Trading Metrics calculated at close of trading on 10-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2012 |
10-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
9,000 |
9,030 |
30 |
0.3% |
8,930 |
High |
9,045 |
9,030 |
-15 |
-0.2% |
9,045 |
Low |
8,945 |
8,900 |
-45 |
-0.5% |
8,880 |
Close |
9,035 |
8,940 |
-95 |
-1.1% |
8,940 |
Range |
100 |
130 |
30 |
30.0% |
165 |
ATR |
94 |
97 |
3 |
3.1% |
0 |
Volume |
5,188 |
5,257 |
69 |
1.3% |
23,742 |
|
Daily Pivots for day following 10-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,347 |
9,273 |
9,012 |
|
R3 |
9,217 |
9,143 |
8,976 |
|
R2 |
9,087 |
9,087 |
8,964 |
|
R1 |
9,013 |
9,013 |
8,952 |
8,985 |
PP |
8,957 |
8,957 |
8,957 |
8,943 |
S1 |
8,883 |
8,883 |
8,928 |
8,855 |
S2 |
8,827 |
8,827 |
8,916 |
|
S3 |
8,697 |
8,753 |
8,904 |
|
S4 |
8,567 |
8,623 |
8,869 |
|
|
Weekly Pivots for week ending 10-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,450 |
9,360 |
9,031 |
|
R3 |
9,285 |
9,195 |
8,986 |
|
R2 |
9,120 |
9,120 |
8,970 |
|
R1 |
9,030 |
9,030 |
8,955 |
9,075 |
PP |
8,955 |
8,955 |
8,955 |
8,978 |
S1 |
8,865 |
8,865 |
8,925 |
8,910 |
S2 |
8,790 |
8,790 |
8,910 |
|
S3 |
8,625 |
8,700 |
8,895 |
|
S4 |
8,460 |
8,535 |
8,849 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,045 |
8,880 |
165 |
1.8% |
87 |
1.0% |
36% |
False |
False |
4,748 |
10 |
9,045 |
8,750 |
295 |
3.3% |
89 |
1.0% |
64% |
False |
False |
4,691 |
20 |
9,045 |
8,355 |
690 |
7.7% |
97 |
1.1% |
85% |
False |
False |
4,901 |
40 |
9,045 |
8,275 |
770 |
8.6% |
98 |
1.1% |
86% |
False |
False |
4,085 |
60 |
9,045 |
8,110 |
935 |
10.5% |
98 |
1.1% |
89% |
False |
False |
3,434 |
80 |
9,075 |
8,110 |
965 |
10.8% |
78 |
0.9% |
86% |
False |
False |
2,580 |
100 |
9,075 |
8,110 |
965 |
10.8% |
64 |
0.7% |
86% |
False |
False |
2,064 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,583 |
2.618 |
9,370 |
1.618 |
9,240 |
1.000 |
9,160 |
0.618 |
9,110 |
HIGH |
9,030 |
0.618 |
8,980 |
0.500 |
8,965 |
0.382 |
8,950 |
LOW |
8,900 |
0.618 |
8,820 |
1.000 |
8,770 |
1.618 |
8,690 |
2.618 |
8,560 |
4.250 |
8,348 |
|
|
Fisher Pivots for day following 10-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
8,965 |
8,973 |
PP |
8,957 |
8,962 |
S1 |
8,948 |
8,951 |
|