Trading Metrics calculated at close of trading on 04-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2011 |
04-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
1,300.25 |
1,303.25 |
3.00 |
0.2% |
1,269.50 |
High |
1,305.75 |
1,308.50 |
2.75 |
0.2% |
1,308.50 |
Low |
1,291.50 |
1,298.00 |
6.50 |
0.5% |
1,262.25 |
Close |
1,303.25 |
1,307.25 |
4.00 |
0.3% |
1,307.25 |
Range |
14.25 |
10.50 |
-3.75 |
-26.3% |
46.25 |
ATR |
14.48 |
14.20 |
-0.28 |
-2.0% |
0.00 |
Volume |
1,827,301 |
1,583,557 |
-243,744 |
-13.3% |
9,206,905 |
|
Daily Pivots for day following 04-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,336.00 |
1,332.25 |
1,313.00 |
|
R3 |
1,325.50 |
1,321.75 |
1,310.25 |
|
R2 |
1,315.00 |
1,315.00 |
1,309.25 |
|
R1 |
1,311.25 |
1,311.25 |
1,308.25 |
1,313.00 |
PP |
1,304.50 |
1,304.50 |
1,304.50 |
1,305.50 |
S1 |
1,300.75 |
1,300.75 |
1,306.25 |
1,302.50 |
S2 |
1,294.00 |
1,294.00 |
1,305.25 |
|
S3 |
1,283.50 |
1,290.25 |
1,304.25 |
|
S4 |
1,273.00 |
1,279.75 |
1,301.50 |
|
|
Weekly Pivots for week ending 04-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,431.50 |
1,415.50 |
1,332.75 |
|
R3 |
1,385.25 |
1,369.25 |
1,320.00 |
|
R2 |
1,339.00 |
1,339.00 |
1,315.75 |
|
R1 |
1,323.00 |
1,323.00 |
1,311.50 |
1,331.00 |
PP |
1,292.75 |
1,292.75 |
1,292.75 |
1,296.50 |
S1 |
1,276.75 |
1,276.75 |
1,303.00 |
1,284.75 |
S2 |
1,246.50 |
1,246.50 |
1,298.75 |
|
S3 |
1,200.25 |
1,230.50 |
1,294.50 |
|
S4 |
1,154.00 |
1,184.25 |
1,281.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,308.50 |
1,262.25 |
46.25 |
3.5% |
15.75 |
1.2% |
97% |
True |
False |
1,841,381 |
10 |
1,308.50 |
1,262.25 |
46.25 |
3.5% |
15.50 |
1.2% |
97% |
True |
False |
1,960,018 |
20 |
1,308.50 |
1,257.75 |
50.75 |
3.9% |
14.50 |
1.1% |
98% |
True |
False |
1,922,992 |
40 |
1,308.50 |
1,221.25 |
87.25 |
6.7% |
12.25 |
0.9% |
99% |
True |
False |
1,578,989 |
60 |
1,308.50 |
1,165.75 |
142.75 |
10.9% |
14.00 |
1.1% |
99% |
True |
False |
1,063,238 |
80 |
1,308.50 |
1,150.50 |
158.00 |
12.1% |
14.25 |
1.1% |
99% |
True |
False |
797,882 |
100 |
1,308.50 |
1,104.50 |
204.00 |
15.6% |
14.50 |
1.1% |
99% |
True |
False |
638,485 |
120 |
1,308.50 |
1,028.25 |
280.25 |
21.4% |
14.75 |
1.1% |
100% |
True |
False |
532,078 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,353.00 |
2.618 |
1,336.00 |
1.618 |
1,325.50 |
1.000 |
1,319.00 |
0.618 |
1,315.00 |
HIGH |
1,308.50 |
0.618 |
1,304.50 |
0.500 |
1,303.25 |
0.382 |
1,302.00 |
LOW |
1,298.00 |
0.618 |
1,291.50 |
1.000 |
1,287.50 |
1.618 |
1,281.00 |
2.618 |
1,270.50 |
4.250 |
1,253.50 |
|
|
Fisher Pivots for day following 04-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
1,306.00 |
1,304.75 |
PP |
1,304.50 |
1,302.50 |
S1 |
1,303.25 |
1,300.00 |
|