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 |
1,339.75 |
1,341.00 |
1.25 |
0.1% |
1,330.50 |
High |
1,347.00 |
1,341.00 |
-6.00 |
-0.4% |
1,347.00 |
Low |
1,335.25 |
1,328.00 |
-7.25 |
-0.5% |
1,324.50 |
Close |
1,342.50 |
1,335.00 |
-7.50 |
-0.6% |
1,335.00 |
Range |
11.75 |
13.00 |
1.25 |
10.6% |
22.50 |
ATR |
14.95 |
14.92 |
-0.03 |
-0.2% |
0.00 |
Volume |
5,701 |
3,202 |
-2,499 |
-43.8% |
17,793 |
|
Daily Pivots for day following 10-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,373.75 |
1,367.25 |
1,342.25 |
|
R3 |
1,360.75 |
1,354.25 |
1,338.50 |
|
R2 |
1,347.75 |
1,347.75 |
1,337.50 |
|
R1 |
1,341.25 |
1,341.25 |
1,336.25 |
1,338.00 |
PP |
1,334.75 |
1,334.75 |
1,334.75 |
1,333.00 |
S1 |
1,328.25 |
1,328.25 |
1,333.75 |
1,325.00 |
S2 |
1,321.75 |
1,321.75 |
1,332.50 |
|
S3 |
1,308.75 |
1,315.25 |
1,331.50 |
|
S4 |
1,295.75 |
1,302.25 |
1,327.75 |
|
|
Weekly Pivots for week ending 10-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,403.00 |
1,391.50 |
1,347.50 |
|
R3 |
1,380.50 |
1,369.00 |
1,341.25 |
|
R2 |
1,358.00 |
1,358.00 |
1,339.00 |
|
R1 |
1,346.50 |
1,346.50 |
1,337.00 |
1,352.25 |
PP |
1,335.50 |
1,335.50 |
1,335.50 |
1,338.50 |
S1 |
1,324.00 |
1,324.00 |
1,333.00 |
1,329.75 |
S2 |
1,313.00 |
1,313.00 |
1,331.00 |
|
S3 |
1,290.50 |
1,301.50 |
1,328.75 |
|
S4 |
1,268.00 |
1,279.00 |
1,322.50 |
|
|
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 |
1,324.50 |
22.50 |
1.7% |
11.25 |
0.8% |
47% |
False |
False |
3,558 |
10 |
1,347.00 |
1,291.25 |
55.75 |
4.2% |
13.75 |
1.0% |
78% |
False |
False |
3,788 |
20 |
1,347.00 |
1,267.50 |
79.50 |
6.0% |
14.50 |
1.1% |
85% |
False |
False |
3,886 |
40 |
1,347.00 |
1,190.00 |
157.00 |
11.8% |
15.25 |
1.2% |
92% |
False |
False |
2,546 |
60 |
1,347.00 |
1,140.25 |
206.75 |
15.5% |
16.50 |
1.2% |
94% |
False |
False |
1,753 |
80 |
1,347.00 |
1,140.25 |
206.75 |
15.5% |
17.75 |
1.3% |
94% |
False |
False |
1,333 |
100 |
1,347.00 |
1,057.50 |
289.50 |
21.7% |
20.75 |
1.5% |
96% |
False |
False |
1,070 |
120 |
1,347.00 |
1,057.50 |
289.50 |
21.7% |
19.50 |
1.5% |
96% |
False |
False |
894 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,396.25 |
2.618 |
1,375.00 |
1.618 |
1,362.00 |
1.000 |
1,354.00 |
0.618 |
1,349.00 |
HIGH |
1,341.00 |
0.618 |
1,336.00 |
0.500 |
1,334.50 |
0.382 |
1,333.00 |
LOW |
1,328.00 |
0.618 |
1,320.00 |
1.000 |
1,315.00 |
1.618 |
1,307.00 |
2.618 |
1,294.00 |
4.250 |
1,272.75 |
|
|
Fisher Pivots for day following 10-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
1,334.75 |
1,337.50 |
PP |
1,334.75 |
1,336.75 |
S1 |
1,334.50 |
1,335.75 |
|