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 |
5,849.0 |
5,843.0 |
-6.0 |
-0.1% |
5,683.0 |
High |
5,872.0 |
5,872.5 |
0.5 |
0.0% |
5,878.5 |
Low |
5,826.5 |
5,826.5 |
0.0 |
0.0% |
5,609.5 |
Close |
5,858.0 |
5,866.0 |
8.0 |
0.1% |
5,877.0 |
Range |
45.5 |
46.0 |
0.5 |
1.1% |
269.0 |
ATR |
76.3 |
74.2 |
-2.2 |
-2.8% |
0.0 |
Volume |
74,401 |
92,243 |
17,842 |
24.0% |
386,841 |
|
Daily Pivots for day following 09-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,993.0 |
5,975.5 |
5,891.5 |
|
R3 |
5,947.0 |
5,929.5 |
5,878.5 |
|
R2 |
5,901.0 |
5,901.0 |
5,874.5 |
|
R1 |
5,883.5 |
5,883.5 |
5,870.0 |
5,892.0 |
PP |
5,855.0 |
5,855.0 |
5,855.0 |
5,859.5 |
S1 |
5,837.5 |
5,837.5 |
5,862.0 |
5,846.0 |
S2 |
5,809.0 |
5,809.0 |
5,857.5 |
|
S3 |
5,763.0 |
5,791.5 |
5,853.5 |
|
S4 |
5,717.0 |
5,745.5 |
5,840.5 |
|
|
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 |
5,741.0 |
137.5 |
2.3% |
65.5 |
1.1% |
91% |
False |
False |
87,441 |
10 |
5,878.5 |
5,609.5 |
269.0 |
4.6% |
70.0 |
1.2% |
95% |
False |
False |
81,767 |
20 |
5,878.5 |
5,539.0 |
339.5 |
5.8% |
70.5 |
1.2% |
96% |
False |
False |
89,597 |
40 |
5,878.5 |
5,281.5 |
597.0 |
10.2% |
78.0 |
1.3% |
98% |
False |
False |
90,526 |
60 |
5,878.5 |
5,040.0 |
838.5 |
14.3% |
86.0 |
1.5% |
99% |
False |
False |
64,674 |
80 |
5,878.5 |
5,040.0 |
838.5 |
14.3% |
84.0 |
1.4% |
99% |
False |
False |
48,524 |
100 |
5,878.5 |
4,887.5 |
991.0 |
16.9% |
78.5 |
1.3% |
99% |
False |
False |
38,825 |
120 |
5,878.5 |
4,887.5 |
991.0 |
16.9% |
66.0 |
1.1% |
99% |
False |
False |
32,355 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,068.0 |
2.618 |
5,993.0 |
1.618 |
5,947.0 |
1.000 |
5,918.5 |
0.618 |
5,901.0 |
HIGH |
5,872.5 |
0.618 |
5,855.0 |
0.500 |
5,849.5 |
0.382 |
5,844.0 |
LOW |
5,826.5 |
0.618 |
5,798.0 |
1.000 |
5,780.5 |
1.618 |
5,752.0 |
2.618 |
5,706.0 |
4.250 |
5,631.0 |
|
|
Fisher Pivots for day following 09-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
5,860.5 |
5,857.0 |
PP |
5,855.0 |
5,848.5 |
S1 |
5,849.5 |
5,839.5 |
|