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 |
5,843.0 |
5,845.5 |
2.5 |
0.0% |
5,861.5 |
High |
5,872.5 |
5,866.0 |
-6.5 |
-0.1% |
5,872.5 |
Low |
5,826.5 |
5,794.0 |
-32.5 |
-0.6% |
5,794.0 |
Close |
5,866.0 |
5,815.5 |
-50.5 |
-0.9% |
5,815.5 |
Range |
46.0 |
72.0 |
26.0 |
56.5% |
78.5 |
ATR |
74.2 |
74.0 |
-0.2 |
-0.2% |
0.0 |
Volume |
92,243 |
93,619 |
1,376 |
1.5% |
425,781 |
|
Daily Pivots for day following 10-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,041.0 |
6,000.5 |
5,855.0 |
|
R3 |
5,969.0 |
5,928.5 |
5,835.5 |
|
R2 |
5,897.0 |
5,897.0 |
5,828.5 |
|
R1 |
5,856.5 |
5,856.5 |
5,822.0 |
5,841.0 |
PP |
5,825.0 |
5,825.0 |
5,825.0 |
5,817.5 |
S1 |
5,784.5 |
5,784.5 |
5,809.0 |
5,769.0 |
S2 |
5,753.0 |
5,753.0 |
5,802.5 |
|
S3 |
5,681.0 |
5,712.5 |
5,795.5 |
|
S4 |
5,609.0 |
5,640.5 |
5,776.0 |
|
|
Weekly Pivots for week ending 10-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,063.0 |
6,017.5 |
5,858.5 |
|
R3 |
5,984.5 |
5,939.0 |
5,837.0 |
|
R2 |
5,906.0 |
5,906.0 |
5,830.0 |
|
R1 |
5,860.5 |
5,860.5 |
5,822.5 |
5,844.0 |
PP |
5,827.5 |
5,827.5 |
5,827.5 |
5,819.0 |
S1 |
5,782.0 |
5,782.0 |
5,808.5 |
5,765.5 |
S2 |
5,749.0 |
5,749.0 |
5,801.0 |
|
S3 |
5,670.5 |
5,703.5 |
5,794.0 |
|
S4 |
5,592.0 |
5,625.0 |
5,772.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,872.5 |
5,794.0 |
78.5 |
1.3% |
52.5 |
0.9% |
27% |
False |
True |
85,156 |
10 |
5,878.5 |
5,609.5 |
269.0 |
4.6% |
70.0 |
1.2% |
77% |
False |
False |
81,262 |
20 |
5,878.5 |
5,559.5 |
319.0 |
5.5% |
67.5 |
1.2% |
80% |
False |
False |
88,652 |
40 |
5,878.5 |
5,281.5 |
597.0 |
10.3% |
77.0 |
1.3% |
89% |
False |
False |
86,257 |
60 |
5,878.5 |
5,040.0 |
838.5 |
14.4% |
85.5 |
1.5% |
92% |
False |
False |
66,233 |
80 |
5,878.5 |
5,040.0 |
838.5 |
14.4% |
83.0 |
1.4% |
92% |
False |
False |
49,694 |
100 |
5,878.5 |
4,887.5 |
991.0 |
17.0% |
78.5 |
1.3% |
94% |
False |
False |
39,761 |
120 |
5,878.5 |
4,887.5 |
991.0 |
17.0% |
66.5 |
1.1% |
94% |
False |
False |
33,135 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,172.0 |
2.618 |
6,054.5 |
1.618 |
5,982.5 |
1.000 |
5,938.0 |
0.618 |
5,910.5 |
HIGH |
5,866.0 |
0.618 |
5,838.5 |
0.500 |
5,830.0 |
0.382 |
5,821.5 |
LOW |
5,794.0 |
0.618 |
5,749.5 |
1.000 |
5,722.0 |
1.618 |
5,677.5 |
2.618 |
5,605.5 |
4.250 |
5,488.0 |
|
|
Fisher Pivots for day following 10-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
5,830.0 |
5,833.0 |
PP |
5,825.0 |
5,827.5 |
S1 |
5,820.5 |
5,821.5 |
|