Trading Metrics calculated at close of trading on 07-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2011 |
07-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
1,354.8 |
1,345.8 |
-9.0 |
-0.7% |
1,339.0 |
High |
1,360.0 |
1,353.8 |
-6.2 |
-0.5% |
1,360.0 |
Low |
1,345.0 |
1,343.8 |
-1.2 |
-0.1% |
1,323.3 |
Close |
1,348.3 |
1,347.6 |
-0.7 |
-0.1% |
1,348.3 |
Range |
15.0 |
10.0 |
-5.0 |
-33.3% |
36.7 |
ATR |
22.0 |
21.1 |
-0.9 |
-3.9% |
0.0 |
Volume |
541 |
1,004 |
463 |
85.6% |
17,476 |
|
Daily Pivots for day following 07-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,378.4 |
1,373.0 |
1,353.1 |
|
R3 |
1,368.4 |
1,363.0 |
1,350.4 |
|
R2 |
1,358.4 |
1,358.4 |
1,349.4 |
|
R1 |
1,353.0 |
1,353.0 |
1,348.5 |
1,355.7 |
PP |
1,348.4 |
1,348.4 |
1,348.4 |
1,349.8 |
S1 |
1,343.0 |
1,343.0 |
1,346.7 |
1,345.7 |
S2 |
1,338.4 |
1,338.4 |
1,345.8 |
|
S3 |
1,328.4 |
1,333.0 |
1,344.9 |
|
S4 |
1,318.4 |
1,323.0 |
1,342.1 |
|
|
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 |
1,324.9 |
35.1 |
2.6% |
18.1 |
1.3% |
65% |
False |
False |
1,587 |
10 |
1,360.0 |
1,307.7 |
52.3 |
3.9% |
22.7 |
1.7% |
76% |
False |
False |
66,695 |
20 |
1,392.9 |
1,307.7 |
85.2 |
6.3% |
20.3 |
1.5% |
47% |
False |
False |
114,215 |
40 |
1,424.4 |
1,307.7 |
116.7 |
8.7% |
19.1 |
1.4% |
34% |
False |
False |
112,814 |
60 |
1,432.5 |
1,307.7 |
124.8 |
9.3% |
20.7 |
1.5% |
32% |
False |
False |
105,100 |
80 |
1,432.5 |
1,307.7 |
124.8 |
9.3% |
21.7 |
1.6% |
32% |
False |
False |
81,426 |
100 |
1,432.5 |
1,270.1 |
162.4 |
12.1% |
20.4 |
1.5% |
48% |
False |
False |
65,676 |
120 |
1,432.5 |
1,216.3 |
216.2 |
16.0% |
18.9 |
1.4% |
61% |
False |
False |
54,917 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,396.3 |
2.618 |
1,380.0 |
1.618 |
1,370.0 |
1.000 |
1,363.8 |
0.618 |
1,360.0 |
HIGH |
1,353.8 |
0.618 |
1,350.0 |
0.500 |
1,348.8 |
0.382 |
1,347.6 |
LOW |
1,343.8 |
0.618 |
1,337.6 |
1.000 |
1,333.8 |
1.618 |
1,327.6 |
2.618 |
1,317.6 |
4.250 |
1,301.3 |
|
|
Fisher Pivots for day following 07-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
1,348.8 |
1,345.9 |
PP |
1,348.4 |
1,344.2 |
S1 |
1,348.0 |
1,342.5 |
|