Trading Metrics calculated at close of trading on 09-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2012 |
09-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
1,744.0 |
1,731.4 |
-12.6 |
-0.7% |
1,737.2 |
High |
1,751.5 |
1,749.7 |
-1.8 |
-0.1% |
1,761.3 |
Low |
1,728.2 |
1,726.1 |
-2.1 |
-0.1% |
1,715.7 |
Close |
1,729.3 |
1,739.0 |
9.7 |
0.6% |
1,737.9 |
Range |
23.3 |
23.6 |
0.3 |
1.3% |
45.6 |
ATR |
28.2 |
27.9 |
-0.3 |
-1.2% |
0.0 |
Volume |
455 |
119 |
-336 |
-73.8% |
61,717 |
|
Daily Pivots for day following 09-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,809.1 |
1,797.6 |
1,752.0 |
|
R3 |
1,785.5 |
1,774.0 |
1,745.5 |
|
R2 |
1,761.9 |
1,761.9 |
1,743.3 |
|
R1 |
1,750.4 |
1,750.4 |
1,741.2 |
1,756.2 |
PP |
1,738.3 |
1,738.3 |
1,738.3 |
1,741.1 |
S1 |
1,726.8 |
1,726.8 |
1,736.8 |
1,732.6 |
S2 |
1,714.7 |
1,714.7 |
1,734.7 |
|
S3 |
1,691.1 |
1,703.2 |
1,732.5 |
|
S4 |
1,667.5 |
1,679.6 |
1,726.0 |
|
|
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% |
28.7 |
1.7% |
54% |
False |
False |
423 |
10 |
1,761.3 |
1,713.2 |
48.1 |
2.8% |
25.1 |
1.4% |
54% |
False |
False |
22,857 |
20 |
1,761.3 |
1,625.7 |
135.6 |
7.8% |
26.5 |
1.5% |
84% |
False |
False |
87,481 |
40 |
1,761.3 |
1,523.9 |
237.4 |
13.7% |
29.4 |
1.7% |
91% |
False |
False |
105,958 |
60 |
1,799.5 |
1,523.9 |
275.6 |
15.8% |
31.3 |
1.8% |
78% |
False |
False |
96,789 |
80 |
1,806.6 |
1,523.9 |
282.7 |
16.3% |
32.5 |
1.9% |
76% |
False |
False |
74,657 |
100 |
1,832.4 |
1,523.9 |
308.5 |
17.7% |
36.3 |
2.1% |
70% |
False |
False |
60,522 |
120 |
1,925.1 |
1,523.9 |
401.2 |
23.1% |
39.9 |
2.3% |
54% |
False |
False |
50,955 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,850.0 |
2.618 |
1,811.5 |
1.618 |
1,787.9 |
1.000 |
1,773.3 |
0.618 |
1,764.3 |
HIGH |
1,749.7 |
0.618 |
1,740.7 |
0.500 |
1,737.9 |
0.382 |
1,735.1 |
LOW |
1,726.1 |
0.618 |
1,711.5 |
1.000 |
1,702.5 |
1.618 |
1,687.9 |
2.618 |
1,664.3 |
4.250 |
1,625.8 |
|
|
Fisher Pivots for day following 09-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
1,738.6 |
1,736.8 |
PP |
1,738.3 |
1,734.6 |
S1 |
1,737.9 |
1,732.4 |
|