Trading Metrics calculated at close of trading on 04-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2011 |
04-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
1,335.6 |
1,354.8 |
19.2 |
1.4% |
1,339.0 |
High |
1,355.8 |
1,360.0 |
4.2 |
0.3% |
1,360.0 |
Low |
1,324.9 |
1,345.0 |
20.1 |
1.5% |
1,323.3 |
Close |
1,352.3 |
1,348.3 |
-4.0 |
-0.3% |
1,348.3 |
Range |
30.9 |
15.0 |
-15.9 |
-51.5% |
36.7 |
ATR |
22.5 |
22.0 |
-0.5 |
-2.4% |
0.0 |
Volume |
1,860 |
541 |
-1,319 |
-70.9% |
17,476 |
|
Daily Pivots for day following 04-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,396.1 |
1,387.2 |
1,356.6 |
|
R3 |
1,381.1 |
1,372.2 |
1,352.4 |
|
R2 |
1,366.1 |
1,366.1 |
1,351.1 |
|
R1 |
1,357.2 |
1,357.2 |
1,349.7 |
1,354.2 |
PP |
1,351.1 |
1,351.1 |
1,351.1 |
1,349.6 |
S1 |
1,342.2 |
1,342.2 |
1,346.9 |
1,339.2 |
S2 |
1,336.1 |
1,336.1 |
1,345.6 |
|
S3 |
1,321.1 |
1,327.2 |
1,344.2 |
|
S4 |
1,306.1 |
1,312.2 |
1,340.1 |
|
|
Weekly Pivots for week ending 04-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,454.0 |
1,437.8 |
1,368.5 |
|
R3 |
1,417.3 |
1,401.1 |
1,358.4 |
|
R2 |
1,380.6 |
1,380.6 |
1,355.0 |
|
R1 |
1,364.4 |
1,364.4 |
1,351.7 |
1,372.5 |
PP |
1,343.9 |
1,343.9 |
1,343.9 |
1,347.9 |
S1 |
1,327.7 |
1,327.7 |
1,344.9 |
1,335.8 |
S2 |
1,307.2 |
1,307.2 |
1,341.6 |
|
S3 |
1,270.5 |
1,291.0 |
1,338.2 |
|
S4 |
1,233.8 |
1,254.3 |
1,328.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,360.0 |
1,323.3 |
36.7 |
2.7% |
20.6 |
1.5% |
68% |
True |
False |
3,495 |
10 |
1,360.0 |
1,307.7 |
52.3 |
3.9% |
23.6 |
1.8% |
78% |
True |
False |
83,033 |
20 |
1,392.9 |
1,307.7 |
85.2 |
6.3% |
21.1 |
1.6% |
48% |
False |
False |
124,739 |
40 |
1,424.4 |
1,307.7 |
116.7 |
8.7% |
19.2 |
1.4% |
35% |
False |
False |
115,746 |
60 |
1,432.5 |
1,307.7 |
124.8 |
9.3% |
21.0 |
1.6% |
33% |
False |
False |
105,729 |
80 |
1,432.5 |
1,307.7 |
124.8 |
9.3% |
21.9 |
1.6% |
33% |
False |
False |
81,498 |
100 |
1,432.5 |
1,266.4 |
166.1 |
12.3% |
20.4 |
1.5% |
49% |
False |
False |
65,681 |
120 |
1,432.5 |
1,216.3 |
216.2 |
16.0% |
18.9 |
1.4% |
61% |
False |
False |
54,919 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,423.8 |
2.618 |
1,399.3 |
1.618 |
1,384.3 |
1.000 |
1,375.0 |
0.618 |
1,369.3 |
HIGH |
1,360.0 |
0.618 |
1,354.3 |
0.500 |
1,352.5 |
0.382 |
1,350.7 |
LOW |
1,345.0 |
0.618 |
1,335.7 |
1.000 |
1,330.0 |
1.618 |
1,320.7 |
2.618 |
1,305.7 |
4.250 |
1,281.3 |
|
|
Fisher Pivots for day following 04-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
1,352.5 |
1,346.4 |
PP |
1,351.1 |
1,344.4 |
S1 |
1,349.7 |
1,342.5 |
|