Trading Metrics calculated at close of trading on 02-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2012 |
02-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
8,815 |
8,885 |
70 |
0.8% |
8,770 |
High |
8,905 |
8,905 |
0 |
0.0% |
8,920 |
Low |
8,775 |
8,860 |
85 |
1.0% |
8,745 |
Close |
8,860 |
8,870 |
10 |
0.1% |
8,835 |
Range |
130 |
45 |
-85 |
-65.4% |
175 |
ATR |
103 |
99 |
-4 |
-4.0% |
0 |
Volume |
4,870 |
3,149 |
-1,721 |
-35.3% |
21,977 |
|
Daily Pivots for day following 02-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,013 |
8,987 |
8,895 |
|
R3 |
8,968 |
8,942 |
8,883 |
|
R2 |
8,923 |
8,923 |
8,878 |
|
R1 |
8,897 |
8,897 |
8,874 |
8,888 |
PP |
8,878 |
8,878 |
8,878 |
8,874 |
S1 |
8,852 |
8,852 |
8,866 |
8,843 |
S2 |
8,833 |
8,833 |
8,862 |
|
S3 |
8,788 |
8,807 |
8,858 |
|
S4 |
8,743 |
8,762 |
8,845 |
|
|
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 |
8,905 |
8,750 |
155 |
1.7% |
83 |
0.9% |
77% |
True |
False |
4,215 |
10 |
8,920 |
8,715 |
205 |
2.3% |
81 |
0.9% |
76% |
False |
False |
4,409 |
20 |
8,920 |
8,300 |
620 |
7.0% |
98 |
1.1% |
92% |
False |
False |
4,607 |
40 |
8,920 |
8,275 |
645 |
7.3% |
108 |
1.2% |
92% |
False |
False |
4,197 |
60 |
8,920 |
8,110 |
810 |
9.1% |
91 |
1.0% |
94% |
False |
False |
2,947 |
80 |
9,075 |
8,110 |
965 |
10.9% |
73 |
0.8% |
79% |
False |
False |
2,214 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,096 |
2.618 |
9,023 |
1.618 |
8,978 |
1.000 |
8,950 |
0.618 |
8,933 |
HIGH |
8,905 |
0.618 |
8,888 |
0.500 |
8,883 |
0.382 |
8,877 |
LOW |
8,860 |
0.618 |
8,832 |
1.000 |
8,815 |
1.618 |
8,787 |
2.618 |
8,742 |
4.250 |
8,669 |
|
|
Fisher Pivots for day following 02-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
8,883 |
8,859 |
PP |
8,878 |
8,848 |
S1 |
8,874 |
8,838 |
|