Trading Metrics calculated at close of trading on 01-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2012 |
01-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
1,309.00 |
1,307.75 |
-1.25 |
-0.1% |
1,307.50 |
High |
1,317.50 |
1,327.00 |
9.50 |
0.7% |
1,329.75 |
Low |
1,302.25 |
1,303.75 |
1.50 |
0.1% |
1,301.50 |
Close |
1,308.25 |
1,319.75 |
11.50 |
0.9% |
1,312.50 |
Range |
15.25 |
23.25 |
8.00 |
52.5% |
28.25 |
ATR |
17.52 |
17.93 |
0.41 |
2.3% |
0.00 |
Volume |
1,891,559 |
1,904,532 |
12,973 |
0.7% |
8,764,597 |
|
Daily Pivots for day following 01-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,386.50 |
1,376.50 |
1,332.50 |
|
R3 |
1,363.25 |
1,353.25 |
1,326.25 |
|
R2 |
1,340.00 |
1,340.00 |
1,324.00 |
|
R1 |
1,330.00 |
1,330.00 |
1,322.00 |
1,335.00 |
PP |
1,316.75 |
1,316.75 |
1,316.75 |
1,319.50 |
S1 |
1,306.75 |
1,306.75 |
1,317.50 |
1,311.75 |
S2 |
1,293.50 |
1,293.50 |
1,315.50 |
|
S3 |
1,270.25 |
1,283.50 |
1,313.25 |
|
S4 |
1,247.00 |
1,260.25 |
1,307.00 |
|
|
Weekly Pivots for week ending 27-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,399.25 |
1,384.25 |
1,328.00 |
|
R3 |
1,371.00 |
1,356.00 |
1,320.25 |
|
R2 |
1,342.75 |
1,342.75 |
1,317.75 |
|
R1 |
1,327.75 |
1,327.75 |
1,315.00 |
1,335.25 |
PP |
1,314.50 |
1,314.50 |
1,314.50 |
1,318.50 |
S1 |
1,299.50 |
1,299.50 |
1,310.00 |
1,307.00 |
S2 |
1,286.25 |
1,286.25 |
1,307.25 |
|
S3 |
1,258.00 |
1,271.25 |
1,304.75 |
|
S4 |
1,229.75 |
1,243.00 |
1,297.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,329.75 |
1,296.00 |
33.75 |
2.6% |
18.00 |
1.4% |
70% |
False |
False |
1,847,755 |
10 |
1,329.75 |
1,296.00 |
33.75 |
2.6% |
15.50 |
1.2% |
70% |
False |
False |
1,695,542 |
20 |
1,329.75 |
1,259.75 |
70.00 |
5.3% |
15.75 |
1.2% |
86% |
False |
False |
1,608,430 |
40 |
1,329.75 |
1,195.50 |
134.25 |
10.2% |
19.00 |
1.4% |
93% |
False |
False |
1,470,194 |
60 |
1,329.75 |
1,141.75 |
188.00 |
14.2% |
22.25 |
1.7% |
95% |
False |
False |
983,252 |
80 |
1,329.75 |
1,138.75 |
191.00 |
14.5% |
24.00 |
1.8% |
95% |
False |
False |
737,972 |
100 |
1,329.75 |
1,062.00 |
267.75 |
20.3% |
26.50 |
2.0% |
96% |
False |
False |
590,615 |
120 |
1,329.75 |
1,062.00 |
267.75 |
20.3% |
27.50 |
2.1% |
96% |
False |
False |
492,199 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,425.75 |
2.618 |
1,387.75 |
1.618 |
1,364.50 |
1.000 |
1,350.25 |
0.618 |
1,341.25 |
HIGH |
1,327.00 |
0.618 |
1,318.00 |
0.500 |
1,315.50 |
0.382 |
1,312.75 |
LOW |
1,303.75 |
0.618 |
1,289.50 |
1.000 |
1,280.50 |
1.618 |
1,266.25 |
2.618 |
1,243.00 |
4.250 |
1,205.00 |
|
|
Fisher Pivots for day following 01-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
1,318.25 |
1,317.00 |
PP |
1,316.75 |
1,314.25 |
S1 |
1,315.50 |
1,311.50 |
|