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 |
1,347.00 |
1,348.00 |
1.00 |
0.1% |
1,336.50 |
High |
1,352.50 |
1,348.25 |
-4.25 |
-0.3% |
1,352.50 |
Low |
1,340.75 |
1,333.75 |
-7.00 |
-0.5% |
1,330.25 |
Close |
1,348.25 |
1,340.50 |
-7.75 |
-0.6% |
1,340.50 |
Range |
11.75 |
14.50 |
2.75 |
23.4% |
22.25 |
ATR |
16.06 |
15.95 |
-0.11 |
-0.7% |
0.00 |
Volume |
1,750,116 |
1,713,453 |
-36,663 |
-2.1% |
7,694,876 |
|
Daily Pivots for day following 10-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,384.25 |
1,377.00 |
1,348.50 |
|
R3 |
1,369.75 |
1,362.50 |
1,344.50 |
|
R2 |
1,355.25 |
1,355.25 |
1,343.25 |
|
R1 |
1,348.00 |
1,348.00 |
1,341.75 |
1,344.50 |
PP |
1,340.75 |
1,340.75 |
1,340.75 |
1,339.00 |
S1 |
1,333.50 |
1,333.50 |
1,339.25 |
1,330.00 |
S2 |
1,326.25 |
1,326.25 |
1,337.75 |
|
S3 |
1,311.75 |
1,319.00 |
1,336.50 |
|
S4 |
1,297.25 |
1,304.50 |
1,332.50 |
|
|
Weekly Pivots for week ending 10-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,407.75 |
1,396.50 |
1,352.75 |
|
R3 |
1,385.50 |
1,374.25 |
1,346.50 |
|
R2 |
1,363.25 |
1,363.25 |
1,344.50 |
|
R1 |
1,352.00 |
1,352.00 |
1,342.50 |
1,357.50 |
PP |
1,341.00 |
1,341.00 |
1,341.00 |
1,344.00 |
S1 |
1,329.75 |
1,329.75 |
1,338.50 |
1,335.50 |
S2 |
1,318.75 |
1,318.75 |
1,336.50 |
|
S3 |
1,296.50 |
1,307.50 |
1,334.50 |
|
S4 |
1,274.25 |
1,285.25 |
1,328.25 |
|
|
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 |
1,330.25 |
22.25 |
1.7% |
12.00 |
0.9% |
46% |
False |
False |
1,538,975 |
10 |
1,352.50 |
1,296.00 |
56.50 |
4.2% |
14.75 |
1.1% |
79% |
False |
False |
1,625,797 |
20 |
1,352.50 |
1,272.75 |
79.75 |
5.9% |
15.25 |
1.1% |
85% |
False |
False |
1,648,949 |
40 |
1,352.50 |
1,195.50 |
157.00 |
11.7% |
16.25 |
1.2% |
92% |
False |
False |
1,494,915 |
60 |
1,352.50 |
1,141.75 |
210.75 |
15.7% |
20.25 |
1.5% |
94% |
False |
False |
1,161,991 |
80 |
1,352.50 |
1,141.75 |
210.75 |
15.7% |
22.75 |
1.7% |
94% |
False |
False |
872,217 |
100 |
1,352.50 |
1,062.00 |
290.50 |
21.7% |
25.25 |
1.9% |
96% |
False |
False |
698,106 |
120 |
1,352.50 |
1,062.00 |
290.50 |
21.7% |
26.25 |
2.0% |
96% |
False |
False |
581,788 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,410.00 |
2.618 |
1,386.25 |
1.618 |
1,371.75 |
1.000 |
1,362.75 |
0.618 |
1,357.25 |
HIGH |
1,348.25 |
0.618 |
1,342.75 |
0.500 |
1,341.00 |
0.382 |
1,339.25 |
LOW |
1,333.75 |
0.618 |
1,324.75 |
1.000 |
1,319.25 |
1.618 |
1,310.25 |
2.618 |
1,295.75 |
4.250 |
1,272.00 |
|
|
Fisher Pivots for day following 10-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
1,341.00 |
1,343.00 |
PP |
1,340.75 |
1,342.25 |
S1 |
1,340.75 |
1,341.50 |
|