Trading Metrics calculated at close of trading on 01-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2011 |
01-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
4,710.0 |
4,735.0 |
25.0 |
0.5% |
4,747.0 |
High |
4,732.0 |
4,741.0 |
9.0 |
0.2% |
4,806.0 |
Low |
4,688.0 |
4,719.0 |
31.0 |
0.7% |
4,729.0 |
Close |
4,726.0 |
4,724.0 |
-2.0 |
0.0% |
4,757.0 |
Range |
44.0 |
22.0 |
-22.0 |
-50.0% |
77.0 |
ATR |
46.9 |
45.1 |
-1.8 |
-3.8% |
0.0 |
Volume |
32,335 |
31,301 |
-1,034 |
-3.2% |
94,659 |
|
Daily Pivots for day following 01-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,794.0 |
4,781.0 |
4,736.1 |
|
R3 |
4,772.0 |
4,759.0 |
4,730.1 |
|
R2 |
4,750.0 |
4,750.0 |
4,728.0 |
|
R1 |
4,737.0 |
4,737.0 |
4,726.0 |
4,732.5 |
PP |
4,728.0 |
4,728.0 |
4,728.0 |
4,725.8 |
S1 |
4,715.0 |
4,715.0 |
4,722.0 |
4,710.5 |
S2 |
4,706.0 |
4,706.0 |
4,720.0 |
|
S3 |
4,684.0 |
4,693.0 |
4,718.0 |
|
S4 |
4,662.0 |
4,671.0 |
4,711.9 |
|
|
Weekly Pivots for week ending 28-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,995.0 |
4,953.0 |
4,799.4 |
|
R3 |
4,918.0 |
4,876.0 |
4,778.2 |
|
R2 |
4,841.0 |
4,841.0 |
4,771.1 |
|
R1 |
4,799.0 |
4,799.0 |
4,764.1 |
4,820.0 |
PP |
4,764.0 |
4,764.0 |
4,764.0 |
4,774.5 |
S1 |
4,722.0 |
4,722.0 |
4,749.9 |
4,743.0 |
S2 |
4,687.0 |
4,687.0 |
4,742.9 |
|
S3 |
4,610.0 |
4,645.0 |
4,735.8 |
|
S4 |
4,533.0 |
4,568.0 |
4,714.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,806.0 |
4,688.0 |
118.0 |
2.5% |
36.8 |
0.8% |
31% |
False |
False |
27,143 |
10 |
4,829.0 |
4,688.0 |
141.0 |
3.0% |
43.6 |
0.9% |
26% |
False |
False |
26,618 |
20 |
4,829.0 |
4,674.0 |
155.0 |
3.3% |
42.6 |
0.9% |
32% |
False |
False |
23,778 |
40 |
4,829.0 |
4,634.0 |
195.0 |
4.1% |
39.5 |
0.8% |
46% |
False |
False |
20,745 |
60 |
4,829.0 |
4,552.0 |
277.0 |
5.9% |
28.5 |
0.6% |
62% |
False |
False |
13,847 |
80 |
4,829.0 |
4,552.0 |
277.0 |
5.9% |
21.9 |
0.5% |
62% |
False |
False |
10,394 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,834.5 |
2.618 |
4,798.6 |
1.618 |
4,776.6 |
1.000 |
4,763.0 |
0.618 |
4,754.6 |
HIGH |
4,741.0 |
0.618 |
4,732.6 |
0.500 |
4,730.0 |
0.382 |
4,727.4 |
LOW |
4,719.0 |
0.618 |
4,705.4 |
1.000 |
4,697.0 |
1.618 |
4,683.4 |
2.618 |
4,661.4 |
4.250 |
4,625.5 |
|
|
Fisher Pivots for day following 01-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
4,730.0 |
4,739.0 |
PP |
4,728.0 |
4,734.0 |
S1 |
4,726.0 |
4,729.0 |
|