Trading Metrics calculated at close of trading on 01-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2012 |
01-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
1,738.1 |
1,743.6 |
5.5 |
0.3% |
1,670.3 |
High |
1,753.1 |
1,756.4 |
3.3 |
0.2% |
1,745.0 |
Low |
1,730.0 |
1,740.6 |
10.6 |
0.6% |
1,656.5 |
Close |
1,743.3 |
1,752.3 |
9.0 |
0.5% |
1,738.4 |
Range |
23.1 |
15.8 |
-7.3 |
-31.6% |
88.5 |
ATR |
27.5 |
26.7 |
-0.8 |
-3.0% |
0.0 |
Volume |
3,204 |
5,584 |
2,380 |
74.3% |
30,476 |
|
Daily Pivots for day following 01-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,797.2 |
1,790.5 |
1,761.0 |
|
R3 |
1,781.4 |
1,774.7 |
1,756.6 |
|
R2 |
1,765.6 |
1,765.6 |
1,755.2 |
|
R1 |
1,758.9 |
1,758.9 |
1,753.7 |
1,762.3 |
PP |
1,749.8 |
1,749.8 |
1,749.8 |
1,751.4 |
S1 |
1,743.1 |
1,743.1 |
1,750.9 |
1,746.5 |
S2 |
1,734.0 |
1,734.0 |
1,749.4 |
|
S3 |
1,718.2 |
1,727.3 |
1,748.0 |
|
S4 |
1,702.4 |
1,711.5 |
1,743.6 |
|
|
Weekly Pivots for week ending 27-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,978.8 |
1,947.1 |
1,787.1 |
|
R3 |
1,890.3 |
1,858.6 |
1,762.7 |
|
R2 |
1,801.8 |
1,801.8 |
1,754.6 |
|
R1 |
1,770.1 |
1,770.1 |
1,746.5 |
1,786.0 |
PP |
1,713.3 |
1,713.3 |
1,713.3 |
1,721.2 |
S1 |
1,681.6 |
1,681.6 |
1,730.3 |
1,697.5 |
S2 |
1,624.8 |
1,624.8 |
1,722.2 |
|
S3 |
1,536.3 |
1,593.1 |
1,714.1 |
|
S4 |
1,447.8 |
1,504.6 |
1,689.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,756.4 |
1,711.0 |
45.4 |
2.6% |
21.8 |
1.2% |
91% |
True |
False |
8,201 |
10 |
1,756.4 |
1,651.4 |
105.0 |
6.0% |
24.6 |
1.4% |
96% |
True |
False |
7,017 |
20 |
1,756.4 |
1,599.5 |
156.9 |
9.0% |
23.7 |
1.4% |
97% |
True |
False |
6,541 |
40 |
1,764.2 |
1,528.6 |
235.6 |
13.4% |
28.0 |
1.6% |
95% |
False |
False |
4,225 |
60 |
1,808.5 |
1,528.6 |
279.9 |
16.0% |
28.6 |
1.6% |
80% |
False |
False |
3,326 |
80 |
1,808.5 |
1,528.6 |
279.9 |
16.0% |
28.9 |
1.7% |
80% |
False |
False |
2,654 |
100 |
1,890.9 |
1,528.6 |
362.3 |
20.7% |
33.0 |
1.9% |
62% |
False |
False |
2,200 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,823.6 |
2.618 |
1,797.8 |
1.618 |
1,782.0 |
1.000 |
1,772.2 |
0.618 |
1,766.2 |
HIGH |
1,756.4 |
0.618 |
1,750.4 |
0.500 |
1,748.5 |
0.382 |
1,746.6 |
LOW |
1,740.6 |
0.618 |
1,730.8 |
1.000 |
1,724.8 |
1.618 |
1,715.0 |
2.618 |
1,699.2 |
4.250 |
1,673.5 |
|
|
Fisher Pivots for day following 01-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
1,751.0 |
1,748.0 |
PP |
1,749.8 |
1,743.6 |
S1 |
1,748.5 |
1,739.3 |
|