Trading Metrics calculated at close of trading on 08-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2011 |
08-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
4,841.0 |
4,857.0 |
16.0 |
0.3% |
4,710.0 |
High |
4,851.0 |
4,870.0 |
19.0 |
0.4% |
4,851.0 |
Low |
4,831.0 |
4,848.0 |
17.0 |
0.4% |
4,688.0 |
Close |
4,846.0 |
4,869.0 |
23.0 |
0.5% |
4,843.0 |
Range |
20.0 |
22.0 |
2.0 |
10.0% |
163.0 |
ATR |
45.0 |
43.5 |
-1.5 |
-3.3% |
0.0 |
Volume |
20,937 |
22,693 |
1,756 |
8.4% |
146,194 |
|
Daily Pivots for day following 08-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,928.3 |
4,920.7 |
4,881.1 |
|
R3 |
4,906.3 |
4,898.7 |
4,875.1 |
|
R2 |
4,884.3 |
4,884.3 |
4,873.0 |
|
R1 |
4,876.7 |
4,876.7 |
4,871.0 |
4,880.5 |
PP |
4,862.3 |
4,862.3 |
4,862.3 |
4,864.3 |
S1 |
4,854.7 |
4,854.7 |
4,867.0 |
4,858.5 |
S2 |
4,840.3 |
4,840.3 |
4,865.0 |
|
S3 |
4,818.3 |
4,832.7 |
4,863.0 |
|
S4 |
4,796.3 |
4,810.7 |
4,856.9 |
|
|
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 |
4,870.0 |
4,756.0 |
114.0 |
2.3% |
31.8 |
0.7% |
99% |
True |
False |
25,237 |
10 |
4,870.0 |
4,688.0 |
182.0 |
3.7% |
34.3 |
0.7% |
99% |
True |
False |
26,190 |
20 |
4,870.0 |
4,675.0 |
195.0 |
4.0% |
39.5 |
0.8% |
99% |
True |
False |
24,604 |
40 |
4,870.0 |
4,674.0 |
196.0 |
4.0% |
39.2 |
0.8% |
99% |
True |
False |
23,816 |
60 |
4,870.0 |
4,552.0 |
318.0 |
6.5% |
30.9 |
0.6% |
100% |
True |
False |
15,948 |
80 |
4,870.0 |
4,552.0 |
318.0 |
6.5% |
23.7 |
0.5% |
100% |
True |
False |
11,966 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,963.5 |
2.618 |
4,927.6 |
1.618 |
4,905.6 |
1.000 |
4,892.0 |
0.618 |
4,883.6 |
HIGH |
4,870.0 |
0.618 |
4,861.6 |
0.500 |
4,859.0 |
0.382 |
4,856.4 |
LOW |
4,848.0 |
0.618 |
4,834.4 |
1.000 |
4,826.0 |
1.618 |
4,812.4 |
2.618 |
4,790.4 |
4.250 |
4,754.5 |
|
|
Fisher Pivots for day following 08-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
4,865.7 |
4,856.7 |
PP |
4,862.3 |
4,844.3 |
S1 |
4,859.0 |
4,832.0 |
|