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 |
8,775 |
8,815 |
40 |
0.5% |
8,770 |
High |
8,840 |
8,905 |
65 |
0.7% |
8,920 |
Low |
8,770 |
8,775 |
5 |
0.1% |
8,745 |
Close |
8,810 |
8,860 |
50 |
0.6% |
8,835 |
Range |
70 |
130 |
60 |
85.7% |
175 |
ATR |
101 |
103 |
2 |
2.1% |
0 |
Volume |
3,928 |
4,870 |
942 |
24.0% |
21,977 |
|
Daily Pivots for day following 01-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,237 |
9,178 |
8,932 |
|
R3 |
9,107 |
9,048 |
8,896 |
|
R2 |
8,977 |
8,977 |
8,884 |
|
R1 |
8,918 |
8,918 |
8,872 |
8,948 |
PP |
8,847 |
8,847 |
8,847 |
8,861 |
S1 |
8,788 |
8,788 |
8,848 |
8,818 |
S2 |
8,717 |
8,717 |
8,836 |
|
S3 |
8,587 |
8,658 |
8,824 |
|
S4 |
8,457 |
8,528 |
8,789 |
|
|
Weekly Pivots for week ending 27-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,358 |
9,272 |
8,931 |
|
R3 |
9,183 |
9,097 |
8,883 |
|
R2 |
9,008 |
9,008 |
8,867 |
|
R1 |
8,922 |
8,922 |
8,851 |
8,965 |
PP |
8,833 |
8,833 |
8,833 |
8,855 |
S1 |
8,747 |
8,747 |
8,819 |
8,790 |
S2 |
8,658 |
8,658 |
8,803 |
|
S3 |
8,483 |
8,572 |
8,787 |
|
S4 |
8,308 |
8,397 |
8,739 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,920 |
8,750 |
170 |
1.9% |
90 |
1.0% |
65% |
False |
False |
4,572 |
10 |
8,920 |
8,585 |
335 |
3.8% |
92 |
1.0% |
82% |
False |
False |
4,601 |
20 |
8,920 |
8,300 |
620 |
7.0% |
100 |
1.1% |
90% |
False |
False |
4,624 |
40 |
8,920 |
8,275 |
645 |
7.3% |
109 |
1.2% |
91% |
False |
False |
4,286 |
60 |
8,920 |
8,110 |
810 |
9.1% |
91 |
1.0% |
93% |
False |
False |
2,894 |
80 |
9,075 |
8,110 |
965 |
10.9% |
73 |
0.8% |
78% |
False |
False |
2,174 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,458 |
2.618 |
9,245 |
1.618 |
9,115 |
1.000 |
9,035 |
0.618 |
8,985 |
HIGH |
8,905 |
0.618 |
8,855 |
0.500 |
8,840 |
0.382 |
8,825 |
LOW |
8,775 |
0.618 |
8,695 |
1.000 |
8,645 |
1.618 |
8,565 |
2.618 |
8,435 |
4.250 |
8,223 |
|
|
Fisher Pivots for day following 01-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
8,853 |
8,849 |
PP |
8,847 |
8,838 |
S1 |
8,840 |
8,828 |
|