Trading Metrics calculated at close of trading on 08-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2012 |
08-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
12,844.37 |
12,865.79 |
21.42 |
0.2% |
12,659.17 |
High |
12,903.71 |
12,893.64 |
-10.07 |
-0.1% |
12,869.95 |
Low |
12,782.57 |
12,817.69 |
35.12 |
0.3% |
12,529.41 |
Close |
12,878.20 |
12,883.95 |
5.75 |
0.0% |
12,862.23 |
Range |
121.14 |
75.95 |
-45.19 |
-37.3% |
340.54 |
ATR |
128.68 |
124.91 |
-3.77 |
-2.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 08-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,092.94 |
13,064.40 |
12,925.72 |
|
R3 |
13,016.99 |
12,988.45 |
12,904.84 |
|
R2 |
12,941.04 |
12,941.04 |
12,897.87 |
|
R1 |
12,912.50 |
12,912.50 |
12,890.91 |
12,926.77 |
PP |
12,865.09 |
12,865.09 |
12,865.09 |
12,872.23 |
S1 |
12,836.55 |
12,836.55 |
12,876.99 |
12,850.82 |
S2 |
12,789.14 |
12,789.14 |
12,870.03 |
|
S3 |
12,713.19 |
12,760.60 |
12,863.06 |
|
S4 |
12,637.24 |
12,684.65 |
12,842.18 |
|
|
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 |
12,676.05 |
227.66 |
1.8% |
99.06 |
0.8% |
91% |
False |
False |
|
10 |
12,903.71 |
12,529.41 |
374.30 |
2.9% |
117.98 |
0.9% |
95% |
False |
False |
|
20 |
12,903.71 |
12,311.79 |
591.92 |
4.6% |
116.68 |
0.9% |
97% |
False |
False |
|
40 |
12,903.71 |
11,735.19 |
1,168.52 |
9.1% |
133.80 |
1.0% |
98% |
False |
False |
|
60 |
12,903.71 |
11,231.56 |
1,672.15 |
13.0% |
157.94 |
1.2% |
99% |
False |
False |
|
80 |
12,903.71 |
11,231.56 |
1,672.15 |
13.0% |
177.26 |
1.4% |
99% |
False |
False |
|
100 |
12,903.71 |
10,404.49 |
2,499.22 |
19.4% |
194.11 |
1.5% |
99% |
False |
False |
|
120 |
12,903.71 |
10,404.49 |
2,499.22 |
19.4% |
207.61 |
1.6% |
99% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,216.43 |
2.618 |
13,092.48 |
1.618 |
13,016.53 |
1.000 |
12,969.59 |
0.618 |
12,940.58 |
HIGH |
12,893.64 |
0.618 |
12,864.63 |
0.500 |
12,855.67 |
0.382 |
12,846.70 |
LOW |
12,817.69 |
0.618 |
12,770.75 |
1.000 |
12,741.74 |
1.618 |
12,694.80 |
2.618 |
12,618.85 |
4.250 |
12,494.90 |
|
|
Fisher Pivots for day following 08-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
12,874.52 |
12,870.35 |
PP |
12,865.09 |
12,856.74 |
S1 |
12,855.67 |
12,843.14 |
|