Trading Metrics calculated at close of trading on 08-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2011 |
08-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
7,236.0 |
7,288.0 |
52.0 |
0.7% |
7,100.0 |
High |
7,295.0 |
7,341.0 |
46.0 |
0.6% |
7,236.0 |
Low |
7,218.5 |
7,277.5 |
59.0 |
0.8% |
7,041.0 |
Close |
7,287.0 |
7,318.5 |
31.5 |
0.4% |
7,216.5 |
Range |
76.5 |
63.5 |
-13.0 |
-17.0% |
195.0 |
ATR |
83.5 |
82.1 |
-1.4 |
-1.7% |
0.0 |
Volume |
116,038 |
121,948 |
5,910 |
5.1% |
618,530 |
|
Daily Pivots for day following 08-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,502.8 |
7,474.2 |
7,353.4 |
|
R3 |
7,439.3 |
7,410.7 |
7,336.0 |
|
R2 |
7,375.8 |
7,375.8 |
7,330.1 |
|
R1 |
7,347.2 |
7,347.2 |
7,324.3 |
7,361.5 |
PP |
7,312.3 |
7,312.3 |
7,312.3 |
7,319.5 |
S1 |
7,283.7 |
7,283.7 |
7,312.7 |
7,298.0 |
S2 |
7,248.8 |
7,248.8 |
7,306.9 |
|
S3 |
7,185.3 |
7,220.2 |
7,301.0 |
|
S4 |
7,121.8 |
7,156.7 |
7,283.6 |
|
|
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 |
7,341.0 |
7,152.5 |
188.5 |
2.6% |
63.1 |
0.9% |
88% |
True |
False |
116,241 |
10 |
7,341.0 |
7,041.0 |
300.0 |
4.1% |
72.9 |
1.0% |
93% |
True |
False |
126,637 |
20 |
7,341.0 |
6,867.0 |
474.0 |
6.5% |
81.9 |
1.1% |
95% |
True |
False |
114,806 |
40 |
7,341.0 |
6,842.5 |
498.5 |
6.8% |
77.4 |
1.1% |
95% |
True |
False |
101,768 |
60 |
7,341.0 |
6,674.0 |
667.0 |
9.1% |
83.1 |
1.1% |
97% |
True |
False |
68,715 |
80 |
7,341.0 |
6,485.0 |
856.0 |
11.7% |
80.7 |
1.1% |
97% |
True |
False |
51,702 |
100 |
7,341.0 |
6,137.5 |
1,203.5 |
16.4% |
83.1 |
1.1% |
98% |
True |
False |
41,544 |
120 |
7,341.0 |
5,863.5 |
1,477.5 |
20.2% |
81.0 |
1.1% |
98% |
True |
False |
34,924 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,610.9 |
2.618 |
7,507.2 |
1.618 |
7,443.7 |
1.000 |
7,404.5 |
0.618 |
7,380.2 |
HIGH |
7,341.0 |
0.618 |
7,316.7 |
0.500 |
7,309.3 |
0.382 |
7,301.8 |
LOW |
7,277.5 |
0.618 |
7,238.3 |
1.000 |
7,214.0 |
1.618 |
7,174.8 |
2.618 |
7,111.3 |
4.250 |
7,007.6 |
|
|
Fisher Pivots for day following 08-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
7,315.4 |
7,301.2 |
PP |
7,312.3 |
7,283.8 |
S1 |
7,309.3 |
7,266.5 |
|