Trading Metrics calculated at close of trading on 06-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2012 |
06-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
12,667 |
12,780 |
113 |
0.9% |
12,625 |
High |
12,833 |
12,794 |
-39 |
-0.3% |
12,833 |
Low |
12,645 |
12,722 |
77 |
0.6% |
12,476 |
Close |
12,793 |
12,776 |
-17 |
-0.1% |
12,793 |
Range |
188 |
72 |
-116 |
-61.7% |
357 |
ATR |
155 |
149 |
-6 |
-3.8% |
0 |
Volume |
86,879 |
71,110 |
-15,769 |
-18.2% |
465,077 |
|
Daily Pivots for day following 06-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,980 |
12,950 |
12,816 |
|
R3 |
12,908 |
12,878 |
12,796 |
|
R2 |
12,836 |
12,836 |
12,789 |
|
R1 |
12,806 |
12,806 |
12,783 |
12,785 |
PP |
12,764 |
12,764 |
12,764 |
12,754 |
S1 |
12,734 |
12,734 |
12,770 |
12,713 |
S2 |
12,692 |
12,692 |
12,763 |
|
S3 |
12,620 |
12,662 |
12,756 |
|
S4 |
12,548 |
12,590 |
12,737 |
|
|
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 |
12,511 |
322 |
2.5% |
139 |
1.1% |
82% |
False |
False |
87,357 |
10 |
12,833 |
12,476 |
357 |
2.8% |
145 |
1.1% |
84% |
False |
False |
92,038 |
20 |
12,833 |
12,248 |
585 |
4.6% |
136 |
1.1% |
90% |
False |
False |
86,895 |
40 |
12,833 |
11,661 |
1,172 |
9.2% |
162 |
1.3% |
95% |
False |
False |
85,922 |
60 |
12,833 |
11,077 |
1,756 |
13.7% |
182 |
1.4% |
97% |
False |
False |
57,520 |
80 |
12,833 |
11,077 |
1,756 |
13.7% |
185 |
1.4% |
97% |
False |
False |
43,146 |
100 |
12,833 |
10,288 |
2,545 |
19.9% |
203 |
1.6% |
98% |
False |
False |
34,524 |
120 |
12,833 |
10,288 |
2,545 |
19.9% |
175 |
1.4% |
98% |
False |
False |
28,771 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,100 |
2.618 |
12,983 |
1.618 |
12,911 |
1.000 |
12,866 |
0.618 |
12,839 |
HIGH |
12,794 |
0.618 |
12,767 |
0.500 |
12,758 |
0.382 |
12,750 |
LOW |
12,722 |
0.618 |
12,678 |
1.000 |
12,650 |
1.618 |
12,606 |
2.618 |
12,534 |
4.250 |
12,416 |
|
|
Fisher Pivots for day following 06-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
12,770 |
12,760 |
PP |
12,764 |
12,744 |
S1 |
12,758 |
12,728 |
|