Trading Metrics calculated at close of trading on 02-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2012 |
02-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
1,739.8 |
1,747.3 |
7.5 |
0.4% |
1,669.1 |
High |
1,754.0 |
1,764.0 |
10.0 |
0.6% |
1,743.0 |
Low |
1,735.4 |
1,743.3 |
7.9 |
0.5% |
1,652.2 |
Close |
1,749.5 |
1,759.3 |
9.8 |
0.6% |
1,735.4 |
Range |
18.6 |
20.7 |
2.1 |
11.3% |
90.8 |
ATR |
28.1 |
27.6 |
-0.5 |
-1.9% |
0.0 |
Volume |
114,977 |
132,638 |
17,661 |
15.4% |
273,641 |
|
Daily Pivots for day following 02-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,817.6 |
1,809.2 |
1,770.7 |
|
R3 |
1,796.9 |
1,788.5 |
1,765.0 |
|
R2 |
1,776.2 |
1,776.2 |
1,763.1 |
|
R1 |
1,767.8 |
1,767.8 |
1,761.2 |
1,772.0 |
PP |
1,755.5 |
1,755.5 |
1,755.5 |
1,757.7 |
S1 |
1,747.1 |
1,747.1 |
1,757.4 |
1,751.3 |
S2 |
1,734.8 |
1,734.8 |
1,755.5 |
|
S3 |
1,714.1 |
1,726.4 |
1,753.6 |
|
S4 |
1,693.4 |
1,705.7 |
1,747.9 |
|
|
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 |
1,764.0 |
1,717.2 |
46.8 |
2.7% |
22.5 |
1.3% |
90% |
True |
False |
126,192 |
10 |
1,764.0 |
1,648.0 |
116.0 |
6.6% |
26.5 |
1.5% |
96% |
True |
False |
81,166 |
20 |
1,764.0 |
1,601.0 |
163.0 |
9.3% |
25.0 |
1.4% |
97% |
True |
False |
50,113 |
40 |
1,764.0 |
1,526.2 |
237.8 |
13.5% |
29.7 |
1.7% |
98% |
True |
False |
27,244 |
60 |
1,808.0 |
1,526.2 |
281.8 |
16.0% |
30.4 |
1.7% |
83% |
False |
False |
19,431 |
80 |
1,808.0 |
1,526.2 |
281.8 |
16.0% |
30.1 |
1.7% |
83% |
False |
False |
14,840 |
100 |
1,864.9 |
1,526.2 |
338.7 |
19.3% |
34.6 |
2.0% |
69% |
False |
False |
12,007 |
120 |
1,925.0 |
1,526.2 |
398.8 |
22.7% |
37.2 |
2.1% |
58% |
False |
False |
10,080 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,852.0 |
2.618 |
1,818.2 |
1.618 |
1,797.5 |
1.000 |
1,784.7 |
0.618 |
1,776.8 |
HIGH |
1,764.0 |
0.618 |
1,756.1 |
0.500 |
1,753.7 |
0.382 |
1,751.2 |
LOW |
1,743.3 |
0.618 |
1,730.5 |
1.000 |
1,722.6 |
1.618 |
1,709.8 |
2.618 |
1,689.1 |
4.250 |
1,655.3 |
|
|
Fisher Pivots for day following 02-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
1,757.4 |
1,754.7 |
PP |
1,755.5 |
1,750.1 |
S1 |
1,753.7 |
1,745.5 |
|