Trading Metrics calculated at close of trading on 10-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2011 |
10-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
7,324.0 |
7,336.0 |
12.0 |
0.2% |
7,100.0 |
High |
7,358.0 |
7,360.0 |
2.0 |
0.0% |
7,236.0 |
Low |
7,318.5 |
7,275.0 |
-43.5 |
-0.6% |
7,041.0 |
Close |
7,321.0 |
7,341.0 |
20.0 |
0.3% |
7,216.5 |
Range |
39.5 |
85.0 |
45.5 |
115.2% |
195.0 |
ATR |
79.1 |
79.5 |
0.4 |
0.5% |
0.0 |
Volume |
116,642 |
148,617 |
31,975 |
27.4% |
618,530 |
|
Daily Pivots for day following 10-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,580.3 |
7,545.7 |
7,387.8 |
|
R3 |
7,495.3 |
7,460.7 |
7,364.4 |
|
R2 |
7,410.3 |
7,410.3 |
7,356.6 |
|
R1 |
7,375.7 |
7,375.7 |
7,348.8 |
7,393.0 |
PP |
7,325.3 |
7,325.3 |
7,325.3 |
7,334.0 |
S1 |
7,290.7 |
7,290.7 |
7,333.2 |
7,308.0 |
S2 |
7,240.3 |
7,240.3 |
7,325.4 |
|
S3 |
7,155.3 |
7,205.7 |
7,317.6 |
|
S4 |
7,070.3 |
7,120.7 |
7,294.3 |
|
|
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 |
7,360.0 |
7,192.0 |
168.0 |
2.3% |
61.7 |
0.8% |
89% |
True |
False |
122,172 |
10 |
7,360.0 |
7,041.0 |
319.0 |
4.3% |
71.2 |
1.0% |
94% |
True |
False |
127,138 |
20 |
7,360.0 |
7,010.5 |
349.5 |
4.8% |
76.3 |
1.0% |
95% |
True |
False |
114,370 |
40 |
7,360.0 |
6,842.5 |
517.5 |
7.0% |
79.1 |
1.1% |
96% |
True |
False |
104,684 |
60 |
7,360.0 |
6,679.0 |
681.0 |
9.3% |
81.0 |
1.1% |
97% |
True |
False |
73,108 |
80 |
7,360.0 |
6,490.0 |
870.0 |
11.9% |
80.1 |
1.1% |
98% |
True |
False |
54,983 |
100 |
7,360.0 |
6,137.5 |
1,222.5 |
16.7% |
82.7 |
1.1% |
98% |
True |
False |
44,175 |
120 |
7,360.0 |
5,863.5 |
1,496.5 |
20.4% |
81.3 |
1.1% |
99% |
True |
False |
37,125 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,721.3 |
2.618 |
7,582.5 |
1.618 |
7,497.5 |
1.000 |
7,445.0 |
0.618 |
7,412.5 |
HIGH |
7,360.0 |
0.618 |
7,327.5 |
0.500 |
7,317.5 |
0.382 |
7,307.5 |
LOW |
7,275.0 |
0.618 |
7,222.5 |
1.000 |
7,190.0 |
1.618 |
7,137.5 |
2.618 |
7,052.5 |
4.250 |
6,913.8 |
|
|
Fisher Pivots for day following 10-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
7,333.2 |
7,333.2 |
PP |
7,325.3 |
7,325.3 |
S1 |
7,317.5 |
7,317.5 |
|