Trading Metrics calculated at close of trading on 03-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2011 |
03-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
1,302.25 |
1,300.25 |
-2.00 |
-0.2% |
1,279.50 |
High |
1,305.50 |
1,305.75 |
0.25 |
0.0% |
1,299.50 |
Low |
1,298.00 |
1,291.50 |
-6.50 |
-0.5% |
1,270.50 |
Close |
1,300.00 |
1,303.25 |
3.25 |
0.3% |
1,271.50 |
Range |
7.50 |
14.25 |
6.75 |
90.0% |
29.00 |
ATR |
14.50 |
14.48 |
-0.02 |
-0.1% |
0.00 |
Volume |
1,392,927 |
1,827,301 |
434,374 |
31.2% |
10,393,276 |
|
Daily Pivots for day following 03-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,343.00 |
1,337.25 |
1,311.00 |
|
R3 |
1,328.75 |
1,323.00 |
1,307.25 |
|
R2 |
1,314.50 |
1,314.50 |
1,305.75 |
|
R1 |
1,308.75 |
1,308.75 |
1,304.50 |
1,311.50 |
PP |
1,300.25 |
1,300.25 |
1,300.25 |
1,301.50 |
S1 |
1,294.50 |
1,294.50 |
1,302.00 |
1,297.50 |
S2 |
1,286.00 |
1,286.00 |
1,300.75 |
|
S3 |
1,271.75 |
1,280.25 |
1,299.25 |
|
S4 |
1,257.50 |
1,266.00 |
1,295.50 |
|
|
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% |
19.50 |
1.5% |
94% |
False |
False |
2,171,836 |
10 |
1,306.00 |
1,262.25 |
43.75 |
3.4% |
15.75 |
1.2% |
94% |
False |
False |
2,002,850 |
20 |
1,306.00 |
1,257.75 |
48.25 |
3.7% |
14.50 |
1.1% |
94% |
False |
False |
1,923,867 |
40 |
1,306.00 |
1,212.50 |
93.50 |
7.2% |
12.25 |
0.9% |
97% |
False |
False |
1,546,886 |
60 |
1,306.00 |
1,165.75 |
140.25 |
10.8% |
14.00 |
1.1% |
98% |
False |
False |
1,036,948 |
80 |
1,306.00 |
1,146.75 |
159.25 |
12.2% |
14.25 |
1.1% |
98% |
False |
False |
778,095 |
100 |
1,306.00 |
1,104.50 |
201.50 |
15.5% |
14.50 |
1.1% |
99% |
False |
False |
622,651 |
120 |
1,306.00 |
1,028.25 |
277.75 |
21.3% |
15.00 |
1.1% |
99% |
False |
False |
518,882 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,366.25 |
2.618 |
1,343.00 |
1.618 |
1,328.75 |
1.000 |
1,320.00 |
0.618 |
1,314.50 |
HIGH |
1,305.75 |
0.618 |
1,300.25 |
0.500 |
1,298.50 |
0.382 |
1,297.00 |
LOW |
1,291.50 |
0.618 |
1,282.75 |
1.000 |
1,277.25 |
1.618 |
1,268.50 |
2.618 |
1,254.25 |
4.250 |
1,231.00 |
|
|
Fisher Pivots for day following 03-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
1,301.75 |
1,300.00 |
PP |
1,300.25 |
1,296.75 |
S1 |
1,298.50 |
1,293.50 |
|