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 |
5,762.0 |
5,861.5 |
99.5 |
1.7% |
5,683.0 |
High |
5,878.5 |
5,862.5 |
-16.0 |
-0.3% |
5,878.5 |
Low |
5,741.0 |
5,819.5 |
78.5 |
1.4% |
5,609.5 |
Close |
5,877.0 |
5,853.5 |
-23.5 |
-0.4% |
5,877.0 |
Range |
137.5 |
43.0 |
-94.5 |
-68.7% |
269.0 |
ATR |
82.2 |
80.4 |
-1.8 |
-2.1% |
0.0 |
Volume |
105,043 |
74,484 |
-30,559 |
-29.1% |
386,841 |
|
Daily Pivots for day following 06-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,974.0 |
5,957.0 |
5,877.0 |
|
R3 |
5,931.0 |
5,914.0 |
5,865.5 |
|
R2 |
5,888.0 |
5,888.0 |
5,861.5 |
|
R1 |
5,871.0 |
5,871.0 |
5,857.5 |
5,858.0 |
PP |
5,845.0 |
5,845.0 |
5,845.0 |
5,839.0 |
S1 |
5,828.0 |
5,828.0 |
5,849.5 |
5,815.0 |
S2 |
5,802.0 |
5,802.0 |
5,845.5 |
|
S3 |
5,759.0 |
5,785.0 |
5,841.5 |
|
S4 |
5,716.0 |
5,742.0 |
5,830.0 |
|
|
Weekly Pivots for week ending 03-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,595.5 |
6,505.0 |
6,025.0 |
|
R3 |
6,326.5 |
6,236.0 |
5,951.0 |
|
R2 |
6,057.5 |
6,057.5 |
5,926.5 |
|
R1 |
5,967.0 |
5,967.0 |
5,901.5 |
6,012.0 |
PP |
5,788.5 |
5,788.5 |
5,788.5 |
5,811.0 |
S1 |
5,698.0 |
5,698.0 |
5,852.5 |
5,743.0 |
S2 |
5,519.5 |
5,519.5 |
5,827.5 |
|
S3 |
5,250.5 |
5,429.0 |
5,803.0 |
|
S4 |
4,981.5 |
5,160.0 |
5,729.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,878.5 |
5,638.0 |
240.5 |
4.1% |
80.5 |
1.4% |
90% |
False |
False |
74,216 |
10 |
5,878.5 |
5,609.5 |
269.0 |
4.6% |
77.5 |
1.3% |
91% |
False |
False |
84,036 |
20 |
5,878.5 |
5,539.0 |
339.5 |
5.8% |
73.0 |
1.3% |
93% |
False |
False |
90,886 |
40 |
5,878.5 |
5,281.5 |
597.0 |
10.2% |
84.5 |
1.4% |
96% |
False |
False |
89,026 |
60 |
5,878.5 |
5,040.0 |
838.5 |
14.3% |
87.5 |
1.5% |
97% |
False |
False |
60,382 |
80 |
5,878.5 |
5,040.0 |
838.5 |
14.3% |
85.5 |
1.5% |
97% |
False |
False |
45,304 |
100 |
5,878.5 |
4,887.5 |
991.0 |
16.9% |
77.0 |
1.3% |
97% |
False |
False |
36,249 |
120 |
5,878.5 |
4,887.5 |
991.0 |
16.9% |
65.0 |
1.1% |
97% |
False |
False |
30,208 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,045.0 |
2.618 |
5,975.0 |
1.618 |
5,932.0 |
1.000 |
5,905.5 |
0.618 |
5,889.0 |
HIGH |
5,862.5 |
0.618 |
5,846.0 |
0.500 |
5,841.0 |
0.382 |
5,836.0 |
LOW |
5,819.5 |
0.618 |
5,793.0 |
1.000 |
5,776.5 |
1.618 |
5,750.0 |
2.618 |
5,707.0 |
4.250 |
5,637.0 |
|
|
Fisher Pivots for day following 06-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
5,849.5 |
5,835.5 |
PP |
5,845.0 |
5,817.5 |
S1 |
5,841.0 |
5,799.0 |
|