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 |
1,344.25 |
1,347.00 |
2.75 |
0.2% |
1,314.00 |
High |
1,348.25 |
1,352.50 |
4.25 |
0.3% |
1,342.00 |
Low |
1,338.25 |
1,340.75 |
2.50 |
0.2% |
1,296.00 |
Close |
1,347.00 |
1,348.25 |
1.25 |
0.1% |
1,339.00 |
Range |
10.00 |
11.75 |
1.75 |
17.5% |
46.00 |
ATR |
16.39 |
16.06 |
-0.33 |
-2.0% |
0.00 |
Volume |
1,540,962 |
1,750,116 |
209,154 |
13.6% |
8,563,095 |
|
Daily Pivots for day following 09-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,382.50 |
1,377.00 |
1,354.75 |
|
R3 |
1,370.75 |
1,365.25 |
1,351.50 |
|
R2 |
1,359.00 |
1,359.00 |
1,350.50 |
|
R1 |
1,353.50 |
1,353.50 |
1,349.25 |
1,356.25 |
PP |
1,347.25 |
1,347.25 |
1,347.25 |
1,348.50 |
S1 |
1,341.75 |
1,341.75 |
1,347.25 |
1,344.50 |
S2 |
1,335.50 |
1,335.50 |
1,346.00 |
|
S3 |
1,323.75 |
1,330.00 |
1,345.00 |
|
S4 |
1,312.00 |
1,318.25 |
1,341.75 |
|
|
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 |
1,352.50 |
1,320.00 |
32.50 |
2.4% |
13.50 |
1.0% |
87% |
True |
False |
1,537,129 |
10 |
1,352.50 |
1,296.00 |
56.50 |
4.2% |
14.50 |
1.1% |
92% |
True |
False |
1,627,493 |
20 |
1,352.50 |
1,272.75 |
79.75 |
5.9% |
15.50 |
1.1% |
95% |
True |
False |
1,638,558 |
40 |
1,352.50 |
1,195.50 |
157.00 |
11.6% |
16.75 |
1.2% |
97% |
True |
False |
1,529,611 |
60 |
1,352.50 |
1,141.75 |
210.75 |
15.6% |
20.50 |
1.5% |
98% |
True |
False |
1,133,493 |
80 |
1,352.50 |
1,141.75 |
210.75 |
15.6% |
23.00 |
1.7% |
98% |
True |
False |
850,817 |
100 |
1,352.50 |
1,062.00 |
290.50 |
21.5% |
25.50 |
1.9% |
99% |
True |
False |
680,976 |
120 |
1,352.50 |
1,062.00 |
290.50 |
21.5% |
26.50 |
2.0% |
99% |
True |
False |
567,514 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,402.50 |
2.618 |
1,383.25 |
1.618 |
1,371.50 |
1.000 |
1,364.25 |
0.618 |
1,359.75 |
HIGH |
1,352.50 |
0.618 |
1,348.00 |
0.500 |
1,346.50 |
0.382 |
1,345.25 |
LOW |
1,340.75 |
0.618 |
1,333.50 |
1.000 |
1,329.00 |
1.618 |
1,321.75 |
2.618 |
1,310.00 |
4.250 |
1,290.75 |
|
|
Fisher Pivots for day following 09-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
1,347.75 |
1,346.25 |
PP |
1,347.25 |
1,344.25 |
S1 |
1,346.50 |
1,342.00 |
|