Trading Metrics calculated at close of trading on 01-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2012 |
01-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
6,484.0 |
6,475.0 |
-9.0 |
-0.1% |
6,415.5 |
High |
6,538.0 |
6,636.0 |
98.0 |
1.5% |
6,579.0 |
Low |
6,453.5 |
6,465.5 |
12.0 |
0.2% |
6,338.0 |
Close |
6,468.5 |
6,616.0 |
147.5 |
2.3% |
6,523.0 |
Range |
84.5 |
170.5 |
86.0 |
101.8% |
241.0 |
ATR |
123.8 |
127.2 |
3.3 |
2.7% |
0.0 |
Volume |
141,133 |
165,415 |
24,282 |
17.2% |
695,727 |
|
Daily Pivots for day following 01-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,084.0 |
7,020.5 |
6,709.8 |
|
R3 |
6,913.5 |
6,850.0 |
6,662.9 |
|
R2 |
6,743.0 |
6,743.0 |
6,647.3 |
|
R1 |
6,679.5 |
6,679.5 |
6,631.6 |
6,711.3 |
PP |
6,572.5 |
6,572.5 |
6,572.5 |
6,588.4 |
S1 |
6,509.0 |
6,509.0 |
6,600.4 |
6,540.8 |
S2 |
6,402.0 |
6,402.0 |
6,584.7 |
|
S3 |
6,231.5 |
6,338.5 |
6,569.1 |
|
S4 |
6,061.0 |
6,168.0 |
6,522.2 |
|
|
Weekly Pivots for week ending 27-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,203.0 |
7,104.0 |
6,655.6 |
|
R3 |
6,962.0 |
6,863.0 |
6,589.3 |
|
R2 |
6,721.0 |
6,721.0 |
6,567.2 |
|
R1 |
6,622.0 |
6,622.0 |
6,545.1 |
6,671.5 |
PP |
6,480.0 |
6,480.0 |
6,480.0 |
6,504.8 |
S1 |
6,381.0 |
6,381.0 |
6,500.9 |
6,430.5 |
S2 |
6,239.0 |
6,239.0 |
6,478.8 |
|
S3 |
5,998.0 |
6,140.0 |
6,456.7 |
|
S4 |
5,757.0 |
5,899.0 |
6,390.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,636.0 |
6,416.0 |
220.0 |
3.3% |
111.9 |
1.7% |
91% |
True |
False |
143,896 |
10 |
6,636.0 |
6,336.0 |
300.0 |
4.5% |
104.2 |
1.6% |
93% |
True |
False |
140,903 |
20 |
6,636.0 |
5,992.5 |
643.5 |
9.7% |
108.3 |
1.6% |
97% |
True |
False |
143,748 |
40 |
6,636.0 |
5,614.5 |
1,021.5 |
15.4% |
131.0 |
2.0% |
98% |
True |
False |
108,072 |
60 |
6,636.0 |
5,382.0 |
1,254.0 |
19.0% |
148.0 |
2.2% |
98% |
True |
False |
72,410 |
80 |
6,636.0 |
5,382.0 |
1,254.0 |
19.0% |
159.7 |
2.4% |
98% |
True |
False |
54,437 |
100 |
6,636.0 |
4,988.0 |
1,648.0 |
24.9% |
170.0 |
2.6% |
99% |
True |
False |
44,313 |
120 |
6,636.0 |
4,988.0 |
1,648.0 |
24.9% |
170.1 |
2.6% |
99% |
True |
False |
37,016 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,360.6 |
2.618 |
7,082.4 |
1.618 |
6,911.9 |
1.000 |
6,806.5 |
0.618 |
6,741.4 |
HIGH |
6,636.0 |
0.618 |
6,570.9 |
0.500 |
6,550.8 |
0.382 |
6,530.6 |
LOW |
6,465.5 |
0.618 |
6,360.1 |
1.000 |
6,295.0 |
1.618 |
6,189.6 |
2.618 |
6,019.1 |
4.250 |
5,740.9 |
|
|
Fisher Pivots for day following 01-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
6,594.3 |
6,586.0 |
PP |
6,572.5 |
6,556.0 |
S1 |
6,550.8 |
6,526.0 |
|