Trading Metrics calculated at close of trading on 10-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2011 |
10-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
4,884.0 |
4,878.0 |
-6.0 |
-0.1% |
4,710.0 |
High |
4,904.0 |
4,890.0 |
-14.0 |
-0.3% |
4,851.0 |
Low |
4,871.0 |
4,872.0 |
1.0 |
0.0% |
4,688.0 |
Close |
4,876.0 |
4,887.0 |
11.0 |
0.2% |
4,843.0 |
Range |
33.0 |
18.0 |
-15.0 |
-45.5% |
163.0 |
ATR |
42.9 |
41.1 |
-1.8 |
-4.1% |
0.0 |
Volume |
30,199 |
23,993 |
-6,206 |
-20.6% |
146,194 |
|
Daily Pivots for day following 10-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,937.0 |
4,930.0 |
4,896.9 |
|
R3 |
4,919.0 |
4,912.0 |
4,892.0 |
|
R2 |
4,901.0 |
4,901.0 |
4,890.3 |
|
R1 |
4,894.0 |
4,894.0 |
4,888.7 |
4,897.5 |
PP |
4,883.0 |
4,883.0 |
4,883.0 |
4,884.8 |
S1 |
4,876.0 |
4,876.0 |
4,885.4 |
4,879.5 |
S2 |
4,865.0 |
4,865.0 |
4,883.7 |
|
S3 |
4,847.0 |
4,858.0 |
4,882.1 |
|
S4 |
4,829.0 |
4,840.0 |
4,877.1 |
|
|
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 |
4,794.0 |
110.0 |
2.3% |
30.0 |
0.6% |
85% |
False |
False |
25,175 |
10 |
4,904.0 |
4,688.0 |
216.0 |
4.4% |
33.7 |
0.7% |
92% |
False |
False |
27,361 |
20 |
4,904.0 |
4,688.0 |
216.0 |
4.4% |
39.3 |
0.8% |
92% |
False |
False |
25,649 |
40 |
4,904.0 |
4,674.0 |
230.0 |
4.7% |
39.2 |
0.8% |
93% |
False |
False |
24,827 |
60 |
4,904.0 |
4,552.0 |
352.0 |
7.2% |
31.7 |
0.6% |
95% |
False |
False |
16,850 |
80 |
4,904.0 |
4,552.0 |
352.0 |
7.2% |
24.4 |
0.5% |
95% |
False |
False |
12,644 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,966.5 |
2.618 |
4,937.1 |
1.618 |
4,919.1 |
1.000 |
4,908.0 |
0.618 |
4,901.1 |
HIGH |
4,890.0 |
0.618 |
4,883.1 |
0.500 |
4,881.0 |
0.382 |
4,878.9 |
LOW |
4,872.0 |
0.618 |
4,860.9 |
1.000 |
4,854.0 |
1.618 |
4,842.9 |
2.618 |
4,824.9 |
4.250 |
4,795.5 |
|
|
Fisher Pivots for day following 10-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
4,885.0 |
4,883.3 |
PP |
4,883.0 |
4,879.7 |
S1 |
4,881.0 |
4,876.0 |
|