Trading Metrics calculated at close of trading on 07-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2011 |
07-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
7,212.5 |
7,236.0 |
23.5 |
0.3% |
7,100.0 |
High |
7,236.0 |
7,295.0 |
59.0 |
0.8% |
7,236.0 |
Low |
7,192.0 |
7,218.5 |
26.5 |
0.4% |
7,041.0 |
Close |
7,216.5 |
7,287.0 |
70.5 |
1.0% |
7,216.5 |
Range |
44.0 |
76.5 |
32.5 |
73.9% |
195.0 |
ATR |
83.9 |
83.5 |
-0.4 |
-0.5% |
0.0 |
Volume |
107,617 |
116,038 |
8,421 |
7.8% |
618,530 |
|
Daily Pivots for day following 07-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,496.3 |
7,468.2 |
7,329.1 |
|
R3 |
7,419.8 |
7,391.7 |
7,308.0 |
|
R2 |
7,343.3 |
7,343.3 |
7,301.0 |
|
R1 |
7,315.2 |
7,315.2 |
7,294.0 |
7,329.3 |
PP |
7,266.8 |
7,266.8 |
7,266.8 |
7,273.9 |
S1 |
7,238.7 |
7,238.7 |
7,280.0 |
7,252.8 |
S2 |
7,190.3 |
7,190.3 |
7,273.0 |
|
S3 |
7,113.8 |
7,162.2 |
7,266.0 |
|
S4 |
7,037.3 |
7,085.7 |
7,244.9 |
|
|
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 |
7,295.0 |
7,113.0 |
182.0 |
2.5% |
68.8 |
0.9% |
96% |
True |
False |
118,901 |
10 |
7,295.0 |
7,041.0 |
254.0 |
3.5% |
72.6 |
1.0% |
97% |
True |
False |
128,375 |
20 |
7,295.0 |
6,842.5 |
452.5 |
6.2% |
84.2 |
1.2% |
98% |
True |
False |
115,811 |
40 |
7,295.0 |
6,842.5 |
452.5 |
6.2% |
77.1 |
1.1% |
98% |
True |
False |
99,097 |
60 |
7,295.0 |
6,646.5 |
648.5 |
8.9% |
84.3 |
1.2% |
99% |
True |
False |
66,687 |
80 |
7,295.0 |
6,470.0 |
825.0 |
11.3% |
80.7 |
1.1% |
99% |
True |
False |
50,182 |
100 |
7,295.0 |
6,137.5 |
1,157.5 |
15.9% |
83.8 |
1.1% |
99% |
True |
False |
40,358 |
120 |
7,295.0 |
5,863.5 |
1,431.5 |
19.6% |
81.3 |
1.1% |
99% |
True |
False |
33,909 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,620.1 |
2.618 |
7,495.3 |
1.618 |
7,418.8 |
1.000 |
7,371.5 |
0.618 |
7,342.3 |
HIGH |
7,295.0 |
0.618 |
7,265.8 |
0.500 |
7,256.8 |
0.382 |
7,247.7 |
LOW |
7,218.5 |
0.618 |
7,171.2 |
1.000 |
7,142.0 |
1.618 |
7,094.7 |
2.618 |
7,018.2 |
4.250 |
6,893.4 |
|
|
Fisher Pivots for day following 07-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
7,276.9 |
7,265.9 |
PP |
7,266.8 |
7,244.8 |
S1 |
7,256.8 |
7,223.8 |
|