Trading Metrics calculated at close of trading on 06-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2012 |
06-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
6,663.0 |
6,754.0 |
91.0 |
1.4% |
6,492.0 |
High |
6,795.0 |
6,786.5 |
-8.5 |
-0.1% |
6,795.0 |
Low |
6,639.5 |
6,718.5 |
79.0 |
1.2% |
6,416.0 |
Close |
6,794.0 |
6,769.0 |
-25.0 |
-0.4% |
6,794.0 |
Range |
155.5 |
68.0 |
-87.5 |
-56.3% |
379.0 |
ATR |
125.2 |
121.6 |
-3.5 |
-2.8% |
0.0 |
Volume |
144,273 |
113,354 |
-30,919 |
-21.4% |
714,735 |
|
Daily Pivots for day following 06-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,962.0 |
6,933.5 |
6,806.4 |
|
R3 |
6,894.0 |
6,865.5 |
6,787.7 |
|
R2 |
6,826.0 |
6,826.0 |
6,781.5 |
|
R1 |
6,797.5 |
6,797.5 |
6,775.2 |
6,811.8 |
PP |
6,758.0 |
6,758.0 |
6,758.0 |
6,765.1 |
S1 |
6,729.5 |
6,729.5 |
6,762.8 |
6,743.8 |
S2 |
6,690.0 |
6,690.0 |
6,756.5 |
|
S3 |
6,622.0 |
6,661.5 |
6,750.3 |
|
S4 |
6,554.0 |
6,593.5 |
6,731.6 |
|
|
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 |
6,453.5 |
341.5 |
5.0% |
109.1 |
1.6% |
92% |
False |
False |
140,459 |
10 |
6,795.0 |
6,338.0 |
457.0 |
6.8% |
105.3 |
1.6% |
94% |
False |
False |
138,776 |
20 |
6,795.0 |
5,992.5 |
802.5 |
11.9% |
106.6 |
1.6% |
97% |
False |
False |
143,766 |
40 |
6,795.0 |
5,614.5 |
1,180.5 |
17.4% |
124.2 |
1.8% |
98% |
False |
False |
117,737 |
60 |
6,795.0 |
5,382.0 |
1,413.0 |
20.9% |
140.0 |
2.1% |
98% |
False |
False |
78,952 |
80 |
6,795.0 |
5,382.0 |
1,413.0 |
20.9% |
157.3 |
2.3% |
98% |
False |
False |
59,365 |
100 |
6,795.0 |
5,001.0 |
1,794.0 |
26.5% |
164.5 |
2.4% |
99% |
False |
False |
47,644 |
120 |
6,795.0 |
4,988.0 |
1,807.0 |
26.7% |
167.9 |
2.5% |
99% |
False |
False |
40,310 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,075.5 |
2.618 |
6,964.5 |
1.618 |
6,896.5 |
1.000 |
6,854.5 |
0.618 |
6,828.5 |
HIGH |
6,786.5 |
0.618 |
6,760.5 |
0.500 |
6,752.5 |
0.382 |
6,744.5 |
LOW |
6,718.5 |
0.618 |
6,676.5 |
1.000 |
6,650.5 |
1.618 |
6,608.5 |
2.618 |
6,540.5 |
4.250 |
6,429.5 |
|
|
Fisher Pivots for day following 06-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
6,763.5 |
6,746.8 |
PP |
6,758.0 |
6,724.7 |
S1 |
6,752.5 |
6,702.5 |
|