Trading Metrics calculated at close of trading on 02-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2011 |
02-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
4,735.0 |
4,756.0 |
21.0 |
0.4% |
4,747.0 |
High |
4,741.0 |
4,784.0 |
43.0 |
0.9% |
4,806.0 |
Low |
4,719.0 |
4,756.0 |
37.0 |
0.8% |
4,729.0 |
Close |
4,724.0 |
4,762.0 |
38.0 |
0.8% |
4,757.0 |
Range |
22.0 |
28.0 |
6.0 |
27.3% |
77.0 |
ATR |
45.1 |
46.2 |
1.1 |
2.4% |
0.0 |
Volume |
31,301 |
31,370 |
69 |
0.2% |
94,659 |
|
Daily Pivots for day following 02-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,851.3 |
4,834.7 |
4,777.4 |
|
R3 |
4,823.3 |
4,806.7 |
4,769.7 |
|
R2 |
4,795.3 |
4,795.3 |
4,767.1 |
|
R1 |
4,778.7 |
4,778.7 |
4,764.6 |
4,787.0 |
PP |
4,767.3 |
4,767.3 |
4,767.3 |
4,771.5 |
S1 |
4,750.7 |
4,750.7 |
4,759.4 |
4,759.0 |
S2 |
4,739.3 |
4,739.3 |
4,756.9 |
|
S3 |
4,711.3 |
4,722.7 |
4,754.3 |
|
S4 |
4,683.3 |
4,694.7 |
4,746.6 |
|
|
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 |
4,793.0 |
4,688.0 |
105.0 |
2.2% |
34.8 |
0.7% |
70% |
False |
False |
28,451 |
10 |
4,829.0 |
4,688.0 |
141.0 |
3.0% |
41.5 |
0.9% |
52% |
False |
False |
27,767 |
20 |
4,829.0 |
4,674.0 |
155.0 |
3.3% |
41.0 |
0.9% |
57% |
False |
False |
23,692 |
40 |
4,829.0 |
4,674.0 |
155.0 |
3.3% |
39.0 |
0.8% |
57% |
False |
False |
21,490 |
60 |
4,829.0 |
4,552.0 |
277.0 |
5.8% |
28.9 |
0.6% |
76% |
False |
False |
14,369 |
80 |
4,829.0 |
4,552.0 |
277.0 |
5.8% |
22.3 |
0.5% |
76% |
False |
False |
10,786 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,903.0 |
2.618 |
4,857.3 |
1.618 |
4,829.3 |
1.000 |
4,812.0 |
0.618 |
4,801.3 |
HIGH |
4,784.0 |
0.618 |
4,773.3 |
0.500 |
4,770.0 |
0.382 |
4,766.7 |
LOW |
4,756.0 |
0.618 |
4,738.7 |
1.000 |
4,728.0 |
1.618 |
4,710.7 |
2.618 |
4,682.7 |
4.250 |
4,637.0 |
|
|
Fisher Pivots for day following 02-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
4,770.0 |
4,753.3 |
PP |
4,767.3 |
4,744.7 |
S1 |
4,764.7 |
4,736.0 |
|