Trading Metrics calculated at close of trading on 08-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2012 |
08-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
1,722.5 |
1,747.7 |
25.2 |
1.5% |
1,739.6 |
High |
1,752.6 |
1,754.8 |
2.2 |
0.1% |
1,765.9 |
Low |
1,712.6 |
1,726.0 |
13.4 |
0.8% |
1,718.8 |
Close |
1,748.4 |
1,731.3 |
-17.1 |
-1.0% |
1,740.3 |
Range |
40.0 |
28.8 |
-11.2 |
-28.0% |
47.1 |
ATR |
29.2 |
29.1 |
0.0 |
-0.1% |
0.0 |
Volume |
155,011 |
139,029 |
-15,982 |
-10.3% |
699,961 |
|
Daily Pivots for day following 08-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,823.8 |
1,806.3 |
1,747.1 |
|
R3 |
1,795.0 |
1,777.5 |
1,739.2 |
|
R2 |
1,766.2 |
1,766.2 |
1,736.6 |
|
R1 |
1,748.7 |
1,748.7 |
1,733.9 |
1,743.1 |
PP |
1,737.4 |
1,737.4 |
1,737.4 |
1,734.5 |
S1 |
1,719.9 |
1,719.9 |
1,728.7 |
1,714.3 |
S2 |
1,708.6 |
1,708.6 |
1,726.0 |
|
S3 |
1,679.8 |
1,691.1 |
1,723.4 |
|
S4 |
1,651.0 |
1,662.3 |
1,715.5 |
|
|
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 |
1,712.6 |
53.3 |
3.1% |
31.2 |
1.8% |
35% |
False |
False |
147,332 |
10 |
1,765.9 |
1,706.0 |
59.9 |
3.5% |
27.7 |
1.6% |
42% |
False |
False |
130,435 |
20 |
1,765.9 |
1,628.7 |
137.2 |
7.9% |
26.8 |
1.5% |
75% |
False |
False |
77,877 |
40 |
1,765.9 |
1,526.2 |
239.7 |
13.8% |
29.9 |
1.7% |
86% |
False |
False |
41,890 |
60 |
1,799.8 |
1,526.2 |
273.6 |
15.8% |
30.4 |
1.8% |
75% |
False |
False |
29,235 |
80 |
1,808.0 |
1,526.2 |
281.8 |
16.3% |
30.4 |
1.8% |
73% |
False |
False |
22,321 |
100 |
1,831.7 |
1,526.2 |
305.5 |
17.6% |
34.1 |
2.0% |
67% |
False |
False |
18,023 |
120 |
1,925.0 |
1,526.2 |
398.8 |
23.0% |
37.5 |
2.2% |
51% |
False |
False |
15,107 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,877.2 |
2.618 |
1,830.2 |
1.618 |
1,801.4 |
1.000 |
1,783.6 |
0.618 |
1,772.6 |
HIGH |
1,754.8 |
0.618 |
1,743.8 |
0.500 |
1,740.4 |
0.382 |
1,737.0 |
LOW |
1,726.0 |
0.618 |
1,708.2 |
1.000 |
1,697.2 |
1.618 |
1,679.4 |
2.618 |
1,650.6 |
4.250 |
1,603.6 |
|
|
Fisher Pivots for day following 08-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
1,740.4 |
1,733.7 |
PP |
1,737.4 |
1,732.9 |
S1 |
1,734.3 |
1,732.1 |
|