Trading Metrics calculated at close of trading on 02-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2011 |
02-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
1,282.50 |
1,302.25 |
19.75 |
1.5% |
1,279.50 |
High |
1,306.00 |
1,305.50 |
-0.50 |
0.0% |
1,299.50 |
Low |
1,281.25 |
1,298.00 |
16.75 |
1.3% |
1,270.50 |
Close |
1,302.75 |
1,300.00 |
-2.75 |
-0.2% |
1,271.50 |
Range |
24.75 |
7.50 |
-17.25 |
-69.7% |
29.00 |
ATR |
15.04 |
14.50 |
-0.54 |
-3.6% |
0.00 |
Volume |
2,089,240 |
1,392,927 |
-696,313 |
-33.3% |
10,393,276 |
|
Daily Pivots for day following 02-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,323.75 |
1,319.25 |
1,304.00 |
|
R3 |
1,316.25 |
1,311.75 |
1,302.00 |
|
R2 |
1,308.75 |
1,308.75 |
1,301.50 |
|
R1 |
1,304.25 |
1,304.25 |
1,300.75 |
1,302.75 |
PP |
1,301.25 |
1,301.25 |
1,301.25 |
1,300.50 |
S1 |
1,296.75 |
1,296.75 |
1,299.25 |
1,295.25 |
S2 |
1,293.75 |
1,293.75 |
1,298.50 |
|
S3 |
1,286.25 |
1,289.25 |
1,298.00 |
|
S4 |
1,278.75 |
1,281.75 |
1,296.00 |
|
|
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% |
18.25 |
1.4% |
86% |
False |
False |
2,116,836 |
10 |
1,306.00 |
1,262.25 |
43.75 |
3.4% |
15.75 |
1.2% |
86% |
False |
False |
2,052,407 |
20 |
1,306.00 |
1,255.75 |
50.25 |
3.9% |
14.75 |
1.1% |
88% |
False |
False |
1,921,565 |
40 |
1,306.00 |
1,212.50 |
93.50 |
7.2% |
12.25 |
0.9% |
94% |
False |
False |
1,504,590 |
60 |
1,306.00 |
1,165.75 |
140.25 |
10.8% |
14.00 |
1.1% |
96% |
False |
False |
1,006,555 |
80 |
1,306.00 |
1,146.75 |
159.25 |
12.3% |
14.25 |
1.1% |
96% |
False |
False |
755,264 |
100 |
1,306.00 |
1,102.75 |
203.25 |
15.6% |
14.50 |
1.1% |
97% |
False |
False |
604,379 |
120 |
1,306.00 |
1,028.25 |
277.75 |
21.4% |
14.75 |
1.1% |
98% |
False |
False |
503,654 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,337.50 |
2.618 |
1,325.25 |
1.618 |
1,317.75 |
1.000 |
1,313.00 |
0.618 |
1,310.25 |
HIGH |
1,305.50 |
0.618 |
1,302.75 |
0.500 |
1,301.75 |
0.382 |
1,300.75 |
LOW |
1,298.00 |
0.618 |
1,293.25 |
1.000 |
1,290.50 |
1.618 |
1,285.75 |
2.618 |
1,278.25 |
4.250 |
1,266.00 |
|
|
Fisher Pivots for day following 02-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
1,301.75 |
1,294.75 |
PP |
1,301.25 |
1,289.50 |
S1 |
1,300.50 |
1,284.00 |
|