Trading Metrics calculated at close of trading on 03-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2012 |
03-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
12,656 |
12,667 |
11 |
0.1% |
12,625 |
High |
12,701 |
12,833 |
132 |
1.0% |
12,833 |
Low |
12,622 |
12,645 |
23 |
0.2% |
12,476 |
Close |
12,666 |
12,793 |
127 |
1.0% |
12,793 |
Range |
79 |
188 |
109 |
138.0% |
357 |
ATR |
152 |
155 |
3 |
1.7% |
0 |
Volume |
80,637 |
86,879 |
6,242 |
7.7% |
465,077 |
|
Daily Pivots for day following 03-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,321 |
13,245 |
12,897 |
|
R3 |
13,133 |
13,057 |
12,845 |
|
R2 |
12,945 |
12,945 |
12,828 |
|
R1 |
12,869 |
12,869 |
12,810 |
12,907 |
PP |
12,757 |
12,757 |
12,757 |
12,776 |
S1 |
12,681 |
12,681 |
12,776 |
12,719 |
S2 |
12,569 |
12,569 |
12,759 |
|
S3 |
12,381 |
12,493 |
12,741 |
|
S4 |
12,193 |
12,305 |
12,690 |
|
|
Weekly Pivots for week ending 03-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,772 |
13,639 |
12,989 |
|
R3 |
13,415 |
13,282 |
12,891 |
|
R2 |
13,058 |
13,058 |
12,859 |
|
R1 |
12,925 |
12,925 |
12,826 |
12,992 |
PP |
12,701 |
12,701 |
12,701 |
12,734 |
S1 |
12,568 |
12,568 |
12,760 |
12,635 |
S2 |
12,344 |
12,344 |
12,728 |
|
S3 |
11,987 |
12,211 |
12,695 |
|
S4 |
11,630 |
11,854 |
12,597 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,833 |
12,476 |
357 |
2.8% |
158 |
1.2% |
89% |
True |
False |
93,015 |
10 |
12,833 |
12,476 |
357 |
2.8% |
147 |
1.1% |
89% |
True |
False |
93,189 |
20 |
12,833 |
12,248 |
585 |
4.6% |
139 |
1.1% |
93% |
True |
False |
87,529 |
40 |
12,833 |
11,661 |
1,172 |
9.2% |
165 |
1.3% |
97% |
True |
False |
84,374 |
60 |
12,833 |
11,077 |
1,756 |
13.7% |
183 |
1.4% |
98% |
True |
False |
56,335 |
80 |
12,833 |
11,077 |
1,756 |
13.7% |
185 |
1.4% |
98% |
True |
False |
42,257 |
100 |
12,833 |
10,288 |
2,545 |
19.9% |
203 |
1.6% |
98% |
True |
False |
33,813 |
120 |
12,833 |
10,288 |
2,545 |
19.9% |
175 |
1.4% |
98% |
True |
False |
28,178 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,632 |
2.618 |
13,325 |
1.618 |
13,137 |
1.000 |
13,021 |
0.618 |
12,949 |
HIGH |
12,833 |
0.618 |
12,761 |
0.500 |
12,739 |
0.382 |
12,717 |
LOW |
12,645 |
0.618 |
12,529 |
1.000 |
12,457 |
1.618 |
12,341 |
2.618 |
12,153 |
4.250 |
11,846 |
|
|
Fisher Pivots for day following 03-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
12,775 |
12,759 |
PP |
12,757 |
12,725 |
S1 |
12,739 |
12,692 |
|