Trading Metrics calculated at close of trading on 07-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2012 |
07-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
4,280.0 |
4,256.0 |
-24.0 |
-0.6% |
4,247.0 |
High |
4,283.0 |
4,277.0 |
-6.0 |
-0.1% |
4,263.0 |
Low |
4,255.0 |
4,232.0 |
-23.0 |
-0.5% |
4,188.0 |
Close |
4,256.0 |
4,247.0 |
-9.0 |
-0.2% |
4,222.0 |
Range |
28.0 |
45.0 |
17.0 |
60.7% |
75.0 |
ATR |
51.3 |
50.8 |
-0.4 |
-0.9% |
0.0 |
Volume |
18,535 |
27,848 |
9,313 |
50.2% |
127,404 |
|
Daily Pivots for day following 07-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,387.0 |
4,362.0 |
4,271.8 |
|
R3 |
4,342.0 |
4,317.0 |
4,259.4 |
|
R2 |
4,297.0 |
4,297.0 |
4,255.3 |
|
R1 |
4,272.0 |
4,272.0 |
4,251.1 |
4,262.0 |
PP |
4,252.0 |
4,252.0 |
4,252.0 |
4,247.0 |
S1 |
4,227.0 |
4,227.0 |
4,242.9 |
4,217.0 |
S2 |
4,207.0 |
4,207.0 |
4,238.8 |
|
S3 |
4,162.0 |
4,182.0 |
4,234.6 |
|
S4 |
4,117.0 |
4,137.0 |
4,222.3 |
|
|
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 |
4,283.0 |
4,188.0 |
95.0 |
2.2% |
38.6 |
0.9% |
62% |
False |
False |
24,440 |
10 |
4,286.0 |
4,181.0 |
105.0 |
2.5% |
38.4 |
0.9% |
63% |
False |
False |
24,247 |
20 |
4,286.0 |
4,094.0 |
192.0 |
4.5% |
38.3 |
0.9% |
80% |
False |
False |
22,971 |
40 |
4,289.0 |
4,015.0 |
274.0 |
6.5% |
41.4 |
1.0% |
85% |
False |
False |
24,923 |
60 |
4,360.0 |
3,963.0 |
397.0 |
9.3% |
37.2 |
0.9% |
72% |
False |
False |
16,694 |
80 |
4,387.0 |
3,963.0 |
424.0 |
10.0% |
32.1 |
0.8% |
67% |
False |
False |
12,541 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,468.3 |
2.618 |
4,394.8 |
1.618 |
4,349.8 |
1.000 |
4,322.0 |
0.618 |
4,304.8 |
HIGH |
4,277.0 |
0.618 |
4,259.8 |
0.500 |
4,254.5 |
0.382 |
4,249.2 |
LOW |
4,232.0 |
0.618 |
4,204.2 |
1.000 |
4,187.0 |
1.618 |
4,159.2 |
2.618 |
4,114.2 |
4.250 |
4,040.8 |
|
|
Fisher Pivots for day following 07-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
4,254.5 |
4,247.0 |
PP |
4,252.0 |
4,247.0 |
S1 |
4,249.5 |
4,247.0 |
|