Trading Metrics calculated at close of trading on 03-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2012 |
03-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
1,750.5 |
1,762.3 |
11.8 |
0.7% |
1,742.9 |
High |
1,766.4 |
1,768.4 |
2.0 |
0.1% |
1,768.4 |
Low |
1,747.4 |
1,729.5 |
-17.9 |
-1.0% |
1,722.1 |
Close |
1,762.1 |
1,743.0 |
-19.1 |
-1.1% |
1,743.0 |
Range |
19.0 |
38.9 |
19.9 |
104.7% |
46.3 |
ATR |
26.1 |
27.0 |
0.9 |
3.5% |
0.0 |
Volume |
2,122 |
3,130 |
1,008 |
47.5% |
28,990 |
|
Daily Pivots for day following 03-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,863.7 |
1,842.2 |
1,764.4 |
|
R3 |
1,824.8 |
1,803.3 |
1,753.7 |
|
R2 |
1,785.9 |
1,785.9 |
1,750.1 |
|
R1 |
1,764.4 |
1,764.4 |
1,746.6 |
1,755.7 |
PP |
1,747.0 |
1,747.0 |
1,747.0 |
1,742.6 |
S1 |
1,725.5 |
1,725.5 |
1,739.4 |
1,716.8 |
S2 |
1,708.1 |
1,708.1 |
1,735.9 |
|
S3 |
1,669.2 |
1,686.6 |
1,732.3 |
|
S4 |
1,630.3 |
1,647.7 |
1,721.6 |
|
|
Weekly Pivots for week ending 03-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,883.4 |
1,859.5 |
1,768.5 |
|
R3 |
1,837.1 |
1,813.2 |
1,755.7 |
|
R2 |
1,790.8 |
1,790.8 |
1,751.5 |
|
R1 |
1,766.9 |
1,766.9 |
1,747.2 |
1,778.9 |
PP |
1,744.5 |
1,744.5 |
1,744.5 |
1,750.5 |
S1 |
1,720.6 |
1,720.6 |
1,738.8 |
1,732.6 |
S2 |
1,698.2 |
1,698.2 |
1,734.5 |
|
S3 |
1,651.9 |
1,674.3 |
1,730.3 |
|
S4 |
1,605.6 |
1,628.0 |
1,717.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,768.4 |
1,722.1 |
46.3 |
2.7% |
23.5 |
1.3% |
45% |
True |
False |
5,798 |
10 |
1,768.4 |
1,656.5 |
111.9 |
6.4% |
26.4 |
1.5% |
77% |
True |
False |
5,946 |
20 |
1,768.4 |
1,611.9 |
156.5 |
9.0% |
23.9 |
1.4% |
84% |
True |
False |
6,071 |
40 |
1,768.4 |
1,528.6 |
239.8 |
13.8% |
27.8 |
1.6% |
89% |
True |
False |
4,277 |
60 |
1,808.5 |
1,528.6 |
279.9 |
16.1% |
28.8 |
1.7% |
77% |
False |
False |
3,405 |
80 |
1,808.5 |
1,528.6 |
279.9 |
16.1% |
29.0 |
1.7% |
77% |
False |
False |
2,710 |
100 |
1,852.6 |
1,528.6 |
324.0 |
18.6% |
32.7 |
1.9% |
66% |
False |
False |
2,245 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,933.7 |
2.618 |
1,870.2 |
1.618 |
1,831.3 |
1.000 |
1,807.3 |
0.618 |
1,792.4 |
HIGH |
1,768.4 |
0.618 |
1,753.5 |
0.500 |
1,749.0 |
0.382 |
1,744.4 |
LOW |
1,729.5 |
0.618 |
1,705.5 |
1.000 |
1,690.6 |
1.618 |
1,666.6 |
2.618 |
1,627.7 |
4.250 |
1,564.2 |
|
|
Fisher Pivots for day following 03-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
1,749.0 |
1,749.0 |
PP |
1,747.0 |
1,747.0 |
S1 |
1,745.0 |
1,745.0 |
|