Trading Metrics calculated at close of trading on 07-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2012 |
07-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
1,330.50 |
1,334.50 |
4.00 |
0.3% |
1,307.75 |
High |
1,334.50 |
1,340.00 |
5.50 |
0.4% |
1,336.25 |
Low |
1,324.50 |
1,327.00 |
2.50 |
0.2% |
1,291.25 |
Close |
1,333.50 |
1,339.00 |
5.50 |
0.4% |
1,333.50 |
Range |
10.00 |
13.00 |
3.00 |
30.0% |
45.00 |
ATR |
15.92 |
15.72 |
-0.21 |
-1.3% |
0.00 |
Volume |
4,114 |
777 |
-3,337 |
-81.1% |
20,087 |
|
Daily Pivots for day following 07-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,374.25 |
1,369.75 |
1,346.25 |
|
R3 |
1,361.25 |
1,356.75 |
1,342.50 |
|
R2 |
1,348.25 |
1,348.25 |
1,341.50 |
|
R1 |
1,343.75 |
1,343.75 |
1,340.25 |
1,346.00 |
PP |
1,335.25 |
1,335.25 |
1,335.25 |
1,336.50 |
S1 |
1,330.75 |
1,330.75 |
1,337.75 |
1,333.00 |
S2 |
1,322.25 |
1,322.25 |
1,336.50 |
|
S3 |
1,309.25 |
1,317.75 |
1,335.50 |
|
S4 |
1,296.25 |
1,304.75 |
1,331.75 |
|
|
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 |
1,340.00 |
1,299.00 |
41.00 |
3.1% |
14.75 |
1.1% |
98% |
True |
False |
3,321 |
10 |
1,340.00 |
1,291.25 |
48.75 |
3.6% |
16.00 |
1.2% |
98% |
True |
False |
5,082 |
20 |
1,340.00 |
1,267.50 |
72.50 |
5.4% |
15.00 |
1.1% |
99% |
True |
False |
3,516 |
40 |
1,340.00 |
1,190.00 |
150.00 |
11.2% |
16.75 |
1.2% |
99% |
True |
False |
2,231 |
60 |
1,340.00 |
1,140.25 |
199.75 |
14.9% |
17.25 |
1.3% |
99% |
True |
False |
1,540 |
80 |
1,340.00 |
1,140.25 |
199.75 |
14.9% |
18.50 |
1.4% |
99% |
True |
False |
1,173 |
100 |
1,340.00 |
1,057.50 |
282.50 |
21.1% |
20.75 |
1.6% |
100% |
True |
False |
942 |
120 |
1,340.00 |
1,057.50 |
282.50 |
21.1% |
19.50 |
1.5% |
100% |
True |
False |
787 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,395.25 |
2.618 |
1,374.00 |
1.618 |
1,361.00 |
1.000 |
1,353.00 |
0.618 |
1,348.00 |
HIGH |
1,340.00 |
0.618 |
1,335.00 |
0.500 |
1,333.50 |
0.382 |
1,332.00 |
LOW |
1,327.00 |
0.618 |
1,319.00 |
1.000 |
1,314.00 |
1.618 |
1,306.00 |
2.618 |
1,293.00 |
4.250 |
1,271.75 |
|
|
Fisher Pivots for day following 07-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
1,337.25 |
1,335.25 |
PP |
1,335.25 |
1,331.50 |
S1 |
1,333.50 |
1,328.00 |
|