Trading Metrics calculated at close of trading on 10-Feb-2012 |
Day Change Summary |
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Previous |
Current |
|
|
|
|
09-Feb-2012 |
10-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
12,884.41 |
12,889.55 |
5.14 |
0.0% |
12,860.72 |
High |
12,924.71 |
12,889.63 |
-35.08 |
-0.3% |
12,924.71 |
Low |
12,846.41 |
12,743.56 |
-102.85 |
-0.8% |
12,743.56 |
Close |
12,890.46 |
12,801.23 |
-89.23 |
-0.7% |
12,801.23 |
Range |
78.30 |
146.07 |
67.77 |
86.6% |
181.15 |
ATR |
121.59 |
123.39 |
1.81 |
1.5% |
0.00 |
Volume |
|
|
|
|
|
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Daily Pivots for day following 10-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,249.68 |
13,171.53 |
12,881.57 |
|
R3 |
13,103.61 |
13,025.46 |
12,841.40 |
|
R2 |
12,957.54 |
12,957.54 |
12,828.01 |
|
R1 |
12,879.39 |
12,879.39 |
12,814.62 |
12,845.43 |
PP |
12,811.47 |
12,811.47 |
12,811.47 |
12,794.50 |
S1 |
12,733.32 |
12,733.32 |
12,787.84 |
12,699.36 |
S2 |
12,665.40 |
12,665.40 |
12,774.45 |
|
S3 |
12,519.33 |
12,587.25 |
12,761.06 |
|
S4 |
12,373.26 |
12,441.18 |
12,720.89 |
|
|
Weekly Pivots for week ending 10-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,366.62 |
13,265.07 |
12,900.86 |
|
R3 |
13,185.47 |
13,083.92 |
12,851.05 |
|
R2 |
13,004.32 |
13,004.32 |
12,834.44 |
|
R1 |
12,902.77 |
12,902.77 |
12,817.84 |
12,862.97 |
PP |
12,823.17 |
12,823.17 |
12,823.17 |
12,803.27 |
S1 |
12,721.62 |
12,721.62 |
12,784.62 |
12,681.82 |
S2 |
12,642.02 |
12,642.02 |
12,768.02 |
|
S3 |
12,460.87 |
12,540.47 |
12,751.41 |
|
S4 |
12,279.72 |
12,359.32 |
12,701.60 |
|
|
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 |
12,743.56 |
181.15 |
1.4% |
97.76 |
0.8% |
32% |
False |
True |
|
10 |
12,924.71 |
12,529.41 |
395.30 |
3.1% |
115.42 |
0.9% |
69% |
False |
False |
|
20 |
12,924.71 |
12,311.79 |
612.92 |
4.8% |
119.79 |
0.9% |
80% |
False |
False |
|
40 |
12,924.71 |
11,735.19 |
1,189.52 |
9.3% |
127.31 |
1.0% |
90% |
False |
False |
|
60 |
12,924.71 |
11,231.56 |
1,693.15 |
13.2% |
154.56 |
1.2% |
93% |
False |
False |
|
80 |
12,924.71 |
11,231.56 |
1,693.15 |
13.2% |
174.65 |
1.4% |
93% |
False |
False |
|
100 |
12,924.71 |
10,404.49 |
2,520.22 |
19.7% |
192.59 |
1.5% |
95% |
False |
False |
|
120 |
12,924.71 |
10,404.49 |
2,520.22 |
19.7% |
202.73 |
1.6% |
95% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,510.43 |
2.618 |
13,272.04 |
1.618 |
13,125.97 |
1.000 |
13,035.70 |
0.618 |
12,979.90 |
HIGH |
12,889.63 |
0.618 |
12,833.83 |
0.500 |
12,816.60 |
0.382 |
12,799.36 |
LOW |
12,743.56 |
0.618 |
12,653.29 |
1.000 |
12,597.49 |
1.618 |
12,507.22 |
2.618 |
12,361.15 |
4.250 |
12,122.76 |
|
|
Fisher Pivots for day following 10-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
12,816.60 |
12,834.14 |
PP |
12,811.47 |
12,823.17 |
S1 |
12,806.35 |
12,812.20 |
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