Trading Metrics calculated at close of trading on 09-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2011 |
09-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
7,288.0 |
7,324.0 |
36.0 |
0.5% |
7,100.0 |
High |
7,341.0 |
7,358.0 |
17.0 |
0.2% |
7,236.0 |
Low |
7,277.5 |
7,318.5 |
41.0 |
0.6% |
7,041.0 |
Close |
7,318.5 |
7,321.0 |
2.5 |
0.0% |
7,216.5 |
Range |
63.5 |
39.5 |
-24.0 |
-37.8% |
195.0 |
ATR |
82.1 |
79.1 |
-3.0 |
-3.7% |
0.0 |
Volume |
121,948 |
116,642 |
-5,306 |
-4.4% |
618,530 |
|
Daily Pivots for day following 09-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,451.0 |
7,425.5 |
7,342.7 |
|
R3 |
7,411.5 |
7,386.0 |
7,331.9 |
|
R2 |
7,372.0 |
7,372.0 |
7,328.2 |
|
R1 |
7,346.5 |
7,346.5 |
7,324.6 |
7,339.5 |
PP |
7,332.5 |
7,332.5 |
7,332.5 |
7,329.0 |
S1 |
7,307.0 |
7,307.0 |
7,317.4 |
7,300.0 |
S2 |
7,293.0 |
7,293.0 |
7,313.8 |
|
S3 |
7,253.5 |
7,267.5 |
7,310.1 |
|
S4 |
7,214.0 |
7,228.0 |
7,299.3 |
|
|
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 |
7,358.0 |
7,152.5 |
205.5 |
2.8% |
58.7 |
0.8% |
82% |
True |
False |
115,894 |
10 |
7,358.0 |
7,041.0 |
317.0 |
4.3% |
69.3 |
0.9% |
88% |
True |
False |
125,998 |
20 |
7,358.0 |
6,952.0 |
406.0 |
5.5% |
79.3 |
1.1% |
91% |
True |
False |
114,069 |
40 |
7,358.0 |
6,842.5 |
515.5 |
7.0% |
77.6 |
1.1% |
93% |
True |
False |
103,692 |
60 |
7,358.0 |
6,674.0 |
684.0 |
9.3% |
81.5 |
1.1% |
95% |
True |
False |
70,655 |
80 |
7,358.0 |
6,485.0 |
873.0 |
11.9% |
80.1 |
1.1% |
96% |
True |
False |
53,148 |
100 |
7,358.0 |
6,137.5 |
1,220.5 |
16.7% |
82.5 |
1.1% |
97% |
True |
False |
42,709 |
120 |
7,358.0 |
5,863.5 |
1,494.5 |
20.4% |
81.1 |
1.1% |
98% |
True |
False |
35,895 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,525.9 |
2.618 |
7,461.4 |
1.618 |
7,421.9 |
1.000 |
7,397.5 |
0.618 |
7,382.4 |
HIGH |
7,358.0 |
0.618 |
7,342.9 |
0.500 |
7,338.3 |
0.382 |
7,333.6 |
LOW |
7,318.5 |
0.618 |
7,294.1 |
1.000 |
7,279.0 |
1.618 |
7,254.6 |
2.618 |
7,215.1 |
4.250 |
7,150.6 |
|
|
Fisher Pivots for day following 09-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
7,338.3 |
7,310.1 |
PP |
7,332.5 |
7,299.2 |
S1 |
7,326.8 |
7,288.3 |
|