Trading Metrics calculated at close of trading on 09-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2012 |
09-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
12,865.79 |
12,884.41 |
18.62 |
0.1% |
12,659.17 |
High |
12,893.64 |
12,924.71 |
31.07 |
0.2% |
12,869.95 |
Low |
12,817.69 |
12,846.41 |
28.72 |
0.2% |
12,529.41 |
Close |
12,883.95 |
12,890.46 |
6.51 |
0.1% |
12,862.23 |
Range |
75.95 |
78.30 |
2.35 |
3.1% |
340.54 |
ATR |
124.91 |
121.59 |
-3.33 |
-2.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 09-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,122.09 |
13,084.58 |
12,933.53 |
|
R3 |
13,043.79 |
13,006.28 |
12,911.99 |
|
R2 |
12,965.49 |
12,965.49 |
12,904.82 |
|
R1 |
12,927.98 |
12,927.98 |
12,897.64 |
12,946.74 |
PP |
12,887.19 |
12,887.19 |
12,887.19 |
12,896.57 |
S1 |
12,849.68 |
12,849.68 |
12,883.28 |
12,868.44 |
S2 |
12,808.89 |
12,808.89 |
12,876.11 |
|
S3 |
12,730.59 |
12,771.38 |
12,868.93 |
|
S4 |
12,652.29 |
12,693.08 |
12,847.40 |
|
|
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 |
12,924.71 |
12,704.96 |
219.75 |
1.7% |
101.55 |
0.8% |
84% |
True |
False |
|
10 |
12,924.71 |
12,529.41 |
395.30 |
3.1% |
111.14 |
0.9% |
91% |
True |
False |
|
20 |
12,924.71 |
12,311.79 |
612.92 |
4.8% |
117.42 |
0.9% |
94% |
True |
False |
|
40 |
12,924.71 |
11,735.19 |
1,189.52 |
9.2% |
129.74 |
1.0% |
97% |
True |
False |
|
60 |
12,924.71 |
11,231.56 |
1,693.15 |
13.1% |
154.52 |
1.2% |
98% |
True |
False |
|
80 |
12,924.71 |
11,231.56 |
1,693.15 |
13.1% |
176.14 |
1.4% |
98% |
True |
False |
|
100 |
12,924.71 |
10,404.49 |
2,520.22 |
19.6% |
193.64 |
1.5% |
99% |
True |
False |
|
120 |
12,924.71 |
10,404.49 |
2,520.22 |
19.6% |
203.89 |
1.6% |
99% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,257.49 |
2.618 |
13,129.70 |
1.618 |
13,051.40 |
1.000 |
13,003.01 |
0.618 |
12,973.10 |
HIGH |
12,924.71 |
0.618 |
12,894.80 |
0.500 |
12,885.56 |
0.382 |
12,876.32 |
LOW |
12,846.41 |
0.618 |
12,798.02 |
1.000 |
12,768.11 |
1.618 |
12,719.72 |
2.618 |
12,641.42 |
4.250 |
12,513.64 |
|
|
Fisher Pivots for day following 09-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
12,888.83 |
12,878.19 |
PP |
12,887.19 |
12,865.91 |
S1 |
12,885.56 |
12,853.64 |
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