Trading Metrics calculated at close of trading on 09-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2011 |
09-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
1,351.2 |
1,362.8 |
11.6 |
0.9% |
1,339.0 |
High |
1,367.0 |
1,366.5 |
-0.5 |
0.0% |
1,360.0 |
Low |
1,350.0 |
1,361.8 |
11.8 |
0.9% |
1,323.3 |
Close |
1,363.4 |
1,364.8 |
1.4 |
0.1% |
1,348.3 |
Range |
17.0 |
4.7 |
-12.3 |
-72.4% |
36.7 |
ATR |
21.0 |
19.8 |
-1.2 |
-5.5% |
0.0 |
Volume |
1,536 |
146 |
-1,390 |
-90.5% |
17,476 |
|
Daily Pivots for day following 09-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,378.5 |
1,376.3 |
1,367.4 |
|
R3 |
1,373.8 |
1,371.6 |
1,366.1 |
|
R2 |
1,369.1 |
1,369.1 |
1,365.7 |
|
R1 |
1,366.9 |
1,366.9 |
1,365.2 |
1,368.0 |
PP |
1,364.4 |
1,364.4 |
1,364.4 |
1,364.9 |
S1 |
1,362.2 |
1,362.2 |
1,364.4 |
1,363.3 |
S2 |
1,359.7 |
1,359.7 |
1,363.9 |
|
S3 |
1,355.0 |
1,357.5 |
1,363.5 |
|
S4 |
1,350.3 |
1,352.8 |
1,362.2 |
|
|
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 |
1,367.0 |
1,324.9 |
42.1 |
3.1% |
15.5 |
1.1% |
95% |
False |
False |
1,017 |
10 |
1,367.0 |
1,307.7 |
59.3 |
4.3% |
21.1 |
1.5% |
96% |
False |
False |
28,711 |
20 |
1,392.9 |
1,307.7 |
85.2 |
6.2% |
20.1 |
1.5% |
67% |
False |
False |
101,712 |
40 |
1,424.4 |
1,307.7 |
116.7 |
8.6% |
18.7 |
1.4% |
49% |
False |
False |
107,033 |
60 |
1,432.5 |
1,307.7 |
124.8 |
9.1% |
19.9 |
1.5% |
46% |
False |
False |
104,383 |
80 |
1,432.5 |
1,307.7 |
124.8 |
9.1% |
21.5 |
1.6% |
46% |
False |
False |
81,301 |
100 |
1,432.5 |
1,274.7 |
157.8 |
11.6% |
20.4 |
1.5% |
57% |
False |
False |
65,660 |
120 |
1,432.5 |
1,216.3 |
216.2 |
15.8% |
18.9 |
1.4% |
69% |
False |
False |
54,919 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,386.5 |
2.618 |
1,378.8 |
1.618 |
1,374.1 |
1.000 |
1,371.2 |
0.618 |
1,369.4 |
HIGH |
1,366.5 |
0.618 |
1,364.7 |
0.500 |
1,364.2 |
0.382 |
1,363.6 |
LOW |
1,361.8 |
0.618 |
1,358.9 |
1.000 |
1,357.1 |
1.618 |
1,354.2 |
2.618 |
1,349.5 |
4.250 |
1,341.8 |
|
|
Fisher Pivots for day following 09-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
1,364.6 |
1,361.7 |
PP |
1,364.4 |
1,358.5 |
S1 |
1,364.2 |
1,355.4 |
|