Trading Metrics calculated at close of trading on 09-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2012 |
09-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
1,749.5 |
1,736.5 |
-13.0 |
-0.7% |
1,742.9 |
High |
1,756.3 |
1,757.2 |
0.9 |
0.1% |
1,768.4 |
Low |
1,730.4 |
1,730.9 |
0.5 |
0.0% |
1,722.1 |
Close |
1,734.0 |
1,744.0 |
10.0 |
0.6% |
1,743.0 |
Range |
25.9 |
26.3 |
0.4 |
1.5% |
46.3 |
ATR |
27.6 |
27.5 |
-0.1 |
-0.3% |
0.0 |
Volume |
6,973 |
4,733 |
-2,240 |
-32.1% |
28,990 |
|
Daily Pivots for day following 09-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,822.9 |
1,809.8 |
1,758.5 |
|
R3 |
1,796.6 |
1,783.5 |
1,751.2 |
|
R2 |
1,770.3 |
1,770.3 |
1,748.8 |
|
R1 |
1,757.2 |
1,757.2 |
1,746.4 |
1,763.8 |
PP |
1,744.0 |
1,744.0 |
1,744.0 |
1,747.3 |
S1 |
1,730.9 |
1,730.9 |
1,741.6 |
1,737.5 |
S2 |
1,717.7 |
1,717.7 |
1,739.2 |
|
S3 |
1,691.4 |
1,704.6 |
1,736.8 |
|
S4 |
1,665.1 |
1,678.3 |
1,729.5 |
|
|
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 |
2.9% |
30.7 |
1.8% |
53% |
False |
False |
4,269 |
10 |
1,768.4 |
1,717.0 |
51.4 |
2.9% |
25.6 |
1.5% |
53% |
False |
False |
5,806 |
20 |
1,768.4 |
1,632.3 |
136.1 |
7.8% |
25.6 |
1.5% |
82% |
False |
False |
6,016 |
40 |
1,768.4 |
1,528.6 |
239.8 |
13.8% |
27.0 |
1.5% |
90% |
False |
False |
4,523 |
60 |
1,802.3 |
1,528.6 |
273.7 |
15.7% |
28.5 |
1.6% |
79% |
False |
False |
3,653 |
80 |
1,808.5 |
1,528.6 |
279.9 |
16.0% |
29.3 |
1.7% |
77% |
False |
False |
2,919 |
100 |
1,835.0 |
1,528.6 |
306.4 |
17.6% |
32.3 |
1.8% |
70% |
False |
False |
2,414 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,869.0 |
2.618 |
1,826.1 |
1.618 |
1,799.8 |
1.000 |
1,783.5 |
0.618 |
1,773.5 |
HIGH |
1,757.2 |
0.618 |
1,747.2 |
0.500 |
1,744.1 |
0.382 |
1,740.9 |
LOW |
1,730.9 |
0.618 |
1,714.6 |
1.000 |
1,704.6 |
1.618 |
1,688.3 |
2.618 |
1,662.0 |
4.250 |
1,619.1 |
|
|
Fisher Pivots for day following 09-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
1,744.1 |
1,741.8 |
PP |
1,744.0 |
1,739.5 |
S1 |
1,744.0 |
1,737.3 |
|