Trading Metrics calculated at close of trading on 02-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2012 |
02-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
1,743.6 |
1,750.5 |
6.9 |
0.4% |
1,670.3 |
High |
1,756.4 |
1,766.4 |
10.0 |
0.6% |
1,745.0 |
Low |
1,740.6 |
1,747.4 |
6.8 |
0.4% |
1,656.5 |
Close |
1,752.3 |
1,762.1 |
9.8 |
0.6% |
1,738.4 |
Range |
15.8 |
19.0 |
3.2 |
20.3% |
88.5 |
ATR |
26.7 |
26.1 |
-0.5 |
-2.1% |
0.0 |
Volume |
5,584 |
2,122 |
-3,462 |
-62.0% |
30,476 |
|
Daily Pivots for day following 02-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,815.6 |
1,807.9 |
1,772.6 |
|
R3 |
1,796.6 |
1,788.9 |
1,767.3 |
|
R2 |
1,777.6 |
1,777.6 |
1,765.6 |
|
R1 |
1,769.9 |
1,769.9 |
1,763.8 |
1,773.8 |
PP |
1,758.6 |
1,758.6 |
1,758.6 |
1,760.6 |
S1 |
1,750.9 |
1,750.9 |
1,760.4 |
1,754.8 |
S2 |
1,739.6 |
1,739.6 |
1,758.6 |
|
S3 |
1,720.6 |
1,731.9 |
1,756.9 |
|
S4 |
1,701.6 |
1,712.9 |
1,751.7 |
|
|
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 |
1,766.4 |
1,721.0 |
45.4 |
2.6% |
20.5 |
1.2% |
91% |
True |
False |
7,344 |
10 |
1,766.4 |
1,651.4 |
115.0 |
6.5% |
24.6 |
1.4% |
96% |
True |
False |
6,622 |
20 |
1,766.4 |
1,604.3 |
162.1 |
9.2% |
23.4 |
1.3% |
97% |
True |
False |
6,211 |
40 |
1,766.4 |
1,528.6 |
237.8 |
13.5% |
27.6 |
1.6% |
98% |
True |
False |
4,216 |
60 |
1,808.5 |
1,528.6 |
279.9 |
15.9% |
28.8 |
1.6% |
83% |
False |
False |
3,355 |
80 |
1,808.5 |
1,528.6 |
279.9 |
15.9% |
28.8 |
1.6% |
83% |
False |
False |
2,673 |
100 |
1,859.3 |
1,528.6 |
330.7 |
18.8% |
32.8 |
1.9% |
71% |
False |
False |
2,217 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,847.2 |
2.618 |
1,816.1 |
1.618 |
1,797.1 |
1.000 |
1,785.4 |
0.618 |
1,778.1 |
HIGH |
1,766.4 |
0.618 |
1,759.1 |
0.500 |
1,756.9 |
0.382 |
1,754.7 |
LOW |
1,747.4 |
0.618 |
1,735.7 |
1.000 |
1,728.4 |
1.618 |
1,716.7 |
2.618 |
1,697.7 |
4.250 |
1,666.7 |
|
|
Fisher Pivots for day following 02-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
1,760.4 |
1,757.5 |
PP |
1,758.6 |
1,752.8 |
S1 |
1,756.9 |
1,748.2 |
|