Trading Metrics calculated at close of trading on 02-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2011 |
02-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
7,123.0 |
7,199.5 |
76.5 |
1.1% |
7,097.5 |
High |
7,205.0 |
7,228.0 |
23.0 |
0.3% |
7,189.0 |
Low |
7,113.0 |
7,166.5 |
53.5 |
0.8% |
7,010.5 |
Close |
7,185.5 |
7,186.0 |
0.5 |
0.0% |
7,115.0 |
Range |
92.0 |
61.5 |
-30.5 |
-33.2% |
178.5 |
ATR |
90.3 |
88.2 |
-2.1 |
-2.3% |
0.0 |
Volume |
135,247 |
118,380 |
-16,867 |
-12.5% |
676,573 |
|
Daily Pivots for day following 02-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,378.0 |
7,343.5 |
7,219.8 |
|
R3 |
7,316.5 |
7,282.0 |
7,202.9 |
|
R2 |
7,255.0 |
7,255.0 |
7,197.3 |
|
R1 |
7,220.5 |
7,220.5 |
7,191.6 |
7,207.0 |
PP |
7,193.5 |
7,193.5 |
7,193.5 |
7,186.8 |
S1 |
7,159.0 |
7,159.0 |
7,180.4 |
7,145.5 |
S2 |
7,132.0 |
7,132.0 |
7,174.7 |
|
S3 |
7,070.5 |
7,097.5 |
7,169.1 |
|
S4 |
7,009.0 |
7,036.0 |
7,152.2 |
|
|
Weekly Pivots for week ending 28-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,640.3 |
7,556.2 |
7,213.2 |
|
R3 |
7,461.8 |
7,377.7 |
7,164.1 |
|
R2 |
7,283.3 |
7,283.3 |
7,147.7 |
|
R1 |
7,199.2 |
7,199.2 |
7,131.4 |
7,241.3 |
PP |
7,104.8 |
7,104.8 |
7,104.8 |
7,125.9 |
S1 |
7,020.7 |
7,020.7 |
7,098.6 |
7,062.8 |
S2 |
6,926.3 |
6,926.3 |
7,082.3 |
|
S3 |
6,747.8 |
6,842.2 |
7,065.9 |
|
S4 |
6,569.3 |
6,663.7 |
7,016.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,228.0 |
7,041.0 |
187.0 |
2.6% |
79.9 |
1.1% |
78% |
True |
False |
136,102 |
10 |
7,228.0 |
7,010.5 |
217.5 |
3.0% |
80.7 |
1.1% |
81% |
True |
False |
107,026 |
20 |
7,228.0 |
6,842.5 |
385.5 |
5.4% |
90.7 |
1.3% |
89% |
True |
False |
121,525 |
40 |
7,228.0 |
6,842.5 |
385.5 |
5.4% |
77.6 |
1.1% |
89% |
True |
False |
91,132 |
60 |
7,228.0 |
6,646.5 |
581.5 |
8.1% |
84.6 |
1.2% |
93% |
True |
False |
61,051 |
80 |
7,228.0 |
6,250.0 |
978.0 |
13.6% |
81.6 |
1.1% |
96% |
True |
False |
45,950 |
100 |
7,228.0 |
6,137.5 |
1,090.5 |
15.2% |
83.5 |
1.2% |
96% |
True |
False |
37,170 |
120 |
7,228.0 |
5,863.5 |
1,364.5 |
19.0% |
82.2 |
1.1% |
97% |
True |
False |
31,073 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,489.4 |
2.618 |
7,389.0 |
1.618 |
7,327.5 |
1.000 |
7,289.5 |
0.618 |
7,266.0 |
HIGH |
7,228.0 |
0.618 |
7,204.5 |
0.500 |
7,197.3 |
0.382 |
7,190.0 |
LOW |
7,166.5 |
0.618 |
7,128.5 |
1.000 |
7,105.0 |
1.618 |
7,067.0 |
2.618 |
7,005.5 |
4.250 |
6,905.1 |
|
|
Fisher Pivots for day following 02-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
7,197.3 |
7,168.8 |
PP |
7,193.5 |
7,151.7 |
S1 |
7,189.8 |
7,134.5 |
|