Trading Metrics calculated at close of trading on 08-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2012 |
08-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
4,256.0 |
4,250.0 |
-6.0 |
-0.1% |
4,247.0 |
High |
4,277.0 |
4,263.0 |
-14.0 |
-0.3% |
4,263.0 |
Low |
4,232.0 |
4,235.0 |
3.0 |
0.1% |
4,188.0 |
Close |
4,247.0 |
4,257.0 |
10.0 |
0.2% |
4,222.0 |
Range |
45.0 |
28.0 |
-17.0 |
-37.8% |
75.0 |
ATR |
50.8 |
49.2 |
-1.6 |
-3.2% |
0.0 |
Volume |
27,848 |
20,851 |
-6,997 |
-25.1% |
127,404 |
|
Daily Pivots for day following 08-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,335.7 |
4,324.3 |
4,272.4 |
|
R3 |
4,307.7 |
4,296.3 |
4,264.7 |
|
R2 |
4,279.7 |
4,279.7 |
4,262.1 |
|
R1 |
4,268.3 |
4,268.3 |
4,259.6 |
4,274.0 |
PP |
4,251.7 |
4,251.7 |
4,251.7 |
4,254.5 |
S1 |
4,240.3 |
4,240.3 |
4,254.4 |
4,246.0 |
S2 |
4,223.7 |
4,223.7 |
4,251.9 |
|
S3 |
4,195.7 |
4,212.3 |
4,249.3 |
|
S4 |
4,167.7 |
4,184.3 |
4,241.6 |
|
|
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 |
4,211.0 |
72.0 |
1.7% |
33.6 |
0.8% |
64% |
False |
False |
22,290 |
10 |
4,286.0 |
4,188.0 |
98.0 |
2.3% |
37.1 |
0.9% |
70% |
False |
False |
24,505 |
20 |
4,286.0 |
4,109.0 |
177.0 |
4.2% |
37.9 |
0.9% |
84% |
False |
False |
22,689 |
40 |
4,286.0 |
4,015.0 |
271.0 |
6.4% |
41.3 |
1.0% |
89% |
False |
False |
25,395 |
60 |
4,360.0 |
3,963.0 |
397.0 |
9.3% |
37.2 |
0.9% |
74% |
False |
False |
17,040 |
80 |
4,387.0 |
3,963.0 |
424.0 |
10.0% |
31.9 |
0.7% |
69% |
False |
False |
12,795 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,382.0 |
2.618 |
4,336.3 |
1.618 |
4,308.3 |
1.000 |
4,291.0 |
0.618 |
4,280.3 |
HIGH |
4,263.0 |
0.618 |
4,252.3 |
0.500 |
4,249.0 |
0.382 |
4,245.7 |
LOW |
4,235.0 |
0.618 |
4,217.7 |
1.000 |
4,207.0 |
1.618 |
4,189.7 |
2.618 |
4,161.7 |
4.250 |
4,116.0 |
|
|
Fisher Pivots for day following 08-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
4,254.3 |
4,257.5 |
PP |
4,251.7 |
4,257.3 |
S1 |
4,249.0 |
4,257.2 |
|