Trading Metrics calculated at close of trading on 09-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2012 |
09-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
12,825 |
12,840 |
15 |
0.1% |
12,625 |
High |
12,870 |
12,894 |
24 |
0.2% |
12,833 |
Low |
12,776 |
12,789 |
13 |
0.1% |
12,476 |
Close |
12,843 |
12,842 |
-1 |
0.0% |
12,793 |
Range |
94 |
105 |
11 |
11.7% |
357 |
ATR |
143 |
141 |
-3 |
-1.9% |
0 |
Volume |
78,245 |
104,105 |
25,860 |
33.1% |
465,077 |
|
Daily Pivots for day following 09-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,157 |
13,104 |
12,900 |
|
R3 |
13,052 |
12,999 |
12,871 |
|
R2 |
12,947 |
12,947 |
12,861 |
|
R1 |
12,894 |
12,894 |
12,852 |
12,921 |
PP |
12,842 |
12,842 |
12,842 |
12,855 |
S1 |
12,789 |
12,789 |
12,833 |
12,816 |
S2 |
12,737 |
12,737 |
12,823 |
|
S3 |
12,632 |
12,684 |
12,813 |
|
S4 |
12,527 |
12,579 |
12,784 |
|
|
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 |
12,894 |
12,645 |
249 |
1.9% |
116 |
0.9% |
79% |
True |
False |
84,605 |
10 |
12,894 |
12,476 |
418 |
3.3% |
133 |
1.0% |
88% |
True |
False |
89,829 |
20 |
12,894 |
12,248 |
646 |
5.0% |
137 |
1.1% |
92% |
True |
False |
88,381 |
40 |
12,894 |
11,661 |
1,233 |
9.6% |
148 |
1.2% |
96% |
True |
False |
84,622 |
60 |
12,894 |
11,077 |
1,817 |
14.1% |
172 |
1.3% |
97% |
True |
False |
61,936 |
80 |
12,894 |
11,077 |
1,817 |
14.1% |
182 |
1.4% |
97% |
True |
False |
46,457 |
100 |
12,894 |
10,288 |
2,606 |
20.3% |
199 |
1.5% |
98% |
True |
False |
37,173 |
120 |
12,894 |
10,288 |
2,606 |
20.3% |
178 |
1.4% |
98% |
True |
False |
30,979 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,340 |
2.618 |
13,169 |
1.618 |
13,064 |
1.000 |
12,999 |
0.618 |
12,959 |
HIGH |
12,894 |
0.618 |
12,854 |
0.500 |
12,842 |
0.382 |
12,829 |
LOW |
12,789 |
0.618 |
12,724 |
1.000 |
12,684 |
1.618 |
12,619 |
2.618 |
12,514 |
4.250 |
12,343 |
|
|
Fisher Pivots for day following 09-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
12,842 |
12,832 |
PP |
12,842 |
12,822 |
S1 |
12,842 |
12,812 |
|