Trading Metrics calculated at close of trading on 07-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2012 |
07-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
8,930 |
8,915 |
-15 |
-0.2% |
8,825 |
High |
8,955 |
8,965 |
10 |
0.1% |
8,950 |
Low |
8,880 |
8,900 |
20 |
0.2% |
8,750 |
Close |
8,920 |
8,945 |
25 |
0.3% |
8,915 |
Range |
75 |
65 |
-10 |
-13.3% |
200 |
ATR |
98 |
96 |
-2 |
-2.4% |
0 |
Volume |
3,503 |
5,266 |
1,763 |
50.3% |
23,177 |
|
Daily Pivots for day following 07-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,132 |
9,103 |
8,981 |
|
R3 |
9,067 |
9,038 |
8,963 |
|
R2 |
9,002 |
9,002 |
8,957 |
|
R1 |
8,973 |
8,973 |
8,951 |
8,988 |
PP |
8,937 |
8,937 |
8,937 |
8,944 |
S1 |
8,908 |
8,908 |
8,939 |
8,923 |
S2 |
8,872 |
8,872 |
8,933 |
|
S3 |
8,807 |
8,843 |
8,927 |
|
S4 |
8,742 |
8,778 |
8,909 |
|
|
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 |
8,965 |
8,775 |
190 |
2.1% |
87 |
1.0% |
89% |
True |
False |
4,470 |
10 |
8,965 |
8,750 |
215 |
2.4% |
86 |
1.0% |
91% |
True |
False |
4,612 |
20 |
8,965 |
8,355 |
610 |
6.8% |
95 |
1.1% |
97% |
True |
False |
4,778 |
40 |
8,965 |
8,275 |
690 |
7.7% |
103 |
1.2% |
97% |
True |
False |
3,961 |
60 |
8,965 |
8,110 |
855 |
9.6% |
94 |
1.1% |
98% |
True |
False |
3,186 |
80 |
9,075 |
8,110 |
965 |
10.8% |
74 |
0.8% |
87% |
False |
False |
2,393 |
100 |
9,075 |
8,110 |
965 |
10.8% |
61 |
0.7% |
87% |
False |
False |
1,915 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,241 |
2.618 |
9,135 |
1.618 |
9,070 |
1.000 |
9,030 |
0.618 |
9,005 |
HIGH |
8,965 |
0.618 |
8,940 |
0.500 |
8,933 |
0.382 |
8,925 |
LOW |
8,900 |
0.618 |
8,860 |
1.000 |
8,835 |
1.618 |
8,795 |
2.618 |
8,730 |
4.250 |
8,624 |
|
|
Fisher Pivots for day following 07-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
8,941 |
8,929 |
PP |
8,937 |
8,913 |
S1 |
8,933 |
8,898 |
|