Trading Metrics calculated at close of trading on 07-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2011 |
07-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
4,797.0 |
4,841.0 |
44.0 |
0.9% |
4,710.0 |
High |
4,851.0 |
4,851.0 |
0.0 |
0.0% |
4,851.0 |
Low |
4,794.0 |
4,831.0 |
37.0 |
0.8% |
4,688.0 |
Close |
4,843.0 |
4,846.0 |
3.0 |
0.1% |
4,843.0 |
Range |
57.0 |
20.0 |
-37.0 |
-64.9% |
163.0 |
ATR |
46.9 |
45.0 |
-1.9 |
-4.1% |
0.0 |
Volume |
28,054 |
20,937 |
-7,117 |
-25.4% |
146,194 |
|
Daily Pivots for day following 07-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,902.7 |
4,894.3 |
4,857.0 |
|
R3 |
4,882.7 |
4,874.3 |
4,851.5 |
|
R2 |
4,862.7 |
4,862.7 |
4,849.7 |
|
R1 |
4,854.3 |
4,854.3 |
4,847.8 |
4,858.5 |
PP |
4,842.7 |
4,842.7 |
4,842.7 |
4,844.8 |
S1 |
4,834.3 |
4,834.3 |
4,844.2 |
4,838.5 |
S2 |
4,822.7 |
4,822.7 |
4,842.3 |
|
S3 |
4,802.7 |
4,814.3 |
4,840.5 |
|
S4 |
4,782.7 |
4,794.3 |
4,835.0 |
|
|
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 |
4,719.0 |
132.0 |
2.7% |
31.8 |
0.7% |
96% |
True |
False |
26,959 |
10 |
4,851.0 |
4,688.0 |
163.0 |
3.4% |
36.5 |
0.8% |
97% |
True |
False |
26,179 |
20 |
4,851.0 |
4,674.0 |
177.0 |
3.7% |
40.2 |
0.8% |
97% |
True |
False |
24,233 |
40 |
4,851.0 |
4,674.0 |
177.0 |
3.7% |
39.2 |
0.8% |
97% |
True |
False |
23,252 |
60 |
4,851.0 |
4,552.0 |
299.0 |
6.2% |
30.8 |
0.6% |
98% |
True |
False |
15,571 |
80 |
4,851.0 |
4,552.0 |
299.0 |
6.2% |
23.5 |
0.5% |
98% |
True |
False |
11,687 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,936.0 |
2.618 |
4,903.4 |
1.618 |
4,883.4 |
1.000 |
4,871.0 |
0.618 |
4,863.4 |
HIGH |
4,851.0 |
0.618 |
4,843.4 |
0.500 |
4,841.0 |
0.382 |
4,838.6 |
LOW |
4,831.0 |
0.618 |
4,818.6 |
1.000 |
4,811.0 |
1.618 |
4,798.6 |
2.618 |
4,778.6 |
4.250 |
4,746.0 |
|
|
Fisher Pivots for day following 07-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
4,844.3 |
4,832.5 |
PP |
4,842.7 |
4,819.0 |
S1 |
4,841.0 |
4,805.5 |
|