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 |
8,875 |
8,930 |
55 |
0.6% |
8,825 |
High |
8,950 |
8,955 |
5 |
0.1% |
8,950 |
Low |
8,830 |
8,880 |
50 |
0.6% |
8,750 |
Close |
8,915 |
8,920 |
5 |
0.1% |
8,915 |
Range |
120 |
75 |
-45 |
-37.5% |
200 |
ATR |
100 |
98 |
-2 |
-1.8% |
0 |
Volume |
5,562 |
3,503 |
-2,059 |
-37.0% |
23,177 |
|
Daily Pivots for day following 06-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,143 |
9,107 |
8,961 |
|
R3 |
9,068 |
9,032 |
8,941 |
|
R2 |
8,993 |
8,993 |
8,934 |
|
R1 |
8,957 |
8,957 |
8,927 |
8,938 |
PP |
8,918 |
8,918 |
8,918 |
8,909 |
S1 |
8,882 |
8,882 |
8,913 |
8,863 |
S2 |
8,843 |
8,843 |
8,906 |
|
S3 |
8,768 |
8,807 |
8,900 |
|
S4 |
8,693 |
8,732 |
8,879 |
|
|
Weekly Pivots for week ending 03-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,472 |
9,393 |
9,025 |
|
R3 |
9,272 |
9,193 |
8,970 |
|
R2 |
9,072 |
9,072 |
8,952 |
|
R1 |
8,993 |
8,993 |
8,933 |
9,033 |
PP |
8,872 |
8,872 |
8,872 |
8,891 |
S1 |
8,793 |
8,793 |
8,897 |
8,833 |
S2 |
8,672 |
8,672 |
8,878 |
|
S3 |
8,472 |
8,593 |
8,860 |
|
S4 |
8,272 |
8,393 |
8,805 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,955 |
8,770 |
185 |
2.1% |
88 |
1.0% |
81% |
True |
False |
4,202 |
10 |
8,955 |
8,750 |
205 |
2.3% |
85 |
1.0% |
83% |
True |
False |
4,488 |
20 |
8,955 |
8,300 |
655 |
7.3% |
96 |
1.1% |
95% |
True |
False |
4,649 |
40 |
8,955 |
8,275 |
680 |
7.6% |
107 |
1.2% |
95% |
True |
False |
3,998 |
60 |
8,955 |
8,110 |
845 |
9.5% |
93 |
1.0% |
96% |
True |
False |
3,098 |
80 |
9,075 |
8,110 |
965 |
10.8% |
76 |
0.8% |
84% |
False |
False |
2,327 |
100 |
9,075 |
8,110 |
965 |
10.8% |
61 |
0.7% |
84% |
False |
False |
1,862 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,274 |
2.618 |
9,151 |
1.618 |
9,076 |
1.000 |
9,030 |
0.618 |
9,001 |
HIGH |
8,955 |
0.618 |
8,926 |
0.500 |
8,918 |
0.382 |
8,909 |
LOW |
8,880 |
0.618 |
8,834 |
1.000 |
8,805 |
1.618 |
8,759 |
2.618 |
8,684 |
4.250 |
8,561 |
|
|
Fisher Pivots for day following 06-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
8,919 |
8,911 |
PP |
8,918 |
8,902 |
S1 |
8,918 |
8,893 |
|