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 |
1,338.50 |
1,339.75 |
1.25 |
0.1% |
1,307.75 |
High |
1,342.25 |
1,347.00 |
4.75 |
0.4% |
1,336.25 |
Low |
1,333.75 |
1,335.25 |
1.50 |
0.1% |
1,291.25 |
Close |
1,341.25 |
1,342.50 |
1.25 |
0.1% |
1,333.50 |
Range |
8.50 |
11.75 |
3.25 |
38.2% |
45.00 |
ATR |
15.20 |
14.95 |
-0.25 |
-1.6% |
0.00 |
Volume |
3,999 |
5,701 |
1,702 |
42.6% |
20,087 |
|
Daily Pivots for day following 09-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,376.75 |
1,371.50 |
1,349.00 |
|
R3 |
1,365.00 |
1,359.75 |
1,345.75 |
|
R2 |
1,353.25 |
1,353.25 |
1,344.75 |
|
R1 |
1,348.00 |
1,348.00 |
1,343.50 |
1,350.50 |
PP |
1,341.50 |
1,341.50 |
1,341.50 |
1,343.00 |
S1 |
1,336.25 |
1,336.25 |
1,341.50 |
1,339.00 |
S2 |
1,329.75 |
1,329.75 |
1,340.25 |
|
S3 |
1,318.00 |
1,324.50 |
1,339.25 |
|
S4 |
1,306.25 |
1,312.75 |
1,336.00 |
|
|
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 |
1,347.00 |
1,315.75 |
31.25 |
2.3% |
12.75 |
0.9% |
86% |
True |
False |
3,007 |
10 |
1,347.00 |
1,291.25 |
55.75 |
4.2% |
13.75 |
1.0% |
92% |
True |
False |
4,675 |
20 |
1,347.00 |
1,267.50 |
79.50 |
5.9% |
14.75 |
1.1% |
94% |
True |
False |
3,877 |
40 |
1,347.00 |
1,190.00 |
157.00 |
11.7% |
15.75 |
1.2% |
97% |
True |
False |
2,469 |
60 |
1,347.00 |
1,140.25 |
206.75 |
15.4% |
16.75 |
1.2% |
98% |
True |
False |
1,699 |
80 |
1,347.00 |
1,140.25 |
206.75 |
15.4% |
18.00 |
1.3% |
98% |
True |
False |
1,293 |
100 |
1,347.00 |
1,057.50 |
289.50 |
21.6% |
20.50 |
1.5% |
98% |
True |
False |
1,038 |
120 |
1,347.00 |
1,057.50 |
289.50 |
21.6% |
19.75 |
1.5% |
98% |
True |
False |
867 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,397.00 |
2.618 |
1,377.75 |
1.618 |
1,366.00 |
1.000 |
1,358.75 |
0.618 |
1,354.25 |
HIGH |
1,347.00 |
0.618 |
1,342.50 |
0.500 |
1,341.00 |
0.382 |
1,339.75 |
LOW |
1,335.25 |
0.618 |
1,328.00 |
1.000 |
1,323.50 |
1.618 |
1,316.25 |
2.618 |
1,304.50 |
4.250 |
1,285.25 |
|
|
Fisher Pivots for day following 09-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
1,342.00 |
1,340.75 |
PP |
1,341.50 |
1,338.75 |
S1 |
1,341.00 |
1,337.00 |
|