Trading Metrics calculated at close of trading on 07-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2012 |
07-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
12,780 |
12,776 |
-4 |
0.0% |
12,625 |
High |
12,794 |
12,851 |
57 |
0.4% |
12,833 |
Low |
12,722 |
12,729 |
7 |
0.1% |
12,476 |
Close |
12,776 |
12,831 |
55 |
0.4% |
12,793 |
Range |
72 |
122 |
50 |
69.4% |
357 |
ATR |
149 |
147 |
-2 |
-1.3% |
0 |
Volume |
71,110 |
82,689 |
11,579 |
16.3% |
465,077 |
|
Daily Pivots for day following 07-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,170 |
13,122 |
12,898 |
|
R3 |
13,048 |
13,000 |
12,865 |
|
R2 |
12,926 |
12,926 |
12,853 |
|
R1 |
12,878 |
12,878 |
12,842 |
12,902 |
PP |
12,804 |
12,804 |
12,804 |
12,816 |
S1 |
12,756 |
12,756 |
12,820 |
12,780 |
S2 |
12,682 |
12,682 |
12,809 |
|
S3 |
12,560 |
12,634 |
12,798 |
|
S4 |
12,438 |
12,512 |
12,764 |
|
|
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 |
12,851 |
12,550 |
301 |
2.3% |
129 |
1.0% |
93% |
True |
False |
84,448 |
10 |
12,851 |
12,476 |
375 |
2.9% |
148 |
1.1% |
95% |
True |
False |
92,366 |
20 |
12,851 |
12,248 |
603 |
4.7% |
137 |
1.1% |
97% |
True |
False |
87,107 |
40 |
12,851 |
11,661 |
1,190 |
9.3% |
157 |
1.2% |
98% |
True |
False |
86,697 |
60 |
12,851 |
11,077 |
1,774 |
13.8% |
178 |
1.4% |
99% |
True |
False |
58,898 |
80 |
12,851 |
11,077 |
1,774 |
13.8% |
183 |
1.4% |
99% |
True |
False |
44,178 |
100 |
12,851 |
10,288 |
2,563 |
20.0% |
200 |
1.6% |
99% |
True |
False |
35,351 |
120 |
12,851 |
10,288 |
2,563 |
20.0% |
176 |
1.4% |
99% |
True |
False |
29,460 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,370 |
2.618 |
13,171 |
1.618 |
13,049 |
1.000 |
12,973 |
0.618 |
12,927 |
HIGH |
12,851 |
0.618 |
12,805 |
0.500 |
12,790 |
0.382 |
12,776 |
LOW |
12,729 |
0.618 |
12,654 |
1.000 |
12,607 |
1.618 |
12,532 |
2.618 |
12,410 |
4.250 |
12,211 |
|
|
Fisher Pivots for day following 07-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
12,817 |
12,803 |
PP |
12,804 |
12,776 |
S1 |
12,790 |
12,748 |
|