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 |
5,861.5 |
5,858.0 |
-3.5 |
-0.1% |
5,683.0 |
High |
5,862.5 |
5,863.0 |
0.5 |
0.0% |
5,878.5 |
Low |
5,819.5 |
5,806.5 |
-13.0 |
-0.2% |
5,609.5 |
Close |
5,853.5 |
5,842.5 |
-11.0 |
-0.2% |
5,877.0 |
Range |
43.0 |
56.5 |
13.5 |
31.4% |
269.0 |
ATR |
80.4 |
78.7 |
-1.7 |
-2.1% |
0.0 |
Volume |
74,484 |
91,034 |
16,550 |
22.2% |
386,841 |
|
Daily Pivots for day following 07-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,007.0 |
5,981.0 |
5,873.5 |
|
R3 |
5,950.5 |
5,924.5 |
5,858.0 |
|
R2 |
5,894.0 |
5,894.0 |
5,853.0 |
|
R1 |
5,868.0 |
5,868.0 |
5,847.5 |
5,853.0 |
PP |
5,837.5 |
5,837.5 |
5,837.5 |
5,829.5 |
S1 |
5,811.5 |
5,811.5 |
5,837.5 |
5,796.0 |
S2 |
5,781.0 |
5,781.0 |
5,832.0 |
|
S3 |
5,724.5 |
5,755.0 |
5,827.0 |
|
S4 |
5,668.0 |
5,698.5 |
5,811.5 |
|
|
Weekly Pivots for week ending 03-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,595.5 |
6,505.0 |
6,025.0 |
|
R3 |
6,326.5 |
6,236.0 |
5,951.0 |
|
R2 |
6,057.5 |
6,057.5 |
5,926.5 |
|
R1 |
5,967.0 |
5,967.0 |
5,901.5 |
6,012.0 |
PP |
5,788.5 |
5,788.5 |
5,788.5 |
5,811.0 |
S1 |
5,698.0 |
5,698.0 |
5,852.5 |
5,743.0 |
S2 |
5,519.5 |
5,519.5 |
5,827.5 |
|
S3 |
5,250.5 |
5,429.0 |
5,803.0 |
|
S4 |
4,981.5 |
5,160.0 |
5,729.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,878.5 |
5,643.0 |
235.5 |
4.0% |
81.5 |
1.4% |
85% |
False |
False |
92,423 |
10 |
5,878.5 |
5,609.5 |
269.0 |
4.6% |
76.5 |
1.3% |
87% |
False |
False |
83,833 |
20 |
5,878.5 |
5,539.0 |
339.5 |
5.8% |
72.0 |
1.2% |
89% |
False |
False |
90,316 |
40 |
5,878.5 |
5,281.5 |
597.0 |
10.2% |
82.5 |
1.4% |
94% |
False |
False |
90,840 |
60 |
5,878.5 |
5,040.0 |
838.5 |
14.4% |
87.5 |
1.5% |
96% |
False |
False |
61,899 |
80 |
5,878.5 |
5,040.0 |
838.5 |
14.4% |
85.5 |
1.5% |
96% |
False |
False |
46,442 |
100 |
5,878.5 |
4,887.5 |
991.0 |
17.0% |
77.5 |
1.3% |
96% |
False |
False |
37,159 |
120 |
5,878.5 |
4,887.5 |
991.0 |
17.0% |
65.5 |
1.1% |
96% |
False |
False |
30,967 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,103.0 |
2.618 |
6,011.0 |
1.618 |
5,954.5 |
1.000 |
5,919.5 |
0.618 |
5,898.0 |
HIGH |
5,863.0 |
0.618 |
5,841.5 |
0.500 |
5,835.0 |
0.382 |
5,828.0 |
LOW |
5,806.5 |
0.618 |
5,771.5 |
1.000 |
5,750.0 |
1.618 |
5,715.0 |
2.618 |
5,658.5 |
4.250 |
5,566.5 |
|
|
Fisher Pivots for day following 07-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
5,840.0 |
5,831.5 |
PP |
5,837.5 |
5,820.5 |
S1 |
5,835.0 |
5,810.0 |
|