Trading Metrics calculated at close of trading on 10-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2012 |
10-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
1,731.4 |
1,732.7 |
1.3 |
0.1% |
1,728.0 |
High |
1,749.7 |
1,734.4 |
-15.3 |
-0.9% |
1,751.5 |
Low |
1,726.1 |
1,706.5 |
-19.6 |
-1.1% |
1,706.5 |
Close |
1,739.0 |
1,723.3 |
-15.7 |
-0.9% |
1,723.3 |
Range |
23.6 |
27.9 |
4.3 |
18.2% |
45.0 |
ATR |
27.9 |
28.2 |
0.3 |
1.2% |
0.0 |
Volume |
119 |
248 |
129 |
108.4% |
1,820 |
|
Daily Pivots for day following 10-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,805.1 |
1,792.1 |
1,738.6 |
|
R3 |
1,777.2 |
1,764.2 |
1,731.0 |
|
R2 |
1,749.3 |
1,749.3 |
1,728.4 |
|
R1 |
1,736.3 |
1,736.3 |
1,725.9 |
1,728.9 |
PP |
1,721.4 |
1,721.4 |
1,721.4 |
1,717.7 |
S1 |
1,708.4 |
1,708.4 |
1,720.7 |
1,701.0 |
S2 |
1,693.5 |
1,693.5 |
1,718.2 |
|
S3 |
1,665.6 |
1,680.5 |
1,715.6 |
|
S4 |
1,637.7 |
1,652.6 |
1,708.0 |
|
|
Weekly Pivots for week ending 10-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,862.1 |
1,837.7 |
1,748.1 |
|
R3 |
1,817.1 |
1,792.7 |
1,735.7 |
|
R2 |
1,772.1 |
1,772.1 |
1,731.6 |
|
R1 |
1,747.7 |
1,747.7 |
1,727.4 |
1,737.4 |
PP |
1,727.1 |
1,727.1 |
1,727.1 |
1,722.0 |
S1 |
1,702.7 |
1,702.7 |
1,719.2 |
1,692.4 |
S2 |
1,682.1 |
1,682.1 |
1,715.1 |
|
S3 |
1,637.1 |
1,657.7 |
1,710.9 |
|
S4 |
1,592.1 |
1,612.7 |
1,698.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,751.5 |
1,706.5 |
45.0 |
2.6% |
26.9 |
1.6% |
37% |
False |
True |
364 |
10 |
1,761.3 |
1,706.5 |
54.8 |
3.2% |
25.4 |
1.5% |
31% |
False |
True |
6,353 |
20 |
1,761.3 |
1,625.7 |
135.6 |
7.9% |
26.7 |
1.6% |
72% |
False |
False |
80,829 |
40 |
1,761.3 |
1,523.9 |
237.4 |
13.8% |
28.7 |
1.7% |
84% |
False |
False |
101,671 |
60 |
1,790.0 |
1,523.9 |
266.1 |
15.4% |
31.4 |
1.8% |
75% |
False |
False |
96,563 |
80 |
1,806.6 |
1,523.9 |
282.7 |
16.4% |
32.4 |
1.9% |
71% |
False |
False |
74,640 |
100 |
1,820.8 |
1,523.9 |
296.9 |
17.2% |
36.0 |
2.1% |
67% |
False |
False |
60,489 |
120 |
1,925.1 |
1,523.9 |
401.2 |
23.3% |
39.7 |
2.3% |
50% |
False |
False |
50,916 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,853.0 |
2.618 |
1,807.4 |
1.618 |
1,779.5 |
1.000 |
1,762.3 |
0.618 |
1,751.6 |
HIGH |
1,734.4 |
0.618 |
1,723.7 |
0.500 |
1,720.5 |
0.382 |
1,717.2 |
LOW |
1,706.5 |
0.618 |
1,689.3 |
1.000 |
1,678.6 |
1.618 |
1,661.4 |
2.618 |
1,633.5 |
4.250 |
1,587.9 |
|
|
Fisher Pivots for day following 10-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
1,722.4 |
1,729.0 |
PP |
1,721.4 |
1,727.1 |
S1 |
1,720.5 |
1,725.2 |
|