Trading Metrics calculated at close of trading on 02-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2012 |
02-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
1,307.75 |
1,320.25 |
12.50 |
1.0% |
1,307.50 |
High |
1,327.00 |
1,326.00 |
-1.00 |
-0.1% |
1,329.75 |
Low |
1,303.75 |
1,317.00 |
13.25 |
1.0% |
1,301.50 |
Close |
1,319.75 |
1,322.75 |
3.00 |
0.2% |
1,312.50 |
Range |
23.25 |
9.00 |
-14.25 |
-61.3% |
28.25 |
ATR |
17.93 |
17.29 |
-0.64 |
-3.6% |
0.00 |
Volume |
1,904,532 |
1,352,211 |
-552,321 |
-29.0% |
8,764,597 |
|
Daily Pivots for day following 02-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,349.00 |
1,344.75 |
1,327.75 |
|
R3 |
1,340.00 |
1,335.75 |
1,325.25 |
|
R2 |
1,331.00 |
1,331.00 |
1,324.50 |
|
R1 |
1,326.75 |
1,326.75 |
1,323.50 |
1,329.00 |
PP |
1,322.00 |
1,322.00 |
1,322.00 |
1,323.00 |
S1 |
1,317.75 |
1,317.75 |
1,322.00 |
1,320.00 |
S2 |
1,313.00 |
1,313.00 |
1,321.00 |
|
S3 |
1,304.00 |
1,308.75 |
1,320.25 |
|
S4 |
1,295.00 |
1,299.75 |
1,317.75 |
|
|
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 |
1,327.00 |
1,296.00 |
31.00 |
2.3% |
15.75 |
1.2% |
86% |
False |
False |
1,717,858 |
10 |
1,329.75 |
1,296.00 |
33.75 |
2.6% |
15.00 |
1.1% |
79% |
False |
False |
1,679,895 |
20 |
1,329.75 |
1,259.75 |
70.00 |
5.3% |
15.75 |
1.2% |
90% |
False |
False |
1,605,159 |
40 |
1,329.75 |
1,195.50 |
134.25 |
10.1% |
18.75 |
1.4% |
95% |
False |
False |
1,502,930 |
60 |
1,329.75 |
1,141.75 |
188.00 |
14.2% |
22.00 |
1.7% |
96% |
False |
False |
1,005,720 |
80 |
1,329.75 |
1,141.75 |
188.00 |
14.2% |
23.75 |
1.8% |
96% |
False |
False |
754,858 |
100 |
1,329.75 |
1,062.00 |
267.75 |
20.2% |
26.25 |
2.0% |
97% |
False |
False |
604,137 |
120 |
1,329.75 |
1,062.00 |
267.75 |
20.2% |
27.00 |
2.0% |
97% |
False |
False |
503,468 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,364.25 |
2.618 |
1,349.50 |
1.618 |
1,340.50 |
1.000 |
1,335.00 |
0.618 |
1,331.50 |
HIGH |
1,326.00 |
0.618 |
1,322.50 |
0.500 |
1,321.50 |
0.382 |
1,320.50 |
LOW |
1,317.00 |
0.618 |
1,311.50 |
1.000 |
1,308.00 |
1.618 |
1,302.50 |
2.618 |
1,293.50 |
4.250 |
1,278.75 |
|
|
Fisher Pivots for day following 02-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
1,322.25 |
1,320.00 |
PP |
1,322.00 |
1,317.25 |
S1 |
1,321.50 |
1,314.50 |
|