Trading Metrics calculated at close of trading on 03-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2011 |
03-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
4,756.0 |
4,774.0 |
18.0 |
0.4% |
4,747.0 |
High |
4,784.0 |
4,792.0 |
8.0 |
0.2% |
4,806.0 |
Low |
4,756.0 |
4,760.0 |
4.0 |
0.1% |
4,729.0 |
Close |
4,762.0 |
4,782.0 |
20.0 |
0.4% |
4,757.0 |
Range |
28.0 |
32.0 |
4.0 |
14.3% |
77.0 |
ATR |
46.2 |
45.2 |
-1.0 |
-2.2% |
0.0 |
Volume |
31,370 |
23,134 |
-8,236 |
-26.3% |
94,659 |
|
Daily Pivots for day following 03-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,874.0 |
4,860.0 |
4,799.6 |
|
R3 |
4,842.0 |
4,828.0 |
4,790.8 |
|
R2 |
4,810.0 |
4,810.0 |
4,787.9 |
|
R1 |
4,796.0 |
4,796.0 |
4,784.9 |
4,803.0 |
PP |
4,778.0 |
4,778.0 |
4,778.0 |
4,781.5 |
S1 |
4,764.0 |
4,764.0 |
4,779.1 |
4,771.0 |
S2 |
4,746.0 |
4,746.0 |
4,776.1 |
|
S3 |
4,714.0 |
4,732.0 |
4,773.2 |
|
S4 |
4,682.0 |
4,700.0 |
4,764.4 |
|
|
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 |
4,792.0 |
4,688.0 |
104.0 |
2.2% |
37.4 |
0.8% |
90% |
True |
False |
29,546 |
10 |
4,806.0 |
4,688.0 |
118.0 |
2.5% |
38.8 |
0.8% |
80% |
False |
False |
27,157 |
20 |
4,829.0 |
4,674.0 |
155.0 |
3.2% |
40.1 |
0.8% |
70% |
False |
False |
23,761 |
40 |
4,829.0 |
4,674.0 |
155.0 |
3.2% |
38.9 |
0.8% |
70% |
False |
False |
22,049 |
60 |
4,829.0 |
4,552.0 |
277.0 |
5.8% |
29.5 |
0.6% |
83% |
False |
False |
14,754 |
80 |
4,829.0 |
4,552.0 |
277.0 |
5.8% |
22.7 |
0.5% |
83% |
False |
False |
11,075 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,928.0 |
2.618 |
4,875.8 |
1.618 |
4,843.8 |
1.000 |
4,824.0 |
0.618 |
4,811.8 |
HIGH |
4,792.0 |
0.618 |
4,779.8 |
0.500 |
4,776.0 |
0.382 |
4,772.2 |
LOW |
4,760.0 |
0.618 |
4,740.2 |
1.000 |
4,728.0 |
1.618 |
4,708.2 |
2.618 |
4,676.2 |
4.250 |
4,624.0 |
|
|
Fisher Pivots for day following 03-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
4,780.0 |
4,773.2 |
PP |
4,778.0 |
4,764.3 |
S1 |
4,776.0 |
4,755.5 |
|