Trading Metrics calculated at close of trading on 09-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2012 |
09-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
1,747.7 |
1,734.4 |
-13.3 |
-0.8% |
1,739.6 |
High |
1,754.8 |
1,755.5 |
0.7 |
0.0% |
1,765.9 |
Low |
1,726.0 |
1,728.1 |
2.1 |
0.1% |
1,718.8 |
Close |
1,731.3 |
1,741.2 |
9.9 |
0.6% |
1,740.3 |
Range |
28.8 |
27.4 |
-1.4 |
-4.9% |
47.1 |
ATR |
29.1 |
29.0 |
-0.1 |
-0.4% |
0.0 |
Volume |
139,029 |
152,126 |
13,097 |
9.4% |
699,961 |
|
Daily Pivots for day following 09-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,823.8 |
1,809.9 |
1,756.3 |
|
R3 |
1,796.4 |
1,782.5 |
1,748.7 |
|
R2 |
1,769.0 |
1,769.0 |
1,746.2 |
|
R1 |
1,755.1 |
1,755.1 |
1,743.7 |
1,762.1 |
PP |
1,741.6 |
1,741.6 |
1,741.6 |
1,745.1 |
S1 |
1,727.7 |
1,727.7 |
1,738.7 |
1,734.7 |
S2 |
1,714.2 |
1,714.2 |
1,736.2 |
|
S3 |
1,686.8 |
1,700.3 |
1,733.7 |
|
S4 |
1,659.4 |
1,672.9 |
1,726.1 |
|
|
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 |
1,712.6 |
53.3 |
3.1% |
32.6 |
1.9% |
54% |
False |
False |
151,230 |
10 |
1,765.9 |
1,712.6 |
53.3 |
3.1% |
27.6 |
1.6% |
54% |
False |
False |
138,711 |
20 |
1,765.9 |
1,628.7 |
137.2 |
7.9% |
27.4 |
1.6% |
82% |
False |
False |
84,329 |
40 |
1,765.9 |
1,526.2 |
239.7 |
13.8% |
29.2 |
1.7% |
90% |
False |
False |
45,605 |
60 |
1,799.8 |
1,526.2 |
273.6 |
15.7% |
30.2 |
1.7% |
79% |
False |
False |
31,702 |
80 |
1,808.0 |
1,526.2 |
281.8 |
16.2% |
30.6 |
1.8% |
76% |
False |
False |
24,206 |
100 |
1,831.7 |
1,526.2 |
305.5 |
17.5% |
33.8 |
1.9% |
70% |
False |
False |
19,534 |
120 |
1,925.0 |
1,526.2 |
398.8 |
22.9% |
37.4 |
2.1% |
54% |
False |
False |
16,373 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,872.0 |
2.618 |
1,827.2 |
1.618 |
1,799.8 |
1.000 |
1,782.9 |
0.618 |
1,772.4 |
HIGH |
1,755.5 |
0.618 |
1,745.0 |
0.500 |
1,741.8 |
0.382 |
1,738.6 |
LOW |
1,728.1 |
0.618 |
1,711.2 |
1.000 |
1,700.7 |
1.618 |
1,683.8 |
2.618 |
1,656.4 |
4.250 |
1,611.7 |
|
|
Fisher Pivots for day following 09-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
1,741.8 |
1,738.8 |
PP |
1,741.6 |
1,736.4 |
S1 |
1,741.4 |
1,734.1 |
|