Trading Metrics calculated at close of trading on 08-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2012 |
08-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
5,858.0 |
5,849.0 |
-9.0 |
-0.2% |
5,683.0 |
High |
5,863.0 |
5,872.0 |
9.0 |
0.2% |
5,878.5 |
Low |
5,806.5 |
5,826.5 |
20.0 |
0.3% |
5,609.5 |
Close |
5,842.5 |
5,858.0 |
15.5 |
0.3% |
5,877.0 |
Range |
56.5 |
45.5 |
-11.0 |
-19.5% |
269.0 |
ATR |
78.7 |
76.3 |
-2.4 |
-3.0% |
0.0 |
Volume |
91,034 |
74,401 |
-16,633 |
-18.3% |
386,841 |
|
Daily Pivots for day following 08-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,988.5 |
5,969.0 |
5,883.0 |
|
R3 |
5,943.0 |
5,923.5 |
5,870.5 |
|
R2 |
5,897.5 |
5,897.5 |
5,866.5 |
|
R1 |
5,878.0 |
5,878.0 |
5,862.0 |
5,888.0 |
PP |
5,852.0 |
5,852.0 |
5,852.0 |
5,857.0 |
S1 |
5,832.5 |
5,832.5 |
5,854.0 |
5,842.0 |
S2 |
5,806.5 |
5,806.5 |
5,849.5 |
|
S3 |
5,761.0 |
5,787.0 |
5,845.5 |
|
S4 |
5,715.5 |
5,741.5 |
5,833.0 |
|
|
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 |
5,720.0 |
158.5 |
2.7% |
67.0 |
1.1% |
87% |
False |
False |
87,283 |
10 |
5,878.5 |
5,609.5 |
269.0 |
4.6% |
72.0 |
1.2% |
92% |
False |
False |
82,224 |
20 |
5,878.5 |
5,539.0 |
339.5 |
5.8% |
71.5 |
1.2% |
94% |
False |
False |
89,976 |
40 |
5,878.5 |
5,281.5 |
597.0 |
10.2% |
80.0 |
1.4% |
97% |
False |
False |
91,414 |
60 |
5,878.5 |
5,040.0 |
838.5 |
14.3% |
87.0 |
1.5% |
98% |
False |
False |
63,138 |
80 |
5,878.5 |
5,040.0 |
838.5 |
14.3% |
85.0 |
1.5% |
98% |
False |
False |
47,372 |
100 |
5,878.5 |
4,887.5 |
991.0 |
16.9% |
78.0 |
1.3% |
98% |
False |
False |
37,903 |
120 |
5,878.5 |
4,887.5 |
991.0 |
16.9% |
66.0 |
1.1% |
98% |
False |
False |
31,587 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,065.5 |
2.618 |
5,991.0 |
1.618 |
5,945.5 |
1.000 |
5,917.5 |
0.618 |
5,900.0 |
HIGH |
5,872.0 |
0.618 |
5,854.5 |
0.500 |
5,849.0 |
0.382 |
5,844.0 |
LOW |
5,826.5 |
0.618 |
5,798.5 |
1.000 |
5,781.0 |
1.618 |
5,753.0 |
2.618 |
5,707.5 |
4.250 |
5,633.0 |
|
|
Fisher Pivots for day following 08-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
5,855.0 |
5,852.0 |
PP |
5,852.0 |
5,845.5 |
S1 |
5,849.0 |
5,839.0 |
|