Trading Metrics calculated at close of trading on 09-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2011 |
09-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
4,857.0 |
4,884.0 |
27.0 |
0.6% |
4,710.0 |
High |
4,870.0 |
4,904.0 |
34.0 |
0.7% |
4,851.0 |
Low |
4,848.0 |
4,871.0 |
23.0 |
0.5% |
4,688.0 |
Close |
4,869.0 |
4,876.0 |
7.0 |
0.1% |
4,843.0 |
Range |
22.0 |
33.0 |
11.0 |
50.0% |
163.0 |
ATR |
43.5 |
42.9 |
-0.6 |
-1.4% |
0.0 |
Volume |
22,693 |
30,199 |
7,506 |
33.1% |
146,194 |
|
Daily Pivots for day following 09-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,982.7 |
4,962.3 |
4,894.2 |
|
R3 |
4,949.7 |
4,929.3 |
4,885.1 |
|
R2 |
4,916.7 |
4,916.7 |
4,882.1 |
|
R1 |
4,896.3 |
4,896.3 |
4,879.0 |
4,890.0 |
PP |
4,883.7 |
4,883.7 |
4,883.7 |
4,880.5 |
S1 |
4,863.3 |
4,863.3 |
4,873.0 |
4,857.0 |
S2 |
4,850.7 |
4,850.7 |
4,870.0 |
|
S3 |
4,817.7 |
4,830.3 |
4,866.9 |
|
S4 |
4,784.7 |
4,797.3 |
4,857.9 |
|
|
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 |
4,904.0 |
4,760.0 |
144.0 |
3.0% |
32.8 |
0.7% |
81% |
True |
False |
25,003 |
10 |
4,904.0 |
4,688.0 |
216.0 |
4.4% |
33.8 |
0.7% |
87% |
True |
False |
26,727 |
20 |
4,904.0 |
4,688.0 |
216.0 |
4.4% |
39.6 |
0.8% |
87% |
True |
False |
25,234 |
40 |
4,904.0 |
4,674.0 |
230.0 |
4.7% |
39.2 |
0.8% |
88% |
True |
False |
24,498 |
60 |
4,904.0 |
4,552.0 |
352.0 |
7.2% |
31.4 |
0.6% |
92% |
True |
False |
16,451 |
80 |
4,904.0 |
4,552.0 |
352.0 |
7.2% |
24.2 |
0.5% |
92% |
True |
False |
12,344 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,044.3 |
2.618 |
4,990.4 |
1.618 |
4,957.4 |
1.000 |
4,937.0 |
0.618 |
4,924.4 |
HIGH |
4,904.0 |
0.618 |
4,891.4 |
0.500 |
4,887.5 |
0.382 |
4,883.6 |
LOW |
4,871.0 |
0.618 |
4,850.6 |
1.000 |
4,838.0 |
1.618 |
4,817.6 |
2.618 |
4,784.6 |
4.250 |
4,730.8 |
|
|
Fisher Pivots for day following 09-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
4,887.5 |
4,873.2 |
PP |
4,883.7 |
4,870.3 |
S1 |
4,879.8 |
4,867.5 |
|