Trading Metrics calculated at close of trading on 10-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2012 |
10-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
1,734.4 |
1,731.1 |
-3.3 |
-0.2% |
1,731.0 |
High |
1,755.5 |
1,737.2 |
-18.3 |
-1.0% |
1,755.5 |
Low |
1,728.1 |
1,706.4 |
-21.7 |
-1.3% |
1,706.4 |
Close |
1,741.2 |
1,725.3 |
-15.9 |
-0.9% |
1,725.3 |
Range |
27.4 |
30.8 |
3.4 |
12.4% |
49.1 |
ATR |
29.0 |
29.4 |
0.4 |
1.4% |
0.0 |
Volume |
152,126 |
167,159 |
15,033 |
9.9% |
741,826 |
|
Daily Pivots for day following 10-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,815.4 |
1,801.1 |
1,742.2 |
|
R3 |
1,784.6 |
1,770.3 |
1,733.8 |
|
R2 |
1,753.8 |
1,753.8 |
1,730.9 |
|
R1 |
1,739.5 |
1,739.5 |
1,728.1 |
1,731.3 |
PP |
1,723.0 |
1,723.0 |
1,723.0 |
1,718.8 |
S1 |
1,708.7 |
1,708.7 |
1,722.5 |
1,700.5 |
S2 |
1,692.2 |
1,692.2 |
1,719.7 |
|
S3 |
1,661.4 |
1,677.9 |
1,716.8 |
|
S4 |
1,630.6 |
1,647.1 |
1,708.4 |
|
|
Weekly Pivots for week ending 10-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,876.4 |
1,849.9 |
1,752.3 |
|
R3 |
1,827.3 |
1,800.8 |
1,738.8 |
|
R2 |
1,778.2 |
1,778.2 |
1,734.3 |
|
R1 |
1,751.7 |
1,751.7 |
1,729.8 |
1,740.4 |
PP |
1,729.1 |
1,729.1 |
1,729.1 |
1,723.4 |
S1 |
1,702.6 |
1,702.6 |
1,720.8 |
1,691.3 |
S2 |
1,680.0 |
1,680.0 |
1,716.3 |
|
S3 |
1,630.9 |
1,653.5 |
1,711.8 |
|
S4 |
1,581.8 |
1,604.4 |
1,698.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,755.5 |
1,706.4 |
49.1 |
2.8% |
30.8 |
1.8% |
38% |
False |
True |
148,365 |
10 |
1,765.9 |
1,706.4 |
59.5 |
3.4% |
28.1 |
1.6% |
32% |
False |
True |
144,178 |
20 |
1,765.9 |
1,628.7 |
137.2 |
8.0% |
27.9 |
1.6% |
70% |
False |
False |
91,981 |
40 |
1,765.9 |
1,526.2 |
239.7 |
13.9% |
28.5 |
1.7% |
83% |
False |
False |
49,684 |
60 |
1,791.5 |
1,526.2 |
265.3 |
15.4% |
30.4 |
1.8% |
75% |
False |
False |
34,454 |
80 |
1,808.0 |
1,526.2 |
281.8 |
16.3% |
30.6 |
1.8% |
71% |
False |
False |
26,289 |
100 |
1,818.8 |
1,526.2 |
292.6 |
17.0% |
33.6 |
1.9% |
68% |
False |
False |
21,197 |
120 |
1,925.0 |
1,526.2 |
398.8 |
23.1% |
37.2 |
2.2% |
50% |
False |
False |
17,764 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,868.1 |
2.618 |
1,817.8 |
1.618 |
1,787.0 |
1.000 |
1,768.0 |
0.618 |
1,756.2 |
HIGH |
1,737.2 |
0.618 |
1,725.4 |
0.500 |
1,721.8 |
0.382 |
1,718.2 |
LOW |
1,706.4 |
0.618 |
1,687.4 |
1.000 |
1,675.6 |
1.618 |
1,656.6 |
2.618 |
1,625.8 |
4.250 |
1,575.5 |
|
|
Fisher Pivots for day following 10-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
1,724.1 |
1,731.0 |
PP |
1,723.0 |
1,729.1 |
S1 |
1,721.8 |
1,727.2 |
|