Trading Metrics calculated at close of trading on 08-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2012 |
08-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
1,339.00 |
1,344.25 |
5.25 |
0.4% |
1,314.00 |
High |
1,345.75 |
1,348.25 |
2.50 |
0.2% |
1,342.00 |
Low |
1,331.75 |
1,338.25 |
6.50 |
0.5% |
1,296.00 |
Close |
1,344.75 |
1,347.00 |
2.25 |
0.2% |
1,339.00 |
Range |
14.00 |
10.00 |
-4.00 |
-28.6% |
46.00 |
ATR |
16.88 |
16.39 |
-0.49 |
-2.9% |
0.00 |
Volume |
1,498,761 |
1,540,962 |
42,201 |
2.8% |
8,563,095 |
|
Daily Pivots for day following 08-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,374.50 |
1,370.75 |
1,352.50 |
|
R3 |
1,364.50 |
1,360.75 |
1,349.75 |
|
R2 |
1,354.50 |
1,354.50 |
1,348.75 |
|
R1 |
1,350.75 |
1,350.75 |
1,348.00 |
1,352.50 |
PP |
1,344.50 |
1,344.50 |
1,344.50 |
1,345.50 |
S1 |
1,340.75 |
1,340.75 |
1,346.00 |
1,342.50 |
S2 |
1,334.50 |
1,334.50 |
1,345.25 |
|
S3 |
1,324.50 |
1,330.75 |
1,344.25 |
|
S4 |
1,314.50 |
1,320.75 |
1,341.50 |
|
|
Weekly Pivots for week ending 03-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,463.75 |
1,447.25 |
1,364.25 |
|
R3 |
1,417.75 |
1,401.25 |
1,351.75 |
|
R2 |
1,371.75 |
1,371.75 |
1,347.50 |
|
R1 |
1,355.25 |
1,355.25 |
1,343.25 |
1,363.50 |
PP |
1,325.75 |
1,325.75 |
1,325.75 |
1,329.75 |
S1 |
1,309.25 |
1,309.25 |
1,334.75 |
1,317.50 |
S2 |
1,279.75 |
1,279.75 |
1,330.50 |
|
S3 |
1,233.75 |
1,263.25 |
1,326.25 |
|
S4 |
1,187.75 |
1,217.25 |
1,313.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,348.25 |
1,317.00 |
31.25 |
2.3% |
13.00 |
1.0% |
96% |
True |
False |
1,457,548 |
10 |
1,348.25 |
1,296.00 |
52.25 |
3.9% |
15.50 |
1.2% |
98% |
True |
False |
1,652,651 |
20 |
1,348.25 |
1,272.75 |
75.50 |
5.6% |
15.50 |
1.1% |
98% |
True |
False |
1,629,338 |
40 |
1,348.25 |
1,195.50 |
152.75 |
11.3% |
17.25 |
1.3% |
99% |
True |
False |
1,550,321 |
60 |
1,348.25 |
1,141.75 |
206.50 |
15.3% |
20.75 |
1.5% |
99% |
True |
False |
1,104,443 |
80 |
1,348.25 |
1,141.75 |
206.50 |
15.3% |
23.25 |
1.7% |
99% |
True |
False |
828,980 |
100 |
1,348.25 |
1,062.00 |
286.25 |
21.3% |
25.50 |
1.9% |
100% |
True |
False |
663,479 |
120 |
1,348.25 |
1,062.00 |
286.25 |
21.3% |
26.75 |
2.0% |
100% |
True |
False |
552,930 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,390.75 |
2.618 |
1,374.50 |
1.618 |
1,364.50 |
1.000 |
1,358.25 |
0.618 |
1,354.50 |
HIGH |
1,348.25 |
0.618 |
1,344.50 |
0.500 |
1,343.25 |
0.382 |
1,342.00 |
LOW |
1,338.25 |
0.618 |
1,332.00 |
1.000 |
1,328.25 |
1.618 |
1,322.00 |
2.618 |
1,312.00 |
4.250 |
1,295.75 |
|
|
Fisher Pivots for day following 08-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
1,345.75 |
1,344.50 |
PP |
1,344.50 |
1,341.75 |
S1 |
1,343.25 |
1,339.25 |
|