Trading Metrics calculated at close of trading on 03-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2012 |
03-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
1,315.25 |
1,317.00 |
1.75 |
0.1% |
1,307.75 |
High |
1,320.00 |
1,336.25 |
16.25 |
1.2% |
1,336.25 |
Low |
1,312.00 |
1,315.75 |
3.75 |
0.3% |
1,291.25 |
Close |
1,317.00 |
1,333.50 |
16.50 |
1.3% |
1,333.50 |
Range |
8.00 |
20.50 |
12.50 |
156.3% |
45.00 |
ATR |
16.06 |
16.38 |
0.32 |
2.0% |
0.00 |
Volume |
1,042 |
445 |
-597 |
-57.3% |
20,087 |
|
Daily Pivots for day following 03-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,390.00 |
1,382.25 |
1,344.75 |
|
R3 |
1,369.50 |
1,361.75 |
1,339.25 |
|
R2 |
1,349.00 |
1,349.00 |
1,337.25 |
|
R1 |
1,341.25 |
1,341.25 |
1,335.50 |
1,345.00 |
PP |
1,328.50 |
1,328.50 |
1,328.50 |
1,330.50 |
S1 |
1,320.75 |
1,320.75 |
1,331.50 |
1,324.50 |
S2 |
1,308.00 |
1,308.00 |
1,329.75 |
|
S3 |
1,287.50 |
1,300.25 |
1,327.75 |
|
S4 |
1,267.00 |
1,279.75 |
1,322.25 |
|
|
Weekly Pivots for week ending 03-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,455.25 |
1,439.50 |
1,358.25 |
|
R3 |
1,410.25 |
1,394.50 |
1,346.00 |
|
R2 |
1,365.25 |
1,365.25 |
1,341.75 |
|
R1 |
1,349.50 |
1,349.50 |
1,337.50 |
1,357.50 |
PP |
1,320.25 |
1,320.25 |
1,320.25 |
1,324.25 |
S1 |
1,304.50 |
1,304.50 |
1,329.50 |
1,312.50 |
S2 |
1,275.25 |
1,275.25 |
1,325.25 |
|
S3 |
1,230.25 |
1,259.50 |
1,321.00 |
|
S4 |
1,185.25 |
1,214.50 |
1,308.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,336.25 |
1,291.25 |
45.00 |
3.4% |
16.50 |
1.2% |
94% |
True |
False |
4,017 |
10 |
1,336.25 |
1,291.25 |
45.00 |
3.4% |
15.75 |
1.2% |
94% |
True |
False |
5,168 |
20 |
1,336.25 |
1,262.25 |
74.00 |
5.5% |
15.00 |
1.1% |
96% |
True |
False |
3,380 |
40 |
1,336.25 |
1,190.00 |
146.25 |
11.0% |
17.25 |
1.3% |
98% |
True |
False |
2,113 |
60 |
1,336.25 |
1,140.25 |
196.00 |
14.7% |
17.00 |
1.3% |
99% |
True |
False |
1,476 |
80 |
1,336.25 |
1,140.25 |
196.00 |
14.7% |
18.75 |
1.4% |
99% |
True |
False |
1,112 |
100 |
1,336.25 |
1,057.50 |
278.75 |
20.9% |
21.25 |
1.6% |
99% |
True |
False |
893 |
120 |
1,336.25 |
1,057.50 |
278.75 |
20.9% |
19.25 |
1.4% |
99% |
True |
False |
746 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,423.50 |
2.618 |
1,390.00 |
1.618 |
1,369.50 |
1.000 |
1,356.75 |
0.618 |
1,349.00 |
HIGH |
1,336.25 |
0.618 |
1,328.50 |
0.500 |
1,326.00 |
0.382 |
1,323.50 |
LOW |
1,315.75 |
0.618 |
1,303.00 |
1.000 |
1,295.25 |
1.618 |
1,282.50 |
2.618 |
1,262.00 |
4.250 |
1,228.50 |
|
|
Fisher Pivots for day following 03-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
1,331.00 |
1,328.25 |
PP |
1,328.50 |
1,323.00 |
S1 |
1,326.00 |
1,317.50 |
|