Trading Metrics calculated at close of trading on 06-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2012 |
06-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
1,762.3 |
1,735.0 |
-27.3 |
-1.5% |
1,742.9 |
High |
1,768.4 |
1,742.0 |
-26.4 |
-1.5% |
1,768.4 |
Low |
1,729.5 |
1,717.0 |
-12.5 |
-0.7% |
1,722.1 |
Close |
1,743.0 |
1,727.6 |
-15.4 |
-0.9% |
1,743.0 |
Range |
38.9 |
25.0 |
-13.9 |
-35.7% |
46.3 |
ATR |
27.0 |
27.0 |
-0.1 |
-0.3% |
0.0 |
Volume |
3,130 |
3,162 |
32 |
1.0% |
28,990 |
|
Daily Pivots for day following 06-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,803.9 |
1,790.7 |
1,741.4 |
|
R3 |
1,778.9 |
1,765.7 |
1,734.5 |
|
R2 |
1,753.9 |
1,753.9 |
1,732.2 |
|
R1 |
1,740.7 |
1,740.7 |
1,729.9 |
1,734.8 |
PP |
1,728.9 |
1,728.9 |
1,728.9 |
1,725.9 |
S1 |
1,715.7 |
1,715.7 |
1,725.3 |
1,709.8 |
S2 |
1,703.9 |
1,703.9 |
1,723.0 |
|
S3 |
1,678.9 |
1,690.7 |
1,720.7 |
|
S4 |
1,653.9 |
1,665.7 |
1,713.9 |
|
|
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 |
1,717.0 |
51.4 |
3.0% |
24.4 |
1.4% |
21% |
False |
True |
3,440 |
10 |
1,768.4 |
1,656.5 |
111.9 |
6.5% |
27.1 |
1.6% |
64% |
False |
False |
5,827 |
20 |
1,768.4 |
1,611.9 |
156.5 |
9.1% |
24.1 |
1.4% |
74% |
False |
False |
5,924 |
40 |
1,768.4 |
1,528.6 |
239.8 |
13.9% |
27.9 |
1.6% |
83% |
False |
False |
4,305 |
60 |
1,802.5 |
1,528.6 |
273.9 |
15.9% |
28.8 |
1.7% |
73% |
False |
False |
3,446 |
80 |
1,808.5 |
1,528.6 |
279.9 |
16.2% |
29.0 |
1.7% |
71% |
False |
False |
2,749 |
100 |
1,852.6 |
1,528.6 |
324.0 |
18.8% |
32.5 |
1.9% |
61% |
False |
False |
2,274 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,848.3 |
2.618 |
1,807.5 |
1.618 |
1,782.5 |
1.000 |
1,767.0 |
0.618 |
1,757.5 |
HIGH |
1,742.0 |
0.618 |
1,732.5 |
0.500 |
1,729.5 |
0.382 |
1,726.6 |
LOW |
1,717.0 |
0.618 |
1,701.6 |
1.000 |
1,692.0 |
1.618 |
1,676.6 |
2.618 |
1,651.6 |
4.250 |
1,610.8 |
|
|
Fisher Pivots for day following 06-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
1,729.5 |
1,742.7 |
PP |
1,728.9 |
1,737.7 |
S1 |
1,728.2 |
1,732.6 |
|