Trading Metrics calculated at close of trading on 04-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2011 |
04-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
7,176.5 |
7,212.5 |
36.0 |
0.5% |
7,100.0 |
High |
7,222.5 |
7,236.0 |
13.5 |
0.2% |
7,236.0 |
Low |
7,152.5 |
7,192.0 |
39.5 |
0.6% |
7,041.0 |
Close |
7,191.0 |
7,216.5 |
25.5 |
0.4% |
7,216.5 |
Range |
70.0 |
44.0 |
-26.0 |
-37.1% |
195.0 |
ATR |
86.9 |
83.9 |
-3.0 |
-3.4% |
0.0 |
Volume |
117,226 |
107,617 |
-9,609 |
-8.2% |
618,530 |
|
Daily Pivots for day following 04-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,346.8 |
7,325.7 |
7,240.7 |
|
R3 |
7,302.8 |
7,281.7 |
7,228.6 |
|
R2 |
7,258.8 |
7,258.8 |
7,224.6 |
|
R1 |
7,237.7 |
7,237.7 |
7,220.5 |
7,248.3 |
PP |
7,214.8 |
7,214.8 |
7,214.8 |
7,220.1 |
S1 |
7,193.7 |
7,193.7 |
7,212.5 |
7,204.3 |
S2 |
7,170.8 |
7,170.8 |
7,208.4 |
|
S3 |
7,126.8 |
7,149.7 |
7,204.4 |
|
S4 |
7,082.8 |
7,105.7 |
7,192.3 |
|
|
Weekly Pivots for week ending 04-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,749.5 |
7,678.0 |
7,323.8 |
|
R3 |
7,554.5 |
7,483.0 |
7,270.1 |
|
R2 |
7,359.5 |
7,359.5 |
7,252.3 |
|
R1 |
7,288.0 |
7,288.0 |
7,234.4 |
7,323.8 |
PP |
7,164.5 |
7,164.5 |
7,164.5 |
7,182.4 |
S1 |
7,093.0 |
7,093.0 |
7,198.6 |
7,128.8 |
S2 |
6,969.5 |
6,969.5 |
7,180.8 |
|
S3 |
6,774.5 |
6,898.0 |
7,162.9 |
|
S4 |
6,579.5 |
6,703.0 |
7,109.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,236.0 |
7,041.0 |
195.0 |
2.7% |
68.5 |
0.9% |
90% |
True |
False |
123,706 |
10 |
7,236.0 |
7,010.5 |
225.5 |
3.1% |
74.3 |
1.0% |
91% |
True |
False |
129,510 |
20 |
7,236.0 |
6,842.5 |
393.5 |
5.5% |
84.8 |
1.2% |
95% |
True |
False |
117,957 |
40 |
7,236.0 |
6,842.5 |
393.5 |
5.5% |
77.2 |
1.1% |
95% |
True |
False |
96,401 |
60 |
7,236.0 |
6,646.5 |
589.5 |
8.2% |
83.8 |
1.2% |
97% |
True |
False |
64,772 |
80 |
7,236.0 |
6,467.5 |
768.5 |
10.6% |
80.3 |
1.1% |
97% |
True |
False |
48,741 |
100 |
7,236.0 |
6,137.5 |
1,098.5 |
15.2% |
83.5 |
1.2% |
98% |
True |
False |
39,305 |
120 |
7,236.0 |
5,863.5 |
1,372.5 |
19.0% |
81.9 |
1.1% |
99% |
True |
False |
32,942 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,423.0 |
2.618 |
7,351.2 |
1.618 |
7,307.2 |
1.000 |
7,280.0 |
0.618 |
7,263.2 |
HIGH |
7,236.0 |
0.618 |
7,219.2 |
0.500 |
7,214.0 |
0.382 |
7,208.8 |
LOW |
7,192.0 |
0.618 |
7,164.8 |
1.000 |
7,148.0 |
1.618 |
7,120.8 |
2.618 |
7,076.8 |
4.250 |
7,005.0 |
|
|
Fisher Pivots for day following 04-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
7,215.7 |
7,209.1 |
PP |
7,214.8 |
7,201.7 |
S1 |
7,214.0 |
7,194.3 |
|