Trading Metrics calculated at close of trading on 06-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2012 |
06-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
1,761.7 |
1,731.0 |
-30.7 |
-1.7% |
1,739.6 |
High |
1,765.9 |
1,740.9 |
-25.0 |
-1.4% |
1,765.9 |
Low |
1,726.2 |
1,714.0 |
-12.2 |
-0.7% |
1,718.8 |
Close |
1,740.3 |
1,724.9 |
-15.4 |
-0.9% |
1,740.3 |
Range |
39.7 |
26.9 |
-12.8 |
-32.2% |
47.1 |
ATR |
28.4 |
28.3 |
-0.1 |
-0.4% |
0.0 |
Volume |
181,483 |
128,501 |
-52,982 |
-29.2% |
699,961 |
|
Daily Pivots for day following 06-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,807.3 |
1,793.0 |
1,739.7 |
|
R3 |
1,780.4 |
1,766.1 |
1,732.3 |
|
R2 |
1,753.5 |
1,753.5 |
1,729.8 |
|
R1 |
1,739.2 |
1,739.2 |
1,727.4 |
1,732.9 |
PP |
1,726.6 |
1,726.6 |
1,726.6 |
1,723.5 |
S1 |
1,712.3 |
1,712.3 |
1,722.4 |
1,706.0 |
S2 |
1,699.7 |
1,699.7 |
1,720.0 |
|
S3 |
1,672.8 |
1,685.4 |
1,717.5 |
|
S4 |
1,645.9 |
1,658.5 |
1,710.1 |
|
|
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 |
1,714.0 |
51.9 |
3.0% |
25.9 |
1.5% |
21% |
False |
True |
140,735 |
10 |
1,765.9 |
1,652.2 |
113.7 |
6.6% |
29.1 |
1.7% |
64% |
False |
False |
108,482 |
20 |
1,765.9 |
1,609.0 |
156.9 |
9.1% |
25.9 |
1.5% |
74% |
False |
False |
64,563 |
40 |
1,765.9 |
1,526.2 |
239.7 |
13.9% |
30.0 |
1.7% |
83% |
False |
False |
34,779 |
60 |
1,803.9 |
1,526.2 |
277.7 |
16.1% |
30.4 |
1.8% |
72% |
False |
False |
24,505 |
80 |
1,808.0 |
1,526.2 |
281.8 |
16.3% |
30.2 |
1.8% |
71% |
False |
False |
18,685 |
100 |
1,850.2 |
1,526.2 |
324.0 |
18.8% |
34.2 |
2.0% |
61% |
False |
False |
15,094 |
120 |
1,925.0 |
1,526.2 |
398.8 |
23.1% |
37.2 |
2.2% |
50% |
False |
False |
12,660 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,855.2 |
2.618 |
1,811.3 |
1.618 |
1,784.4 |
1.000 |
1,767.8 |
0.618 |
1,757.5 |
HIGH |
1,740.9 |
0.618 |
1,730.6 |
0.500 |
1,727.5 |
0.382 |
1,724.3 |
LOW |
1,714.0 |
0.618 |
1,697.4 |
1.000 |
1,687.1 |
1.618 |
1,670.5 |
2.618 |
1,643.6 |
4.250 |
1,599.7 |
|
|
Fisher Pivots for day following 06-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
1,727.5 |
1,740.0 |
PP |
1,726.6 |
1,734.9 |
S1 |
1,725.8 |
1,729.9 |
|