Trading Metrics calculated at close of trading on 07-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2012 |
07-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
1,728.0 |
1,722.0 |
-6.0 |
-0.3% |
1,737.2 |
High |
1,738.3 |
1,748.0 |
9.7 |
0.6% |
1,761.3 |
Low |
1,713.3 |
1,713.2 |
-0.1 |
0.0% |
1,715.7 |
Close |
1,722.8 |
1,746.4 |
23.6 |
1.4% |
1,737.9 |
Range |
25.0 |
34.8 |
9.8 |
39.2% |
45.6 |
ATR |
28.1 |
28.6 |
0.5 |
1.7% |
0.0 |
Volume |
726 |
272 |
-454 |
-62.5% |
61,717 |
|
Daily Pivots for day following 07-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,840.3 |
1,828.1 |
1,765.5 |
|
R3 |
1,805.5 |
1,793.3 |
1,756.0 |
|
R2 |
1,770.7 |
1,770.7 |
1,752.8 |
|
R1 |
1,758.5 |
1,758.5 |
1,749.6 |
1,764.6 |
PP |
1,735.9 |
1,735.9 |
1,735.9 |
1,738.9 |
S1 |
1,723.7 |
1,723.7 |
1,743.2 |
1,729.8 |
S2 |
1,701.1 |
1,701.1 |
1,740.0 |
|
S3 |
1,666.3 |
1,688.9 |
1,736.8 |
|
S4 |
1,631.5 |
1,654.1 |
1,727.3 |
|
|
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 |
1,713.2 |
48.1 |
2.8% |
26.4 |
1.5% |
69% |
False |
True |
836 |
10 |
1,761.3 |
1,649.2 |
112.1 |
6.4% |
29.7 |
1.7% |
87% |
False |
False |
65,990 |
20 |
1,761.3 |
1,609.2 |
152.1 |
8.7% |
26.6 |
1.5% |
90% |
False |
False |
101,527 |
40 |
1,761.3 |
1,523.9 |
237.4 |
13.6% |
30.3 |
1.7% |
94% |
False |
False |
112,308 |
60 |
1,799.5 |
1,523.9 |
275.6 |
15.8% |
31.9 |
1.8% |
81% |
False |
False |
97,412 |
80 |
1,806.6 |
1,523.9 |
282.7 |
16.2% |
32.5 |
1.9% |
79% |
False |
False |
74,728 |
100 |
1,832.4 |
1,523.9 |
308.5 |
17.7% |
37.0 |
2.1% |
72% |
False |
False |
60,618 |
120 |
1,925.1 |
1,523.9 |
401.2 |
23.0% |
40.0 |
2.3% |
55% |
False |
False |
51,016 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,895.9 |
2.618 |
1,839.1 |
1.618 |
1,804.3 |
1.000 |
1,782.8 |
0.618 |
1,769.5 |
HIGH |
1,748.0 |
0.618 |
1,734.7 |
0.500 |
1,730.6 |
0.382 |
1,726.5 |
LOW |
1,713.2 |
0.618 |
1,691.7 |
1.000 |
1,678.4 |
1.618 |
1,656.9 |
2.618 |
1,622.1 |
4.250 |
1,565.3 |
|
|
Fisher Pivots for day following 07-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
1,741.1 |
1,743.4 |
PP |
1,735.9 |
1,740.3 |
S1 |
1,730.6 |
1,737.3 |
|