Trading Metrics calculated at close of trading on 02-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2012 |
02-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
4,240.0 |
4,242.0 |
2.0 |
0.0% |
4,218.0 |
High |
4,241.0 |
4,256.0 |
15.0 |
0.4% |
4,286.0 |
Low |
4,188.0 |
4,226.0 |
38.0 |
0.9% |
4,181.0 |
Close |
4,193.0 |
4,239.0 |
46.0 |
1.1% |
4,250.0 |
Range |
53.0 |
30.0 |
-23.0 |
-43.4% |
105.0 |
ATR |
50.7 |
51.5 |
0.9 |
1.7% |
0.0 |
Volume |
31,598 |
25,246 |
-6,352 |
-20.1% |
82,538 |
|
Daily Pivots for day following 02-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,330.3 |
4,314.7 |
4,255.5 |
|
R3 |
4,300.3 |
4,284.7 |
4,247.3 |
|
R2 |
4,270.3 |
4,270.3 |
4,244.5 |
|
R1 |
4,254.7 |
4,254.7 |
4,241.8 |
4,247.5 |
PP |
4,240.3 |
4,240.3 |
4,240.3 |
4,236.8 |
S1 |
4,224.7 |
4,224.7 |
4,236.3 |
4,217.5 |
S2 |
4,210.3 |
4,210.3 |
4,233.5 |
|
S3 |
4,180.3 |
4,194.7 |
4,230.8 |
|
S4 |
4,150.3 |
4,164.7 |
4,222.5 |
|
|
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% |
39.0 |
0.9% |
52% |
False |
False |
26,940 |
10 |
4,286.0 |
4,181.0 |
105.0 |
2.5% |
40.3 |
1.0% |
55% |
False |
False |
23,398 |
20 |
4,286.0 |
4,062.0 |
224.0 |
5.3% |
39.8 |
0.9% |
79% |
False |
False |
23,338 |
40 |
4,311.0 |
4,015.0 |
296.0 |
7.0% |
41.7 |
1.0% |
76% |
False |
False |
23,347 |
60 |
4,360.0 |
3,963.0 |
397.0 |
9.4% |
35.8 |
0.8% |
70% |
False |
False |
15,610 |
80 |
4,387.0 |
3,963.0 |
424.0 |
10.0% |
31.8 |
0.7% |
65% |
False |
False |
11,726 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,383.5 |
2.618 |
4,334.5 |
1.618 |
4,304.5 |
1.000 |
4,286.0 |
0.618 |
4,274.5 |
HIGH |
4,256.0 |
0.618 |
4,244.5 |
0.500 |
4,241.0 |
0.382 |
4,237.5 |
LOW |
4,226.0 |
0.618 |
4,207.5 |
1.000 |
4,196.0 |
1.618 |
4,177.5 |
2.618 |
4,147.5 |
4.250 |
4,098.5 |
|
|
Fisher Pivots for day following 02-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
4,241.0 |
4,233.5 |
PP |
4,240.3 |
4,228.0 |
S1 |
4,239.7 |
4,222.5 |
|