Trading Metrics calculated at close of trading on 10-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2012 |
10-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
12,840 |
12,841 |
1 |
0.0% |
12,780 |
High |
12,894 |
12,842 |
-52 |
-0.4% |
12,894 |
Low |
12,789 |
12,704 |
-85 |
-0.7% |
12,704 |
Close |
12,842 |
12,767 |
-75 |
-0.6% |
12,767 |
Range |
105 |
138 |
33 |
31.4% |
190 |
ATR |
141 |
140 |
0 |
-0.1% |
0 |
Volume |
104,105 |
93,783 |
-10,322 |
-9.9% |
429,932 |
|
Daily Pivots for day following 10-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,185 |
13,114 |
12,843 |
|
R3 |
13,047 |
12,976 |
12,805 |
|
R2 |
12,909 |
12,909 |
12,792 |
|
R1 |
12,838 |
12,838 |
12,780 |
12,805 |
PP |
12,771 |
12,771 |
12,771 |
12,754 |
S1 |
12,700 |
12,700 |
12,754 |
12,667 |
S2 |
12,633 |
12,633 |
12,742 |
|
S3 |
12,495 |
12,562 |
12,729 |
|
S4 |
12,357 |
12,424 |
12,691 |
|
|
Weekly Pivots for week ending 10-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,358 |
13,253 |
12,872 |
|
R3 |
13,168 |
13,063 |
12,819 |
|
R2 |
12,978 |
12,978 |
12,802 |
|
R1 |
12,873 |
12,873 |
12,785 |
12,831 |
PP |
12,788 |
12,788 |
12,788 |
12,767 |
S1 |
12,683 |
12,683 |
12,750 |
12,641 |
S2 |
12,598 |
12,598 |
12,732 |
|
S3 |
12,408 |
12,493 |
12,715 |
|
S4 |
12,218 |
12,303 |
12,663 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,894 |
12,704 |
190 |
1.5% |
106 |
0.8% |
33% |
False |
True |
85,986 |
10 |
12,894 |
12,476 |
418 |
3.3% |
132 |
1.0% |
70% |
False |
False |
89,500 |
20 |
12,894 |
12,248 |
646 |
5.1% |
137 |
1.1% |
80% |
False |
False |
88,921 |
40 |
12,894 |
11,661 |
1,233 |
9.7% |
145 |
1.1% |
90% |
False |
False |
83,208 |
60 |
12,894 |
11,077 |
1,817 |
14.2% |
171 |
1.3% |
93% |
False |
False |
63,498 |
80 |
12,894 |
11,077 |
1,817 |
14.2% |
180 |
1.4% |
93% |
False |
False |
47,629 |
100 |
12,894 |
10,288 |
2,606 |
20.4% |
198 |
1.6% |
95% |
False |
False |
38,111 |
120 |
12,894 |
10,288 |
2,606 |
20.4% |
179 |
1.4% |
95% |
False |
False |
31,761 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,429 |
2.618 |
13,203 |
1.618 |
13,065 |
1.000 |
12,980 |
0.618 |
12,927 |
HIGH |
12,842 |
0.618 |
12,789 |
0.500 |
12,773 |
0.382 |
12,757 |
LOW |
12,704 |
0.618 |
12,619 |
1.000 |
12,566 |
1.618 |
12,481 |
2.618 |
12,343 |
4.250 |
12,118 |
|
|
Fisher Pivots for day following 10-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
12,773 |
12,799 |
PP |
12,771 |
12,788 |
S1 |
12,769 |
12,778 |
|