Trading Metrics calculated at close of trading on 09-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2012 |
09-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
8,965 |
9,000 |
35 |
0.4% |
8,825 |
High |
9,010 |
9,045 |
35 |
0.4% |
8,950 |
Low |
8,945 |
8,945 |
0 |
0.0% |
8,750 |
Close |
9,005 |
9,035 |
30 |
0.3% |
8,915 |
Range |
65 |
100 |
35 |
53.8% |
200 |
ATR |
94 |
94 |
0 |
0.5% |
0 |
Volume |
4,528 |
5,188 |
660 |
14.6% |
23,177 |
|
Daily Pivots for day following 09-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,308 |
9,272 |
9,090 |
|
R3 |
9,208 |
9,172 |
9,063 |
|
R2 |
9,108 |
9,108 |
9,053 |
|
R1 |
9,072 |
9,072 |
9,044 |
9,090 |
PP |
9,008 |
9,008 |
9,008 |
9,018 |
S1 |
8,972 |
8,972 |
9,026 |
8,990 |
S2 |
8,908 |
8,908 |
9,017 |
|
S3 |
8,808 |
8,872 |
9,008 |
|
S4 |
8,708 |
8,772 |
8,980 |
|
|
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 |
9,045 |
8,830 |
215 |
2.4% |
85 |
0.9% |
95% |
True |
False |
4,809 |
10 |
9,045 |
8,750 |
295 |
3.3% |
84 |
0.9% |
97% |
True |
False |
4,512 |
20 |
9,045 |
8,355 |
690 |
7.6% |
95 |
1.0% |
99% |
True |
False |
4,930 |
40 |
9,045 |
8,275 |
770 |
8.5% |
99 |
1.1% |
99% |
True |
False |
4,042 |
60 |
9,045 |
8,110 |
935 |
10.3% |
96 |
1.1% |
99% |
True |
False |
3,347 |
80 |
9,075 |
8,110 |
965 |
10.7% |
76 |
0.8% |
96% |
False |
False |
2,514 |
100 |
9,075 |
8,110 |
965 |
10.7% |
63 |
0.7% |
96% |
False |
False |
2,012 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,470 |
2.618 |
9,307 |
1.618 |
9,207 |
1.000 |
9,145 |
0.618 |
9,107 |
HIGH |
9,045 |
0.618 |
9,007 |
0.500 |
8,995 |
0.382 |
8,983 |
LOW |
8,945 |
0.618 |
8,883 |
1.000 |
8,845 |
1.618 |
8,783 |
2.618 |
8,683 |
4.250 |
8,520 |
|
|
Fisher Pivots for day following 09-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
9,022 |
9,014 |
PP |
9,008 |
8,993 |
S1 |
8,995 |
8,973 |
|