Trading Metrics calculated at close of trading on 03-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2011 |
03-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
7,199.5 |
7,176.5 |
-23.0 |
-0.3% |
7,097.5 |
High |
7,228.0 |
7,222.5 |
-5.5 |
-0.1% |
7,189.0 |
Low |
7,166.5 |
7,152.5 |
-14.0 |
-0.2% |
7,010.5 |
Close |
7,186.0 |
7,191.0 |
5.0 |
0.1% |
7,115.0 |
Range |
61.5 |
70.0 |
8.5 |
13.8% |
178.5 |
ATR |
88.2 |
86.9 |
-1.3 |
-1.5% |
0.0 |
Volume |
118,380 |
117,226 |
-1,154 |
-1.0% |
676,573 |
|
Daily Pivots for day following 03-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,398.7 |
7,364.8 |
7,229.5 |
|
R3 |
7,328.7 |
7,294.8 |
7,210.3 |
|
R2 |
7,258.7 |
7,258.7 |
7,203.8 |
|
R1 |
7,224.8 |
7,224.8 |
7,197.4 |
7,241.8 |
PP |
7,188.7 |
7,188.7 |
7,188.7 |
7,197.1 |
S1 |
7,154.8 |
7,154.8 |
7,184.6 |
7,171.8 |
S2 |
7,118.7 |
7,118.7 |
7,178.2 |
|
S3 |
7,048.7 |
7,084.8 |
7,171.8 |
|
S4 |
6,978.7 |
7,014.8 |
7,152.5 |
|
|
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% |
80.6 |
1.1% |
80% |
False |
False |
132,105 |
10 |
7,228.0 |
7,010.5 |
217.5 |
3.0% |
79.8 |
1.1% |
83% |
False |
False |
118,748 |
20 |
7,228.0 |
6,842.5 |
385.5 |
5.4% |
87.8 |
1.2% |
90% |
False |
False |
119,464 |
40 |
7,228.0 |
6,842.5 |
385.5 |
5.4% |
77.4 |
1.1% |
90% |
False |
False |
93,865 |
60 |
7,228.0 |
6,646.5 |
581.5 |
8.1% |
84.5 |
1.2% |
94% |
False |
False |
62,986 |
80 |
7,228.0 |
6,355.0 |
873.0 |
12.1% |
81.2 |
1.1% |
96% |
False |
False |
47,411 |
100 |
7,228.0 |
6,137.5 |
1,090.5 |
15.2% |
83.6 |
1.2% |
97% |
False |
False |
38,307 |
120 |
7,228.0 |
5,863.5 |
1,364.5 |
19.0% |
82.1 |
1.1% |
97% |
False |
False |
32,048 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,520.0 |
2.618 |
7,405.8 |
1.618 |
7,335.8 |
1.000 |
7,292.5 |
0.618 |
7,265.8 |
HIGH |
7,222.5 |
0.618 |
7,195.8 |
0.500 |
7,187.5 |
0.382 |
7,179.2 |
LOW |
7,152.5 |
0.618 |
7,109.2 |
1.000 |
7,082.5 |
1.618 |
7,039.2 |
2.618 |
6,969.2 |
4.250 |
6,855.0 |
|
|
Fisher Pivots for day following 03-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
7,189.8 |
7,184.2 |
PP |
7,188.7 |
7,177.3 |
S1 |
7,187.5 |
7,170.5 |
|