Trading Metrics calculated at close of trading on 01-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2012 |
01-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
1,734.4 |
1,739.8 |
5.4 |
0.3% |
1,669.1 |
High |
1,750.6 |
1,754.0 |
3.4 |
0.2% |
1,743.0 |
Low |
1,727.0 |
1,735.4 |
8.4 |
0.5% |
1,652.2 |
Close |
1,740.4 |
1,749.5 |
9.1 |
0.5% |
1,735.4 |
Range |
23.6 |
18.6 |
-5.0 |
-21.2% |
90.8 |
ATR |
28.8 |
28.1 |
-0.7 |
-2.5% |
0.0 |
Volume |
146,076 |
114,977 |
-31,099 |
-21.3% |
273,641 |
|
Daily Pivots for day following 01-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,802.1 |
1,794.4 |
1,759.7 |
|
R3 |
1,783.5 |
1,775.8 |
1,754.6 |
|
R2 |
1,764.9 |
1,764.9 |
1,752.9 |
|
R1 |
1,757.2 |
1,757.2 |
1,751.2 |
1,761.1 |
PP |
1,746.3 |
1,746.3 |
1,746.3 |
1,748.2 |
S1 |
1,738.6 |
1,738.6 |
1,747.8 |
1,742.5 |
S2 |
1,727.7 |
1,727.7 |
1,746.1 |
|
S3 |
1,709.1 |
1,720.0 |
1,744.4 |
|
S4 |
1,690.5 |
1,701.4 |
1,739.3 |
|
|
Weekly Pivots for week ending 27-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,982.6 |
1,949.8 |
1,785.3 |
|
R3 |
1,891.8 |
1,859.0 |
1,760.4 |
|
R2 |
1,801.0 |
1,801.0 |
1,752.0 |
|
R1 |
1,768.2 |
1,768.2 |
1,743.7 |
1,784.6 |
PP |
1,710.2 |
1,710.2 |
1,710.2 |
1,718.4 |
S1 |
1,677.4 |
1,677.4 |
1,727.1 |
1,693.8 |
S2 |
1,619.4 |
1,619.4 |
1,718.8 |
|
S3 |
1,528.6 |
1,586.6 |
1,710.4 |
|
S4 |
1,437.8 |
1,495.8 |
1,685.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,754.0 |
1,706.0 |
48.0 |
2.7% |
24.1 |
1.4% |
91% |
True |
False |
113,538 |
10 |
1,754.0 |
1,648.0 |
106.0 |
6.1% |
26.5 |
1.5% |
96% |
True |
False |
69,766 |
20 |
1,754.0 |
1,597.6 |
156.4 |
8.9% |
25.2 |
1.4% |
97% |
True |
False |
43,799 |
40 |
1,763.0 |
1,526.2 |
236.8 |
13.5% |
30.1 |
1.7% |
94% |
False |
False |
23,982 |
60 |
1,808.0 |
1,526.2 |
281.8 |
16.1% |
30.3 |
1.7% |
79% |
False |
False |
17,247 |
80 |
1,808.0 |
1,526.2 |
281.8 |
16.1% |
30.3 |
1.7% |
79% |
False |
False |
13,190 |
100 |
1,888.2 |
1,526.2 |
362.0 |
20.7% |
34.9 |
2.0% |
62% |
False |
False |
10,686 |
120 |
1,925.0 |
1,526.2 |
398.8 |
22.8% |
37.7 |
2.2% |
56% |
False |
False |
8,976 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,833.1 |
2.618 |
1,802.7 |
1.618 |
1,784.1 |
1.000 |
1,772.6 |
0.618 |
1,765.5 |
HIGH |
1,754.0 |
0.618 |
1,746.9 |
0.500 |
1,744.7 |
0.382 |
1,742.5 |
LOW |
1,735.4 |
0.618 |
1,723.9 |
1.000 |
1,716.8 |
1.618 |
1,705.3 |
2.618 |
1,686.7 |
4.250 |
1,656.4 |
|
|
Fisher Pivots for day following 01-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
1,747.9 |
1,745.1 |
PP |
1,746.3 |
1,740.8 |
S1 |
1,744.7 |
1,736.4 |
|