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 |
12,609 |
12,579 |
-30 |
-0.2% |
12,633 |
High |
12,683 |
12,735 |
52 |
0.4% |
12,786 |
Low |
12,511 |
12,550 |
39 |
0.3% |
12,522 |
Close |
12,577 |
12,653 |
76 |
0.6% |
12,614 |
Range |
172 |
185 |
13 |
7.6% |
264 |
ATR |
156 |
158 |
2 |
1.3% |
0 |
Volume |
97,231 |
100,929 |
3,698 |
3.8% |
466,818 |
|
Daily Pivots for day following 01-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,201 |
13,112 |
12,755 |
|
R3 |
13,016 |
12,927 |
12,704 |
|
R2 |
12,831 |
12,831 |
12,687 |
|
R1 |
12,742 |
12,742 |
12,670 |
12,787 |
PP |
12,646 |
12,646 |
12,646 |
12,668 |
S1 |
12,557 |
12,557 |
12,636 |
12,602 |
S2 |
12,461 |
12,461 |
12,619 |
|
S3 |
12,276 |
12,372 |
12,602 |
|
S4 |
12,091 |
12,187 |
12,551 |
|
|
Weekly Pivots for week ending 27-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,433 |
13,287 |
12,759 |
|
R3 |
13,169 |
13,023 |
12,687 |
|
R2 |
12,905 |
12,905 |
12,663 |
|
R1 |
12,759 |
12,759 |
12,638 |
12,700 |
PP |
12,641 |
12,641 |
12,641 |
12,611 |
S1 |
12,495 |
12,495 |
12,590 |
12,436 |
S2 |
12,377 |
12,377 |
12,566 |
|
S3 |
12,113 |
12,231 |
12,542 |
|
S4 |
11,849 |
11,967 |
12,469 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,786 |
12,476 |
310 |
2.5% |
162 |
1.3% |
57% |
False |
False |
98,422 |
10 |
12,786 |
12,476 |
310 |
2.5% |
142 |
1.1% |
57% |
False |
False |
89,779 |
20 |
12,786 |
12,219 |
567 |
4.5% |
138 |
1.1% |
77% |
False |
False |
87,752 |
40 |
12,786 |
11,661 |
1,125 |
8.9% |
167 |
1.3% |
88% |
False |
False |
80,253 |
60 |
12,786 |
11,077 |
1,709 |
13.5% |
185 |
1.5% |
92% |
False |
False |
53,544 |
80 |
12,786 |
10,920 |
1,866 |
14.7% |
186 |
1.5% |
93% |
False |
False |
40,164 |
100 |
12,786 |
10,288 |
2,498 |
19.7% |
205 |
1.6% |
95% |
False |
False |
32,138 |
120 |
12,786 |
10,288 |
2,498 |
19.7% |
172 |
1.4% |
95% |
False |
False |
26,782 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,521 |
2.618 |
13,219 |
1.618 |
13,034 |
1.000 |
12,920 |
0.618 |
12,849 |
HIGH |
12,735 |
0.618 |
12,664 |
0.500 |
12,643 |
0.382 |
12,621 |
LOW |
12,550 |
0.618 |
12,436 |
1.000 |
12,365 |
1.618 |
12,251 |
2.618 |
12,066 |
4.250 |
11,764 |
|
|
Fisher Pivots for day following 01-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
12,650 |
12,637 |
PP |
12,646 |
12,621 |
S1 |
12,643 |
12,606 |
|