Trading Metrics calculated at close of trading on 03-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2012 |
03-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
6,639.0 |
6,663.0 |
24.0 |
0.4% |
6,492.0 |
High |
6,677.0 |
6,795.0 |
118.0 |
1.8% |
6,795.0 |
Low |
6,610.0 |
6,639.5 |
29.5 |
0.4% |
6,416.0 |
Close |
6,670.0 |
6,794.0 |
124.0 |
1.9% |
6,794.0 |
Range |
67.0 |
155.5 |
88.5 |
132.1% |
379.0 |
ATR |
122.9 |
125.2 |
2.3 |
1.9% |
0.0 |
Volume |
138,124 |
144,273 |
6,149 |
4.5% |
714,735 |
|
Daily Pivots for day following 03-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,209.3 |
7,157.2 |
6,879.5 |
|
R3 |
7,053.8 |
7,001.7 |
6,836.8 |
|
R2 |
6,898.3 |
6,898.3 |
6,822.5 |
|
R1 |
6,846.2 |
6,846.2 |
6,808.3 |
6,872.3 |
PP |
6,742.8 |
6,742.8 |
6,742.8 |
6,755.9 |
S1 |
6,690.7 |
6,690.7 |
6,779.7 |
6,716.8 |
S2 |
6,587.3 |
6,587.3 |
6,765.5 |
|
S3 |
6,431.8 |
6,535.2 |
6,751.2 |
|
S4 |
6,276.3 |
6,379.7 |
6,708.5 |
|
|
Weekly Pivots for week ending 03-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,805.3 |
7,678.7 |
7,002.5 |
|
R3 |
7,426.3 |
7,299.7 |
6,898.2 |
|
R2 |
7,047.3 |
7,047.3 |
6,863.5 |
|
R1 |
6,920.7 |
6,920.7 |
6,828.7 |
6,984.0 |
PP |
6,668.3 |
6,668.3 |
6,668.3 |
6,700.0 |
S1 |
6,541.7 |
6,541.7 |
6,759.3 |
6,605.0 |
S2 |
6,289.3 |
6,289.3 |
6,724.5 |
|
S3 |
5,910.3 |
6,162.7 |
6,689.8 |
|
S4 |
5,531.3 |
5,783.7 |
6,585.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,795.0 |
6,416.0 |
379.0 |
5.6% |
111.6 |
1.6% |
100% |
True |
False |
142,947 |
10 |
6,795.0 |
6,338.0 |
457.0 |
6.7% |
111.0 |
1.6% |
100% |
True |
False |
141,046 |
20 |
6,795.0 |
5,992.5 |
802.5 |
11.8% |
110.4 |
1.6% |
100% |
True |
False |
145,003 |
40 |
6,795.0 |
5,614.5 |
1,180.5 |
17.4% |
129.0 |
1.9% |
100% |
True |
False |
115,031 |
60 |
6,795.0 |
5,382.0 |
1,413.0 |
20.8% |
143.4 |
2.1% |
100% |
True |
False |
77,088 |
80 |
6,795.0 |
5,382.0 |
1,413.0 |
20.8% |
158.3 |
2.3% |
100% |
True |
False |
57,952 |
100 |
6,795.0 |
5,001.0 |
1,794.0 |
26.4% |
165.8 |
2.4% |
100% |
True |
False |
46,758 |
120 |
6,795.0 |
4,988.0 |
1,807.0 |
26.6% |
169.9 |
2.5% |
100% |
True |
False |
39,367 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,455.9 |
2.618 |
7,202.1 |
1.618 |
7,046.6 |
1.000 |
6,950.5 |
0.618 |
6,891.1 |
HIGH |
6,795.0 |
0.618 |
6,735.6 |
0.500 |
6,717.3 |
0.382 |
6,698.9 |
LOW |
6,639.5 |
0.618 |
6,543.4 |
1.000 |
6,484.0 |
1.618 |
6,387.9 |
2.618 |
6,232.4 |
4.250 |
5,978.6 |
|
|
Fisher Pivots for day following 03-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
6,768.4 |
6,739.4 |
PP |
6,742.8 |
6,684.8 |
S1 |
6,717.3 |
6,630.3 |
|