Trading Metrics calculated at close of trading on 04-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2011 |
04-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
4,774.0 |
4,797.0 |
23.0 |
0.5% |
4,710.0 |
High |
4,792.0 |
4,851.0 |
59.0 |
1.2% |
4,851.0 |
Low |
4,760.0 |
4,794.0 |
34.0 |
0.7% |
4,688.0 |
Close |
4,782.0 |
4,843.0 |
61.0 |
1.3% |
4,843.0 |
Range |
32.0 |
57.0 |
25.0 |
78.1% |
163.0 |
ATR |
45.2 |
46.9 |
1.7 |
3.8% |
0.0 |
Volume |
23,134 |
28,054 |
4,920 |
21.3% |
146,194 |
|
Daily Pivots for day following 04-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,000.3 |
4,978.7 |
4,874.4 |
|
R3 |
4,943.3 |
4,921.7 |
4,858.7 |
|
R2 |
4,886.3 |
4,886.3 |
4,853.5 |
|
R1 |
4,864.7 |
4,864.7 |
4,848.2 |
4,875.5 |
PP |
4,829.3 |
4,829.3 |
4,829.3 |
4,834.8 |
S1 |
4,807.7 |
4,807.7 |
4,837.8 |
4,818.5 |
S2 |
4,772.3 |
4,772.3 |
4,832.6 |
|
S3 |
4,715.3 |
4,750.7 |
4,827.3 |
|
S4 |
4,658.3 |
4,693.7 |
4,811.7 |
|
|
Weekly Pivots for week ending 04-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,283.0 |
5,226.0 |
4,932.7 |
|
R3 |
5,120.0 |
5,063.0 |
4,887.8 |
|
R2 |
4,957.0 |
4,957.0 |
4,872.9 |
|
R1 |
4,900.0 |
4,900.0 |
4,857.9 |
4,928.5 |
PP |
4,794.0 |
4,794.0 |
4,794.0 |
4,808.3 |
S1 |
4,737.0 |
4,737.0 |
4,828.1 |
4,765.5 |
S2 |
4,631.0 |
4,631.0 |
4,813.1 |
|
S3 |
4,468.0 |
4,574.0 |
4,798.2 |
|
S4 |
4,305.0 |
4,411.0 |
4,753.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,851.0 |
4,688.0 |
163.0 |
3.4% |
36.6 |
0.8% |
95% |
True |
False |
29,238 |
10 |
4,851.0 |
4,688.0 |
163.0 |
3.4% |
40.4 |
0.8% |
95% |
True |
False |
27,034 |
20 |
4,851.0 |
4,674.0 |
177.0 |
3.7% |
40.8 |
0.8% |
95% |
True |
False |
24,054 |
40 |
4,851.0 |
4,674.0 |
177.0 |
3.7% |
39.7 |
0.8% |
95% |
True |
False |
22,732 |
60 |
4,851.0 |
4,552.0 |
299.0 |
6.2% |
30.4 |
0.6% |
97% |
True |
False |
15,222 |
80 |
4,851.0 |
4,552.0 |
299.0 |
6.2% |
23.2 |
0.5% |
97% |
True |
False |
11,425 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,093.3 |
2.618 |
5,000.2 |
1.618 |
4,943.2 |
1.000 |
4,908.0 |
0.618 |
4,886.2 |
HIGH |
4,851.0 |
0.618 |
4,829.2 |
0.500 |
4,822.5 |
0.382 |
4,815.8 |
LOW |
4,794.0 |
0.618 |
4,758.8 |
1.000 |
4,737.0 |
1.618 |
4,701.8 |
2.618 |
4,644.8 |
4.250 |
4,551.8 |
|
|
Fisher Pivots for day following 04-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
4,836.2 |
4,829.8 |
PP |
4,829.3 |
4,816.7 |
S1 |
4,822.5 |
4,803.5 |
|