Trading Metrics calculated at close of trading on 03-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2012 |
03-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
1,747.3 |
1,761.7 |
14.4 |
0.8% |
1,739.6 |
High |
1,764.0 |
1,765.9 |
1.9 |
0.1% |
1,765.9 |
Low |
1,743.3 |
1,726.2 |
-17.1 |
-1.0% |
1,718.8 |
Close |
1,759.3 |
1,740.3 |
-19.0 |
-1.1% |
1,740.3 |
Range |
20.7 |
39.7 |
19.0 |
91.8% |
47.1 |
ATR |
27.6 |
28.4 |
0.9 |
3.1% |
0.0 |
Volume |
132,638 |
181,483 |
48,845 |
36.8% |
699,961 |
|
Daily Pivots for day following 03-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,863.2 |
1,841.5 |
1,762.1 |
|
R3 |
1,823.5 |
1,801.8 |
1,751.2 |
|
R2 |
1,783.8 |
1,783.8 |
1,747.6 |
|
R1 |
1,762.1 |
1,762.1 |
1,743.9 |
1,753.1 |
PP |
1,744.1 |
1,744.1 |
1,744.1 |
1,739.7 |
S1 |
1,722.4 |
1,722.4 |
1,736.7 |
1,713.4 |
S2 |
1,704.4 |
1,704.4 |
1,733.0 |
|
S3 |
1,664.7 |
1,682.7 |
1,729.4 |
|
S4 |
1,625.0 |
1,643.0 |
1,718.5 |
|
|
Weekly Pivots for week ending 03-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,883.0 |
1,858.7 |
1,766.2 |
|
R3 |
1,835.9 |
1,811.6 |
1,753.3 |
|
R2 |
1,788.8 |
1,788.8 |
1,748.9 |
|
R1 |
1,764.5 |
1,764.5 |
1,744.6 |
1,776.7 |
PP |
1,741.7 |
1,741.7 |
1,741.7 |
1,747.7 |
S1 |
1,717.4 |
1,717.4 |
1,736.0 |
1,729.6 |
S2 |
1,694.6 |
1,694.6 |
1,731.7 |
|
S3 |
1,647.5 |
1,670.3 |
1,727.3 |
|
S4 |
1,600.4 |
1,623.2 |
1,714.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,765.9 |
1,718.8 |
47.1 |
2.7% |
25.3 |
1.5% |
46% |
True |
False |
139,992 |
10 |
1,765.9 |
1,652.2 |
113.7 |
6.5% |
28.2 |
1.6% |
77% |
True |
False |
97,360 |
20 |
1,765.9 |
1,609.0 |
156.9 |
9.0% |
25.6 |
1.5% |
84% |
True |
False |
58,591 |
40 |
1,765.9 |
1,526.2 |
239.7 |
13.8% |
29.9 |
1.7% |
89% |
True |
False |
31,682 |
60 |
1,808.0 |
1,526.2 |
281.8 |
16.2% |
30.4 |
1.7% |
76% |
False |
False |
22,426 |
80 |
1,808.0 |
1,526.2 |
281.8 |
16.2% |
30.2 |
1.7% |
76% |
False |
False |
17,097 |
100 |
1,851.7 |
1,526.2 |
325.5 |
18.7% |
34.5 |
2.0% |
66% |
False |
False |
13,816 |
120 |
1,925.0 |
1,526.2 |
398.8 |
22.9% |
37.2 |
2.1% |
54% |
False |
False |
11,591 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,934.6 |
2.618 |
1,869.8 |
1.618 |
1,830.1 |
1.000 |
1,805.6 |
0.618 |
1,790.4 |
HIGH |
1,765.9 |
0.618 |
1,750.7 |
0.500 |
1,746.1 |
0.382 |
1,741.4 |
LOW |
1,726.2 |
0.618 |
1,701.7 |
1.000 |
1,686.5 |
1.618 |
1,662.0 |
2.618 |
1,622.3 |
4.250 |
1,557.5 |
|
|
Fisher Pivots for day following 03-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
1,746.1 |
1,746.1 |
PP |
1,744.1 |
1,744.1 |
S1 |
1,742.2 |
1,742.2 |
|