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 |
6,780.0 |
6,810.0 |
30.0 |
0.4% |
6,754.0 |
High |
6,849.0 |
6,810.0 |
-39.0 |
-0.6% |
6,849.0 |
Low |
6,748.5 |
6,651.0 |
-97.5 |
-1.4% |
6,651.0 |
Close |
6,810.0 |
6,703.0 |
-107.0 |
-1.6% |
6,703.0 |
Range |
100.5 |
159.0 |
58.5 |
58.2% |
198.0 |
ATR |
117.7 |
120.6 |
3.0 |
2.5% |
0.0 |
Volume |
164,043 |
152,941 |
-11,102 |
-6.8% |
698,221 |
|
Daily Pivots for day following 10-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,198.3 |
7,109.7 |
6,790.5 |
|
R3 |
7,039.3 |
6,950.7 |
6,746.7 |
|
R2 |
6,880.3 |
6,880.3 |
6,732.2 |
|
R1 |
6,791.7 |
6,791.7 |
6,717.6 |
6,756.5 |
PP |
6,721.3 |
6,721.3 |
6,721.3 |
6,703.8 |
S1 |
6,632.7 |
6,632.7 |
6,688.4 |
6,597.5 |
S2 |
6,562.3 |
6,562.3 |
6,673.9 |
|
S3 |
6,403.3 |
6,473.7 |
6,659.3 |
|
S4 |
6,244.3 |
6,314.7 |
6,615.6 |
|
|
Weekly Pivots for week ending 10-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,328.3 |
7,213.7 |
6,811.9 |
|
R3 |
7,130.3 |
7,015.7 |
6,757.5 |
|
R2 |
6,932.3 |
6,932.3 |
6,739.3 |
|
R1 |
6,817.7 |
6,817.7 |
6,721.2 |
6,776.0 |
PP |
6,734.3 |
6,734.3 |
6,734.3 |
6,713.5 |
S1 |
6,619.7 |
6,619.7 |
6,684.9 |
6,578.0 |
S2 |
6,536.3 |
6,536.3 |
6,666.7 |
|
S3 |
6,338.3 |
6,421.7 |
6,648.6 |
|
S4 |
6,140.3 |
6,223.7 |
6,594.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,849.0 |
6,651.0 |
198.0 |
3.0% |
106.5 |
1.6% |
26% |
False |
True |
139,644 |
10 |
6,849.0 |
6,416.0 |
433.0 |
6.5% |
109.1 |
1.6% |
66% |
False |
False |
141,295 |
20 |
6,849.0 |
6,067.0 |
782.0 |
11.7% |
109.7 |
1.6% |
81% |
False |
False |
144,285 |
40 |
6,849.0 |
5,614.5 |
1,234.5 |
18.4% |
117.1 |
1.7% |
88% |
False |
False |
126,989 |
60 |
6,849.0 |
5,382.0 |
1,467.0 |
21.9% |
135.1 |
2.0% |
90% |
False |
False |
88,679 |
80 |
6,849.0 |
5,382.0 |
1,467.0 |
21.9% |
153.5 |
2.3% |
90% |
False |
False |
66,649 |
100 |
6,849.0 |
5,001.0 |
1,848.0 |
27.6% |
161.7 |
2.4% |
92% |
False |
False |
53,426 |
120 |
6,849.0 |
4,988.0 |
1,861.0 |
27.8% |
165.6 |
2.5% |
92% |
False |
False |
45,179 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,485.8 |
2.618 |
7,226.3 |
1.618 |
7,067.3 |
1.000 |
6,969.0 |
0.618 |
6,908.3 |
HIGH |
6,810.0 |
0.618 |
6,749.3 |
0.500 |
6,730.5 |
0.382 |
6,711.7 |
LOW |
6,651.0 |
0.618 |
6,552.7 |
1.000 |
6,492.0 |
1.618 |
6,393.7 |
2.618 |
6,234.7 |
4.250 |
5,975.3 |
|
|
Fisher Pivots for day following 10-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
6,730.5 |
6,750.0 |
PP |
6,721.3 |
6,734.3 |
S1 |
6,712.2 |
6,718.7 |
|