |
1,729.5 |
|
S3 |
1,647.1 |
1,669.7 |
1,725.4 |
|
S4 |
1,601.5 |
1,624.1 |
1,712.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,761.3 |
1,715.7 |
45.6 |
2.6% |
23.8 |
1.4% |
49% |
True |
False |
12,343 |
10 |
1,761.3 |
1,649.2 |
112.1 |
6.5% |
27.5 |
1.6% |
79% |
True |
False |
90,234 |
20 |
1,761.3 |
1,605.7 |
155.6 |
9.0% |
25.7 |
1.5% |
85% |
True |
False |
114,972 |
40 |
1,761.3 |
1,523.9 |
237.4 |
13.7% |
30.7 |
1.8% |
90% |
True |
False |
118,797 |
60 |
1,806.6 |
1,523.9 |
282.7 |
16.3% |
31.9 |
1.8% |
76% |
False |
False |
98,291 |
80 |
1,806.6 |
1,523.9 |
282.7 |
16.3% |
32.5 |
1.9% |
76% |
False |
False |
74,788 |
100 |
1,849.7 |
1,523.9 |
325.8 |
18.7% |
37.2 |
2.1% |
66% |
False |
False |
60,679 |
120 |
1,925.1 |
1,523.9 |
401.2 |
23.1% |
40.0 |
2.3% |
53% |
False |
False |
51,030 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,917.7 |
2.618 |
1,857.6 |
1.618 |
1,820.8 |
1.000 |
1,798.1 |
0.618 |
1,784.0 |
HIGH |
1,761.3 |
0.618 |
1,747.2 |
0.500 |
1,742.9 |
0.382 |
1,738.6 |
LOW |
1,724.5 |
0.618 |
1,701.8 |
1.000 |
1,687.7 |
1.618 |
1,665.0 |
2.618 |
1,628.2 |
4.250 |
1,568.1 |
|
|
Fisher Pivots for day following 03-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
1,742.9 |
1,742.9 |
PP |
1,741.2 |
1,741.2 |
S1 |
1,739.6 |
1,739.6 |
|