Trading Metrics calculated at close of trading on 07-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2012 |
07-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
12,860.72 |
12,844.37 |
-16.35 |
-0.1% |
12,659.17 |
High |
12,860.79 |
12,903.71 |
42.92 |
0.3% |
12,869.95 |
Low |
12,793.43 |
12,782.57 |
-10.86 |
-0.1% |
12,529.41 |
Close |
12,845.13 |
12,878.20 |
33.07 |
0.3% |
12,862.23 |
Range |
67.36 |
121.14 |
53.78 |
79.8% |
340.54 |
ATR |
129.26 |
128.68 |
-0.58 |
-0.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 07-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,218.25 |
13,169.36 |
12,944.83 |
|
R3 |
13,097.11 |
13,048.22 |
12,911.51 |
|
R2 |
12,975.97 |
12,975.97 |
12,900.41 |
|
R1 |
12,927.08 |
12,927.08 |
12,889.30 |
12,951.53 |
PP |
12,854.83 |
12,854.83 |
12,854.83 |
12,867.05 |
S1 |
12,805.94 |
12,805.94 |
12,867.10 |
12,830.39 |
S2 |
12,733.69 |
12,733.69 |
12,855.99 |
|
S3 |
12,612.55 |
12,684.80 |
12,844.89 |
|
S4 |
12,491.41 |
12,563.66 |
12,811.57 |
|
|
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 |
12,903.71 |
12,632.76 |
270.95 |
2.1% |
114.24 |
0.9% |
91% |
True |
False |
|
10 |
12,903.71 |
12,529.41 |
374.30 |
2.9% |
130.20 |
1.0% |
93% |
True |
False |
|
20 |
12,903.71 |
12,311.79 |
591.92 |
4.6% |
118.90 |
0.9% |
96% |
True |
False |
|
40 |
12,903.71 |
11,735.19 |
1,168.52 |
9.1% |
137.33 |
1.1% |
98% |
True |
False |
|
60 |
12,903.71 |
11,231.56 |
1,672.15 |
13.0% |
159.69 |
1.2% |
98% |
True |
False |
|
80 |
12,903.71 |
11,231.56 |
1,672.15 |
13.0% |
178.06 |
1.4% |
98% |
True |
False |
|
100 |
12,903.71 |
10,404.49 |
2,499.22 |
19.4% |
195.21 |
1.5% |
99% |
True |
False |
|
120 |
12,903.71 |
10,404.49 |
2,499.22 |
19.4% |
208.71 |
1.6% |
99% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,418.56 |
2.618 |
13,220.85 |
1.618 |
13,099.71 |
1.000 |
13,024.85 |
0.618 |
12,978.57 |
HIGH |
12,903.71 |
0.618 |
12,857.43 |
0.500 |
12,843.14 |
0.382 |
12,828.85 |
LOW |
12,782.57 |
0.618 |
12,707.71 |
1.000 |
12,661.43 |
1.618 |
12,586.57 |
2.618 |
12,465.43 |
4.250 |
12,267.73 |
|
|
Fisher Pivots for day following 07-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
12,866.51 |
12,853.58 |
PP |
12,854.83 |
12,828.96 |
S1 |
12,843.14 |
12,804.34 |
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