Trading Metrics calculated at close of trading on 03-Feb-2012 |
Day Change Summary |
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Previous |
Current |
|
|
|
|
02-Feb-2012 |
03-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
12,716.54 |
12,705.04 |
-11.50 |
-0.1% |
12,659.17 |
High |
12,741.89 |
12,869.95 |
128.06 |
1.0% |
12,869.95 |
Low |
12,676.05 |
12,704.96 |
28.91 |
0.2% |
12,529.41 |
Close |
12,705.41 |
12,862.23 |
156.82 |
1.2% |
12,862.23 |
Range |
65.84 |
164.99 |
99.15 |
150.6% |
340.54 |
ATR |
131.52 |
133.91 |
2.39 |
1.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 03-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,307.35 |
13,249.78 |
12,952.97 |
|
R3 |
13,142.36 |
13,084.79 |
12,907.60 |
|
R2 |
12,977.37 |
12,977.37 |
12,892.48 |
|
R1 |
12,919.80 |
12,919.80 |
12,877.35 |
12,948.59 |
PP |
12,812.38 |
12,812.38 |
12,812.38 |
12,826.77 |
S1 |
12,754.81 |
12,754.81 |
12,847.11 |
12,783.60 |
S2 |
12,647.39 |
12,647.39 |
12,831.98 |
|
S3 |
12,482.40 |
12,589.82 |
12,816.86 |
|
S4 |
12,317.41 |
12,424.83 |
12,771.49 |
|
|
Weekly Pivots for week ending 03-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,775.48 |
13,659.40 |
13,049.53 |
|
R3 |
13,434.94 |
13,318.86 |
12,955.88 |
|
R2 |
13,094.40 |
13,094.40 |
12,924.66 |
|
R1 |
12,978.32 |
12,978.32 |
12,893.45 |
13,036.36 |
PP |
12,753.86 |
12,753.86 |
12,753.86 |
12,782.89 |
S1 |
12,637.78 |
12,637.78 |
12,831.01 |
12,695.82 |
S2 |
12,413.32 |
12,413.32 |
12,799.80 |
|
S3 |
12,072.78 |
12,297.24 |
12,768.58 |
|
S4 |
11,732.24 |
11,956.70 |
12,674.93 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,869.95 |
12,529.41 |
340.54 |
2.6% |
133.07 |
1.0% |
98% |
True |
False |
|
10 |
12,869.95 |
12,529.41 |
340.54 |
2.6% |
130.72 |
1.0% |
98% |
True |
False |
|
20 |
12,869.95 |
12,311.79 |
558.16 |
4.3% |
117.37 |
0.9% |
99% |
True |
False |
|
40 |
12,869.95 |
11,735.19 |
1,134.76 |
8.8% |
143.29 |
1.1% |
99% |
True |
False |
|
60 |
12,869.95 |
11,231.56 |
1,638.39 |
12.7% |
166.80 |
1.3% |
100% |
True |
False |
|
80 |
12,869.95 |
11,231.56 |
1,638.39 |
12.7% |
179.33 |
1.4% |
100% |
True |
False |
|
100 |
12,869.95 |
10,404.49 |
2,465.46 |
19.2% |
198.79 |
1.5% |
100% |
True |
False |
|
120 |
12,869.95 |
10,404.49 |
2,465.46 |
19.2% |
210.55 |
1.6% |
100% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,571.16 |
2.618 |
13,301.89 |
1.618 |
13,136.90 |
1.000 |
13,034.94 |
0.618 |
12,971.91 |
HIGH |
12,869.95 |
0.618 |
12,806.92 |
0.500 |
12,787.46 |
0.382 |
12,767.99 |
LOW |
12,704.96 |
0.618 |
12,603.00 |
1.000 |
12,539.97 |
1.618 |
12,438.01 |
2.618 |
12,273.02 |
4.250 |
12,003.75 |
|
|
Fisher Pivots for day following 03-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
12,837.31 |
12,825.27 |
PP |
12,812.38 |
12,788.31 |
S1 |
12,787.46 |
12,751.36 |
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