Trading Metrics calculated at close of trading on 10-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2011 |
10-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
1,362.8 |
1,364.3 |
1.5 |
0.1% |
1,339.0 |
High |
1,366.5 |
1,364.5 |
-2.0 |
-0.1% |
1,360.0 |
Low |
1,361.8 |
1,351.7 |
-10.1 |
-0.7% |
1,323.3 |
Close |
1,364.8 |
1,361.9 |
-2.9 |
-0.2% |
1,348.3 |
Range |
4.7 |
12.8 |
8.1 |
172.3% |
36.7 |
ATR |
19.8 |
19.3 |
-0.5 |
-2.4% |
0.0 |
Volume |
146 |
312 |
166 |
113.7% |
17,476 |
|
Daily Pivots for day following 10-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,397.8 |
1,392.6 |
1,368.9 |
|
R3 |
1,385.0 |
1,379.8 |
1,365.4 |
|
R2 |
1,372.2 |
1,372.2 |
1,364.2 |
|
R1 |
1,367.0 |
1,367.0 |
1,363.1 |
1,363.2 |
PP |
1,359.4 |
1,359.4 |
1,359.4 |
1,357.5 |
S1 |
1,354.2 |
1,354.2 |
1,360.7 |
1,350.4 |
S2 |
1,346.6 |
1,346.6 |
1,359.6 |
|
S3 |
1,333.8 |
1,341.4 |
1,358.4 |
|
S4 |
1,321.0 |
1,328.6 |
1,354.9 |
|
|
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 |
1,343.8 |
23.2 |
1.7% |
11.9 |
0.9% |
78% |
False |
False |
707 |
10 |
1,367.0 |
1,307.7 |
59.3 |
4.4% |
18.6 |
1.4% |
91% |
False |
False |
8,928 |
20 |
1,392.9 |
1,307.7 |
85.2 |
6.3% |
20.1 |
1.5% |
64% |
False |
False |
95,075 |
40 |
1,424.4 |
1,307.7 |
116.7 |
8.6% |
18.7 |
1.4% |
46% |
False |
False |
103,866 |
60 |
1,432.5 |
1,307.7 |
124.8 |
9.2% |
19.8 |
1.5% |
43% |
False |
False |
103,916 |
80 |
1,432.5 |
1,307.7 |
124.8 |
9.2% |
21.4 |
1.6% |
43% |
False |
False |
81,279 |
100 |
1,432.5 |
1,274.7 |
157.8 |
11.6% |
20.5 |
1.5% |
55% |
False |
False |
65,649 |
120 |
1,432.5 |
1,216.3 |
216.2 |
15.9% |
18.9 |
1.4% |
67% |
False |
False |
54,918 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,418.9 |
2.618 |
1,398.0 |
1.618 |
1,385.2 |
1.000 |
1,377.3 |
0.618 |
1,372.4 |
HIGH |
1,364.5 |
0.618 |
1,359.6 |
0.500 |
1,358.1 |
0.382 |
1,356.6 |
LOW |
1,351.7 |
0.618 |
1,343.8 |
1.000 |
1,338.9 |
1.618 |
1,331.0 |
2.618 |
1,318.2 |
4.250 |
1,297.3 |
|
|
Fisher Pivots for day following 10-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
1,360.6 |
1,360.8 |
PP |
1,359.4 |
1,359.6 |
S1 |
1,358.1 |
1,358.5 |
|