Trading Metrics calculated at close of trading on 10-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2012 |
10-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
4,249.0 |
4,254.0 |
5.0 |
0.1% |
4,280.0 |
High |
4,256.0 |
4,256.0 |
0.0 |
0.0% |
4,283.0 |
Low |
4,208.0 |
4,204.0 |
-4.0 |
-0.1% |
4,204.0 |
Close |
4,255.0 |
4,218.0 |
-37.0 |
-0.9% |
4,218.0 |
Range |
48.0 |
52.0 |
4.0 |
8.3% |
79.0 |
ATR |
49.2 |
49.4 |
0.2 |
0.4% |
0.0 |
Volume |
31,438 |
25,545 |
-5,893 |
-18.7% |
124,217 |
|
Daily Pivots for day following 10-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,382.0 |
4,352.0 |
4,246.6 |
|
R3 |
4,330.0 |
4,300.0 |
4,232.3 |
|
R2 |
4,278.0 |
4,278.0 |
4,227.5 |
|
R1 |
4,248.0 |
4,248.0 |
4,222.8 |
4,237.0 |
PP |
4,226.0 |
4,226.0 |
4,226.0 |
4,220.5 |
S1 |
4,196.0 |
4,196.0 |
4,213.2 |
4,185.0 |
S2 |
4,174.0 |
4,174.0 |
4,208.5 |
|
S3 |
4,122.0 |
4,144.0 |
4,203.7 |
|
S4 |
4,070.0 |
4,092.0 |
4,189.4 |
|
|
Weekly Pivots for week ending 10-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,472.0 |
4,424.0 |
4,261.5 |
|
R3 |
4,393.0 |
4,345.0 |
4,239.7 |
|
R2 |
4,314.0 |
4,314.0 |
4,232.5 |
|
R1 |
4,266.0 |
4,266.0 |
4,225.2 |
4,250.5 |
PP |
4,235.0 |
4,235.0 |
4,235.0 |
4,227.3 |
S1 |
4,187.0 |
4,187.0 |
4,210.8 |
4,171.5 |
S2 |
4,156.0 |
4,156.0 |
4,203.5 |
|
S3 |
4,077.0 |
4,108.0 |
4,196.3 |
|
S4 |
3,998.0 |
4,029.0 |
4,174.6 |
|
|
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 |
4,204.0 |
79.0 |
1.9% |
40.2 |
1.0% |
18% |
False |
True |
24,843 |
10 |
4,283.0 |
4,188.0 |
95.0 |
2.3% |
39.0 |
0.9% |
32% |
False |
False |
25,162 |
20 |
4,286.0 |
4,109.0 |
177.0 |
4.2% |
39.1 |
0.9% |
62% |
False |
False |
23,232 |
40 |
4,286.0 |
4,015.0 |
271.0 |
6.4% |
41.8 |
1.0% |
75% |
False |
False |
25,812 |
60 |
4,311.0 |
3,963.0 |
348.0 |
8.3% |
38.3 |
0.9% |
73% |
False |
False |
17,989 |
80 |
4,387.0 |
3,963.0 |
424.0 |
10.1% |
33.1 |
0.8% |
60% |
False |
False |
13,508 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,477.0 |
2.618 |
4,392.1 |
1.618 |
4,340.1 |
1.000 |
4,308.0 |
0.618 |
4,288.1 |
HIGH |
4,256.0 |
0.618 |
4,236.1 |
0.500 |
4,230.0 |
0.382 |
4,223.9 |
LOW |
4,204.0 |
0.618 |
4,171.9 |
1.000 |
4,152.0 |
1.618 |
4,119.9 |
2.618 |
4,067.9 |
4.250 |
3,983.0 |
|
|
Fisher Pivots for day following 10-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
4,230.0 |
4,233.5 |
PP |
4,226.0 |
4,228.3 |
S1 |
4,222.0 |
4,223.2 |
|