Trading Metrics calculated at close of trading on 01-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2012 |
01-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
12,654.78 |
12,632.76 |
-22.02 |
-0.2% |
12,720.25 |
High |
12,720.10 |
12,784.62 |
64.52 |
0.5% |
12,841.95 |
Low |
12,567.33 |
12,632.76 |
65.43 |
0.5% |
12,580.12 |
Close |
12,632.91 |
12,716.46 |
83.55 |
0.7% |
12,660.46 |
Range |
152.77 |
151.86 |
-0.91 |
-0.6% |
261.83 |
ATR |
135.40 |
136.57 |
1.18 |
0.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 01-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,166.86 |
13,093.52 |
12,799.98 |
|
R3 |
13,015.00 |
12,941.66 |
12,758.22 |
|
R2 |
12,863.14 |
12,863.14 |
12,744.30 |
|
R1 |
12,789.80 |
12,789.80 |
12,730.38 |
12,826.47 |
PP |
12,711.28 |
12,711.28 |
12,711.28 |
12,729.62 |
S1 |
12,637.94 |
12,637.94 |
12,702.54 |
12,674.61 |
S2 |
12,559.42 |
12,559.42 |
12,688.62 |
|
S3 |
12,407.56 |
12,486.08 |
12,674.70 |
|
S4 |
12,255.70 |
12,334.22 |
12,632.94 |
|
|
Weekly Pivots for week ending 27-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,479.67 |
13,331.89 |
12,804.47 |
|
R3 |
13,217.84 |
13,070.06 |
12,732.46 |
|
R2 |
12,956.01 |
12,956.01 |
12,708.46 |
|
R1 |
12,808.23 |
12,808.23 |
12,684.46 |
12,751.21 |
PP |
12,694.18 |
12,694.18 |
12,694.18 |
12,665.66 |
S1 |
12,546.40 |
12,546.40 |
12,636.46 |
12,489.38 |
S2 |
12,432.35 |
12,432.35 |
12,612.46 |
|
S3 |
12,170.52 |
12,284.57 |
12,588.46 |
|
S4 |
11,908.69 |
12,022.74 |
12,516.45 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,841.95 |
12,529.41 |
312.54 |
2.5% |
136.91 |
1.1% |
60% |
False |
False |
|
10 |
12,841.95 |
12,529.41 |
312.54 |
2.5% |
123.83 |
1.0% |
60% |
False |
False |
|
20 |
12,841.95 |
12,283.90 |
558.05 |
4.4% |
118.07 |
0.9% |
78% |
False |
False |
|
40 |
12,841.95 |
11,735.19 |
1,106.76 |
8.7% |
145.13 |
1.1% |
89% |
False |
False |
|
60 |
12,841.95 |
11,231.56 |
1,610.39 |
12.7% |
169.40 |
1.3% |
92% |
False |
False |
|
80 |
12,841.95 |
11,051.13 |
1,790.82 |
14.1% |
182.82 |
1.4% |
93% |
False |
False |
|
100 |
12,841.95 |
10,404.49 |
2,437.46 |
19.2% |
202.45 |
1.6% |
95% |
False |
False |
|
120 |
12,841.95 |
10,404.49 |
2,437.46 |
19.2% |
214.91 |
1.7% |
95% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,430.03 |
2.618 |
13,182.19 |
1.618 |
13,030.33 |
1.000 |
12,936.48 |
0.618 |
12,878.47 |
HIGH |
12,784.62 |
0.618 |
12,726.61 |
0.500 |
12,708.69 |
0.382 |
12,690.77 |
LOW |
12,632.76 |
0.618 |
12,538.91 |
1.000 |
12,480.90 |
1.618 |
12,387.05 |
2.618 |
12,235.19 |
4.250 |
11,987.36 |
|
|
Fisher Pivots for day following 01-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
12,713.87 |
12,696.65 |
PP |
12,711.28 |
12,676.83 |
S1 |
12,708.69 |
12,657.02 |
|