Trading Metrics calculated at close of trading on 10-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2012 |
10-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
1,736.5 |
1,733.9 |
-2.6 |
-0.1% |
1,735.0 |
High |
1,757.2 |
1,738.6 |
-18.6 |
-1.1% |
1,757.2 |
Low |
1,730.9 |
1,709.3 |
-21.6 |
-1.2% |
1,709.3 |
Close |
1,744.0 |
1,728.1 |
-15.9 |
-0.9% |
1,728.1 |
Range |
26.3 |
29.3 |
3.0 |
11.4% |
47.9 |
ATR |
27.5 |
28.0 |
0.5 |
1.9% |
0.0 |
Volume |
4,733 |
3,911 |
-822 |
-17.4% |
22,127 |
|
Daily Pivots for day following 10-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,813.2 |
1,800.0 |
1,744.2 |
|
R3 |
1,783.9 |
1,770.7 |
1,736.2 |
|
R2 |
1,754.6 |
1,754.6 |
1,733.5 |
|
R1 |
1,741.4 |
1,741.4 |
1,730.8 |
1,733.4 |
PP |
1,725.3 |
1,725.3 |
1,725.3 |
1,721.3 |
S1 |
1,712.1 |
1,712.1 |
1,725.4 |
1,704.1 |
S2 |
1,696.0 |
1,696.0 |
1,722.7 |
|
S3 |
1,666.7 |
1,682.8 |
1,720.0 |
|
S4 |
1,637.4 |
1,653.5 |
1,712.0 |
|
|
Weekly Pivots for week ending 10-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,875.2 |
1,849.6 |
1,754.4 |
|
R3 |
1,827.3 |
1,801.7 |
1,741.3 |
|
R2 |
1,779.4 |
1,779.4 |
1,736.9 |
|
R1 |
1,753.8 |
1,753.8 |
1,732.5 |
1,742.7 |
PP |
1,731.5 |
1,731.5 |
1,731.5 |
1,726.0 |
S1 |
1,705.9 |
1,705.9 |
1,723.7 |
1,694.8 |
S2 |
1,683.6 |
1,683.6 |
1,719.3 |
|
S3 |
1,635.7 |
1,658.0 |
1,714.9 |
|
S4 |
1,587.8 |
1,610.1 |
1,701.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,757.2 |
1,709.3 |
47.9 |
2.8% |
28.8 |
1.7% |
39% |
False |
True |
4,425 |
10 |
1,768.4 |
1,709.3 |
59.1 |
3.4% |
26.1 |
1.5% |
32% |
False |
True |
5,111 |
20 |
1,768.4 |
1,632.3 |
136.1 |
7.9% |
26.0 |
1.5% |
70% |
False |
False |
5,977 |
40 |
1,768.4 |
1,528.6 |
239.8 |
13.9% |
26.6 |
1.5% |
83% |
False |
False |
4,504 |
60 |
1,791.9 |
1,528.6 |
263.3 |
15.2% |
28.7 |
1.7% |
76% |
False |
False |
3,706 |
80 |
1,808.5 |
1,528.6 |
279.9 |
16.2% |
29.3 |
1.7% |
71% |
False |
False |
2,967 |
100 |
1,820.0 |
1,528.6 |
291.4 |
16.9% |
32.0 |
1.9% |
68% |
False |
False |
2,451 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,863.1 |
2.618 |
1,815.3 |
1.618 |
1,786.0 |
1.000 |
1,767.9 |
0.618 |
1,756.7 |
HIGH |
1,738.6 |
0.618 |
1,727.4 |
0.500 |
1,724.0 |
0.382 |
1,720.5 |
LOW |
1,709.3 |
0.618 |
1,691.2 |
1.000 |
1,680.0 |
1.618 |
1,661.9 |
2.618 |
1,632.6 |
4.250 |
1,584.8 |
|
|
Fisher Pivots for day following 10-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
1,726.7 |
1,733.3 |
PP |
1,725.3 |
1,731.5 |
S1 |
1,724.0 |
1,729.8 |
|