Trading Metrics calculated at close of trading on 09-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2012 |
09-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
4,250.0 |
4,249.0 |
-1.0 |
0.0% |
4,247.0 |
High |
4,263.0 |
4,256.0 |
-7.0 |
-0.2% |
4,263.0 |
Low |
4,235.0 |
4,208.0 |
-27.0 |
-0.6% |
4,188.0 |
Close |
4,257.0 |
4,255.0 |
-2.0 |
0.0% |
4,222.0 |
Range |
28.0 |
48.0 |
20.0 |
71.4% |
75.0 |
ATR |
49.2 |
49.2 |
0.0 |
0.0% |
0.0 |
Volume |
20,851 |
31,438 |
10,587 |
50.8% |
127,404 |
|
Daily Pivots for day following 09-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,383.7 |
4,367.3 |
4,281.4 |
|
R3 |
4,335.7 |
4,319.3 |
4,268.2 |
|
R2 |
4,287.7 |
4,287.7 |
4,263.8 |
|
R1 |
4,271.3 |
4,271.3 |
4,259.4 |
4,279.5 |
PP |
4,239.7 |
4,239.7 |
4,239.7 |
4,243.8 |
S1 |
4,223.3 |
4,223.3 |
4,250.6 |
4,231.5 |
S2 |
4,191.7 |
4,191.7 |
4,246.2 |
|
S3 |
4,143.7 |
4,175.3 |
4,241.8 |
|
S4 |
4,095.7 |
4,127.3 |
4,228.6 |
|
|
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 |
4,208.0 |
75.0 |
1.8% |
37.2 |
0.9% |
63% |
False |
True |
23,529 |
10 |
4,286.0 |
4,188.0 |
98.0 |
2.3% |
38.1 |
0.9% |
68% |
False |
False |
25,234 |
20 |
4,286.0 |
4,109.0 |
177.0 |
4.2% |
38.1 |
0.9% |
82% |
False |
False |
22,988 |
40 |
4,286.0 |
4,015.0 |
271.0 |
6.4% |
41.2 |
1.0% |
89% |
False |
False |
26,091 |
60 |
4,360.0 |
3,963.0 |
397.0 |
9.3% |
38.0 |
0.9% |
74% |
False |
False |
17,564 |
80 |
4,387.0 |
3,963.0 |
424.0 |
10.0% |
32.5 |
0.8% |
69% |
False |
False |
13,188 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,460.0 |
2.618 |
4,381.7 |
1.618 |
4,333.7 |
1.000 |
4,304.0 |
0.618 |
4,285.7 |
HIGH |
4,256.0 |
0.618 |
4,237.7 |
0.500 |
4,232.0 |
0.382 |
4,226.3 |
LOW |
4,208.0 |
0.618 |
4,178.3 |
1.000 |
4,160.0 |
1.618 |
4,130.3 |
2.618 |
4,082.3 |
4.250 |
4,004.0 |
|
|
Fisher Pivots for day following 09-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
4,247.3 |
4,250.8 |
PP |
4,239.7 |
4,246.7 |
S1 |
4,232.0 |
4,242.5 |
|