Trading Metrics calculated at close of trading on 06-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2012 |
06-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
12,705.04 |
12,860.72 |
155.68 |
1.2% |
12,659.17 |
High |
12,869.95 |
12,860.79 |
-9.16 |
-0.1% |
12,869.95 |
Low |
12,704.96 |
12,793.43 |
88.47 |
0.7% |
12,529.41 |
Close |
12,862.23 |
12,845.13 |
-17.10 |
-0.1% |
12,862.23 |
Range |
164.99 |
67.36 |
-97.63 |
-59.2% |
340.54 |
ATR |
133.91 |
129.26 |
-4.65 |
-3.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 06-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,035.20 |
13,007.52 |
12,882.18 |
|
R3 |
12,967.84 |
12,940.16 |
12,863.65 |
|
R2 |
12,900.48 |
12,900.48 |
12,857.48 |
|
R1 |
12,872.80 |
12,872.80 |
12,851.30 |
12,852.96 |
PP |
12,833.12 |
12,833.12 |
12,833.12 |
12,823.20 |
S1 |
12,805.44 |
12,805.44 |
12,838.96 |
12,785.60 |
S2 |
12,765.76 |
12,765.76 |
12,832.78 |
|
S3 |
12,698.40 |
12,738.08 |
12,826.61 |
|
S4 |
12,631.04 |
12,670.72 |
12,808.08 |
|
|
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 |
12,567.33 |
302.62 |
2.4% |
120.56 |
0.9% |
92% |
False |
False |
|
10 |
12,869.95 |
12,529.41 |
340.54 |
2.7% |
127.59 |
1.0% |
93% |
False |
False |
|
20 |
12,869.95 |
12,311.79 |
558.16 |
4.3% |
116.60 |
0.9% |
96% |
False |
False |
|
40 |
12,869.95 |
11,735.19 |
1,134.76 |
8.8% |
140.05 |
1.1% |
98% |
False |
False |
|
60 |
12,869.95 |
11,231.56 |
1,638.39 |
12.8% |
164.83 |
1.3% |
98% |
False |
False |
|
80 |
12,869.95 |
11,231.56 |
1,638.39 |
12.8% |
179.15 |
1.4% |
98% |
False |
False |
|
100 |
12,869.95 |
10,404.49 |
2,465.46 |
19.2% |
197.93 |
1.5% |
99% |
False |
False |
|
120 |
12,869.95 |
10,404.49 |
2,465.46 |
19.2% |
209.32 |
1.6% |
99% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,147.07 |
2.618 |
13,037.14 |
1.618 |
12,969.78 |
1.000 |
12,928.15 |
0.618 |
12,902.42 |
HIGH |
12,860.79 |
0.618 |
12,835.06 |
0.500 |
12,827.11 |
0.382 |
12,819.16 |
LOW |
12,793.43 |
0.618 |
12,751.80 |
1.000 |
12,726.07 |
1.618 |
12,684.44 |
2.618 |
12,617.08 |
4.250 |
12,507.15 |
|
|
Fisher Pivots for day following 06-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
12,839.12 |
12,821.09 |
PP |
12,833.12 |
12,797.04 |
S1 |
12,827.11 |
12,773.00 |
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