Trading Metrics calculated at close of trading on 03-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2012 |
03-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
4,242.0 |
4,247.0 |
5.0 |
0.1% |
4,247.0 |
High |
4,256.0 |
4,248.0 |
-8.0 |
-0.2% |
4,263.0 |
Low |
4,226.0 |
4,211.0 |
-15.0 |
-0.4% |
4,188.0 |
Close |
4,239.0 |
4,222.0 |
-17.0 |
-0.4% |
4,222.0 |
Range |
30.0 |
37.0 |
7.0 |
23.3% |
75.0 |
ATR |
51.5 |
50.5 |
-1.0 |
-2.0% |
0.0 |
Volume |
25,246 |
18,974 |
-6,272 |
-24.8% |
127,404 |
|
Daily Pivots for day following 03-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,338.0 |
4,317.0 |
4,242.4 |
|
R3 |
4,301.0 |
4,280.0 |
4,232.2 |
|
R2 |
4,264.0 |
4,264.0 |
4,228.8 |
|
R1 |
4,243.0 |
4,243.0 |
4,225.4 |
4,235.0 |
PP |
4,227.0 |
4,227.0 |
4,227.0 |
4,223.0 |
S1 |
4,206.0 |
4,206.0 |
4,218.6 |
4,198.0 |
S2 |
4,190.0 |
4,190.0 |
4,215.2 |
|
S3 |
4,153.0 |
4,169.0 |
4,211.8 |
|
S4 |
4,116.0 |
4,132.0 |
4,201.7 |
|
|
Weekly Pivots for week ending 03-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,449.3 |
4,410.7 |
4,263.3 |
|
R3 |
4,374.3 |
4,335.7 |
4,242.6 |
|
R2 |
4,299.3 |
4,299.3 |
4,235.8 |
|
R1 |
4,260.7 |
4,260.7 |
4,228.9 |
4,242.5 |
PP |
4,224.3 |
4,224.3 |
4,224.3 |
4,215.3 |
S1 |
4,185.7 |
4,185.7 |
4,215.1 |
4,167.5 |
S2 |
4,149.3 |
4,149.3 |
4,208.3 |
|
S3 |
4,074.3 |
4,110.7 |
4,201.4 |
|
S4 |
3,999.3 |
4,035.7 |
4,180.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,263.0 |
4,188.0 |
75.0 |
1.8% |
37.8 |
0.9% |
45% |
False |
False |
25,480 |
10 |
4,286.0 |
4,181.0 |
105.0 |
2.5% |
38.5 |
0.9% |
39% |
False |
False |
22,853 |
20 |
4,286.0 |
4,062.0 |
224.0 |
5.3% |
39.9 |
0.9% |
71% |
False |
False |
23,148 |
40 |
4,306.0 |
4,015.0 |
291.0 |
6.9% |
42.3 |
1.0% |
71% |
False |
False |
23,819 |
60 |
4,360.0 |
3,963.0 |
397.0 |
9.4% |
36.4 |
0.9% |
65% |
False |
False |
15,926 |
80 |
4,387.0 |
3,963.0 |
424.0 |
10.0% |
31.6 |
0.7% |
61% |
False |
False |
11,962 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,405.3 |
2.618 |
4,344.9 |
1.618 |
4,307.9 |
1.000 |
4,285.0 |
0.618 |
4,270.9 |
HIGH |
4,248.0 |
0.618 |
4,233.9 |
0.500 |
4,229.5 |
0.382 |
4,225.1 |
LOW |
4,211.0 |
0.618 |
4,188.1 |
1.000 |
4,174.0 |
1.618 |
4,151.1 |
2.618 |
4,114.1 |
4.250 |
4,053.8 |
|
|
Fisher Pivots for day following 03-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
4,229.5 |
4,222.0 |
PP |
4,227.0 |
4,222.0 |
S1 |
4,224.5 |
4,222.0 |
|