Trading Metrics calculated at close of trading on 01-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2012 |
01-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
4,233.0 |
4,240.0 |
7.0 |
0.2% |
4,218.0 |
High |
4,257.0 |
4,241.0 |
-16.0 |
-0.4% |
4,286.0 |
Low |
4,221.0 |
4,188.0 |
-33.0 |
-0.8% |
4,181.0 |
Close |
4,226.0 |
4,193.0 |
-33.0 |
-0.8% |
4,250.0 |
Range |
36.0 |
53.0 |
17.0 |
47.2% |
105.0 |
ATR |
50.5 |
50.7 |
0.2 |
0.4% |
0.0 |
Volume |
28,217 |
31,598 |
3,381 |
12.0% |
82,538 |
|
Daily Pivots for day following 01-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,366.3 |
4,332.7 |
4,222.2 |
|
R3 |
4,313.3 |
4,279.7 |
4,207.6 |
|
R2 |
4,260.3 |
4,260.3 |
4,202.7 |
|
R1 |
4,226.7 |
4,226.7 |
4,197.9 |
4,217.0 |
PP |
4,207.3 |
4,207.3 |
4,207.3 |
4,202.5 |
S1 |
4,173.7 |
4,173.7 |
4,188.1 |
4,164.0 |
S2 |
4,154.3 |
4,154.3 |
4,183.3 |
|
S3 |
4,101.3 |
4,120.7 |
4,178.4 |
|
S4 |
4,048.3 |
4,067.7 |
4,163.9 |
|
|
Weekly Pivots for week ending 27-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,554.0 |
4,507.0 |
4,307.8 |
|
R3 |
4,449.0 |
4,402.0 |
4,278.9 |
|
R2 |
4,344.0 |
4,344.0 |
4,269.3 |
|
R1 |
4,297.0 |
4,297.0 |
4,259.6 |
4,320.5 |
PP |
4,239.0 |
4,239.0 |
4,239.0 |
4,250.8 |
S1 |
4,192.0 |
4,192.0 |
4,240.4 |
4,215.5 |
S2 |
4,134.0 |
4,134.0 |
4,230.8 |
|
S3 |
4,029.0 |
4,087.0 |
4,221.1 |
|
S4 |
3,924.0 |
3,982.0 |
4,192.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,286.0 |
4,188.0 |
98.0 |
2.3% |
40.6 |
1.0% |
5% |
False |
True |
26,720 |
10 |
4,286.0 |
4,171.0 |
115.0 |
2.7% |
40.5 |
1.0% |
19% |
False |
False |
23,411 |
20 |
4,286.0 |
4,062.0 |
224.0 |
5.3% |
42.9 |
1.0% |
58% |
False |
False |
23,746 |
40 |
4,311.0 |
4,015.0 |
296.0 |
7.1% |
41.4 |
1.0% |
60% |
False |
False |
22,721 |
60 |
4,360.0 |
3,963.0 |
397.0 |
9.5% |
35.3 |
0.8% |
58% |
False |
False |
15,189 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,466.3 |
2.618 |
4,379.8 |
1.618 |
4,326.8 |
1.000 |
4,294.0 |
0.618 |
4,273.8 |
HIGH |
4,241.0 |
0.618 |
4,220.8 |
0.500 |
4,214.5 |
0.382 |
4,208.2 |
LOW |
4,188.0 |
0.618 |
4,155.2 |
1.000 |
4,135.0 |
1.618 |
4,102.2 |
2.618 |
4,049.2 |
4.250 |
3,962.8 |
|
|
Fisher Pivots for day following 01-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
4,214.5 |
4,225.5 |
PP |
4,207.3 |
4,214.7 |
S1 |
4,200.2 |
4,203.8 |
|