Trading Metrics calculated at close of trading on 07-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2012 |
07-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
1,731.0 |
1,722.5 |
-8.5 |
-0.5% |
1,739.6 |
High |
1,740.9 |
1,752.6 |
11.7 |
0.7% |
1,765.9 |
Low |
1,714.0 |
1,712.6 |
-1.4 |
-0.1% |
1,718.8 |
Close |
1,724.9 |
1,748.4 |
23.5 |
1.4% |
1,740.3 |
Range |
26.9 |
40.0 |
13.1 |
48.7% |
47.1 |
ATR |
28.3 |
29.2 |
0.8 |
2.9% |
0.0 |
Volume |
128,501 |
155,011 |
26,510 |
20.6% |
699,961 |
|
Daily Pivots for day following 07-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,857.9 |
1,843.1 |
1,770.4 |
|
R3 |
1,817.9 |
1,803.1 |
1,759.4 |
|
R2 |
1,777.9 |
1,777.9 |
1,755.7 |
|
R1 |
1,763.1 |
1,763.1 |
1,752.1 |
1,770.5 |
PP |
1,737.9 |
1,737.9 |
1,737.9 |
1,741.6 |
S1 |
1,723.1 |
1,723.1 |
1,744.7 |
1,730.5 |
S2 |
1,697.9 |
1,697.9 |
1,741.1 |
|
S3 |
1,657.9 |
1,683.1 |
1,737.4 |
|
S4 |
1,617.9 |
1,643.1 |
1,726.4 |
|
|
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 |
1,712.6 |
53.3 |
3.0% |
29.2 |
1.7% |
67% |
False |
True |
142,522 |
10 |
1,765.9 |
1,652.2 |
113.7 |
6.5% |
31.2 |
1.8% |
85% |
False |
False |
120,866 |
20 |
1,765.9 |
1,612.7 |
153.2 |
8.8% |
27.0 |
1.5% |
89% |
False |
False |
71,917 |
40 |
1,765.9 |
1,526.2 |
239.7 |
13.7% |
29.7 |
1.7% |
93% |
False |
False |
38,583 |
60 |
1,799.8 |
1,526.2 |
273.6 |
15.6% |
30.5 |
1.7% |
81% |
False |
False |
26,964 |
80 |
1,808.0 |
1,526.2 |
281.8 |
16.1% |
30.4 |
1.7% |
79% |
False |
False |
20,601 |
100 |
1,831.7 |
1,526.2 |
305.5 |
17.5% |
34.3 |
2.0% |
73% |
False |
False |
16,637 |
120 |
1,925.0 |
1,526.2 |
398.8 |
22.8% |
37.3 |
2.1% |
56% |
False |
False |
13,950 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,922.6 |
2.618 |
1,857.3 |
1.618 |
1,817.3 |
1.000 |
1,792.6 |
0.618 |
1,777.3 |
HIGH |
1,752.6 |
0.618 |
1,737.3 |
0.500 |
1,732.6 |
0.382 |
1,727.9 |
LOW |
1,712.6 |
0.618 |
1,687.9 |
1.000 |
1,672.6 |
1.618 |
1,647.9 |
2.618 |
1,607.9 |
4.250 |
1,542.6 |
|
|
Fisher Pivots for day following 07-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
1,743.1 |
1,745.4 |
PP |
1,737.9 |
1,742.3 |
S1 |
1,732.6 |
1,739.3 |
|