Trading Metrics calculated at close of trading on 01-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2011 |
01-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
1,269.50 |
1,282.50 |
13.00 |
1.0% |
1,279.50 |
High |
1,283.75 |
1,306.00 |
22.25 |
1.7% |
1,299.50 |
Low |
1,262.25 |
1,281.25 |
19.00 |
1.5% |
1,270.50 |
Close |
1,282.50 |
1,302.75 |
20.25 |
1.6% |
1,271.50 |
Range |
21.50 |
24.75 |
3.25 |
15.1% |
29.00 |
ATR |
14.29 |
15.04 |
0.75 |
5.2% |
0.00 |
Volume |
2,313,880 |
2,089,240 |
-224,640 |
-9.7% |
10,393,276 |
|
Daily Pivots for day following 01-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,371.00 |
1,361.50 |
1,316.25 |
|
R3 |
1,346.25 |
1,336.75 |
1,309.50 |
|
R2 |
1,321.50 |
1,321.50 |
1,307.25 |
|
R1 |
1,312.00 |
1,312.00 |
1,305.00 |
1,316.75 |
PP |
1,296.75 |
1,296.75 |
1,296.75 |
1,299.00 |
S1 |
1,287.25 |
1,287.25 |
1,300.50 |
1,292.00 |
S2 |
1,272.00 |
1,272.00 |
1,298.25 |
|
S3 |
1,247.25 |
1,262.50 |
1,296.00 |
|
S4 |
1,222.50 |
1,237.75 |
1,289.25 |
|
|
Weekly Pivots for week ending 28-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,367.50 |
1,348.50 |
1,287.50 |
|
R3 |
1,338.50 |
1,319.50 |
1,279.50 |
|
R2 |
1,309.50 |
1,309.50 |
1,276.75 |
|
R1 |
1,290.50 |
1,290.50 |
1,274.25 |
1,285.50 |
PP |
1,280.50 |
1,280.50 |
1,280.50 |
1,278.00 |
S1 |
1,261.50 |
1,261.50 |
1,268.75 |
1,256.50 |
S2 |
1,251.50 |
1,251.50 |
1,266.25 |
|
S3 |
1,222.50 |
1,232.50 |
1,263.50 |
|
S4 |
1,193.50 |
1,203.50 |
1,255.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,306.00 |
1,262.25 |
43.75 |
3.4% |
19.00 |
1.5% |
93% |
True |
False |
2,160,002 |
10 |
1,306.00 |
1,262.25 |
43.75 |
3.4% |
17.25 |
1.3% |
93% |
True |
False |
2,145,331 |
20 |
1,306.00 |
1,255.75 |
50.25 |
3.9% |
15.00 |
1.1% |
94% |
True |
False |
1,940,391 |
40 |
1,306.00 |
1,211.50 |
94.50 |
7.3% |
12.25 |
0.9% |
97% |
True |
False |
1,471,308 |
60 |
1,306.00 |
1,165.75 |
140.25 |
10.8% |
14.00 |
1.1% |
98% |
True |
False |
983,402 |
80 |
1,306.00 |
1,140.50 |
165.50 |
12.7% |
14.25 |
1.1% |
98% |
True |
False |
737,867 |
100 |
1,306.00 |
1,090.25 |
215.75 |
16.6% |
14.50 |
1.1% |
98% |
True |
False |
590,451 |
120 |
1,306.00 |
1,028.25 |
277.75 |
21.3% |
15.00 |
1.1% |
99% |
True |
False |
492,047 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,411.25 |
2.618 |
1,370.75 |
1.618 |
1,346.00 |
1.000 |
1,330.75 |
0.618 |
1,321.25 |
HIGH |
1,306.00 |
0.618 |
1,296.50 |
0.500 |
1,293.50 |
0.382 |
1,290.75 |
LOW |
1,281.25 |
0.618 |
1,266.00 |
1.000 |
1,256.50 |
1.618 |
1,241.25 |
2.618 |
1,216.50 |
4.250 |
1,176.00 |
|
|
Fisher Pivots for day following 01-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
1,299.75 |
1,296.50 |
PP |
1,296.75 |
1,290.25 |
S1 |
1,293.50 |
1,284.00 |
|