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 |
6,777.0 |
6,806.0 |
29.0 |
0.4% |
6,497.0 |
High |
6,803.5 |
6,845.5 |
42.0 |
0.6% |
6,806.5 |
Low |
6,705.0 |
6,759.5 |
54.5 |
0.8% |
6,439.0 |
Close |
6,772.5 |
6,762.0 |
-10.5 |
-0.2% |
6,781.5 |
Range |
98.5 |
86.0 |
-12.5 |
-12.7% |
367.5 |
ATR |
108.1 |
106.5 |
-1.6 |
-1.5% |
0.0 |
Volume |
264 |
518 |
254 |
96.2% |
2,160 |
|
Daily Pivots for day following 08-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,047.0 |
6,990.5 |
6,809.3 |
|
R3 |
6,961.0 |
6,904.5 |
6,785.7 |
|
R2 |
6,875.0 |
6,875.0 |
6,777.8 |
|
R1 |
6,818.5 |
6,818.5 |
6,769.9 |
6,803.8 |
PP |
6,789.0 |
6,789.0 |
6,789.0 |
6,781.6 |
S1 |
6,732.5 |
6,732.5 |
6,754.1 |
6,717.8 |
S2 |
6,703.0 |
6,703.0 |
6,746.2 |
|
S3 |
6,617.0 |
6,646.5 |
6,738.4 |
|
S4 |
6,531.0 |
6,560.5 |
6,714.7 |
|
|
Weekly Pivots for week ending 03-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,778.2 |
7,647.3 |
6,983.6 |
|
R3 |
7,410.7 |
7,279.8 |
6,882.6 |
|
R2 |
7,043.2 |
7,043.2 |
6,848.9 |
|
R1 |
6,912.3 |
6,912.3 |
6,815.2 |
6,977.8 |
PP |
6,675.7 |
6,675.7 |
6,675.7 |
6,708.4 |
S1 |
6,544.8 |
6,544.8 |
6,747.8 |
6,610.3 |
S2 |
6,308.2 |
6,308.2 |
6,714.1 |
|
S3 |
5,940.7 |
6,177.3 |
6,680.4 |
|
S4 |
5,573.2 |
5,809.8 |
6,579.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,845.5 |
6,627.0 |
218.5 |
3.2% |
89.9 |
1.3% |
62% |
True |
False |
314 |
10 |
6,845.5 |
6,439.0 |
406.5 |
6.0% |
96.5 |
1.4% |
79% |
True |
False |
406 |
20 |
6,845.5 |
6,096.5 |
749.0 |
11.1% |
96.6 |
1.4% |
89% |
True |
False |
360 |
40 |
6,845.5 |
5,641.5 |
1,204.0 |
17.8% |
104.3 |
1.5% |
93% |
True |
False |
1,089 |
60 |
6,845.5 |
5,409.0 |
1,436.5 |
21.2% |
120.5 |
1.8% |
94% |
True |
False |
1,004 |
80 |
6,845.5 |
5,409.0 |
1,436.5 |
21.2% |
134.3 |
2.0% |
94% |
True |
False |
791 |
100 |
6,845.5 |
5,049.0 |
1,796.5 |
26.6% |
134.6 |
2.0% |
95% |
True |
False |
645 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,211.0 |
2.618 |
7,070.6 |
1.618 |
6,984.6 |
1.000 |
6,931.5 |
0.618 |
6,898.6 |
HIGH |
6,845.5 |
0.618 |
6,812.6 |
0.500 |
6,802.5 |
0.382 |
6,792.4 |
LOW |
6,759.5 |
0.618 |
6,706.4 |
1.000 |
6,673.5 |
1.618 |
6,620.4 |
2.618 |
6,534.4 |
4.250 |
6,394.0 |
|
|
Fisher Pivots for day following 08-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
6,802.5 |
6,775.3 |
PP |
6,789.0 |
6,770.8 |
S1 |
6,775.5 |
6,766.4 |
|