Trading Metrics calculated at close of trading on 07-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2011 |
07-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
1,303.25 |
1,307.25 |
4.00 |
0.3% |
1,269.50 |
High |
1,308.50 |
1,320.00 |
11.50 |
0.9% |
1,308.50 |
Low |
1,298.00 |
1,306.00 |
8.00 |
0.6% |
1,262.25 |
Close |
1,307.25 |
1,315.75 |
8.50 |
0.7% |
1,307.25 |
Range |
10.50 |
14.00 |
3.50 |
33.3% |
46.25 |
ATR |
14.20 |
14.18 |
-0.01 |
-0.1% |
0.00 |
Volume |
1,583,557 |
1,501,112 |
-82,445 |
-5.2% |
9,206,905 |
|
Daily Pivots for day following 07-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,356.00 |
1,349.75 |
1,323.50 |
|
R3 |
1,342.00 |
1,335.75 |
1,319.50 |
|
R2 |
1,328.00 |
1,328.00 |
1,318.25 |
|
R1 |
1,321.75 |
1,321.75 |
1,317.00 |
1,325.00 |
PP |
1,314.00 |
1,314.00 |
1,314.00 |
1,315.50 |
S1 |
1,307.75 |
1,307.75 |
1,314.50 |
1,311.00 |
S2 |
1,300.00 |
1,300.00 |
1,313.25 |
|
S3 |
1,286.00 |
1,293.75 |
1,312.00 |
|
S4 |
1,272.00 |
1,279.75 |
1,308.00 |
|
|
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 |
1,320.00 |
1,281.25 |
38.75 |
2.9% |
14.25 |
1.1% |
89% |
True |
False |
1,678,827 |
10 |
1,320.00 |
1,262.25 |
57.75 |
4.4% |
15.50 |
1.2% |
93% |
True |
False |
1,946,517 |
20 |
1,320.00 |
1,258.00 |
62.00 |
4.7% |
14.50 |
1.1% |
93% |
True |
False |
1,889,588 |
40 |
1,320.00 |
1,226.75 |
93.25 |
7.1% |
12.25 |
0.9% |
95% |
True |
False |
1,589,702 |
60 |
1,320.00 |
1,165.75 |
154.25 |
11.7% |
14.00 |
1.1% |
97% |
True |
False |
1,088,237 |
80 |
1,320.00 |
1,150.50 |
169.50 |
12.9% |
14.25 |
1.1% |
97% |
True |
False |
816,633 |
100 |
1,320.00 |
1,108.00 |
212.00 |
16.1% |
14.50 |
1.1% |
98% |
True |
False |
653,493 |
120 |
1,320.00 |
1,028.25 |
291.75 |
22.2% |
14.75 |
1.1% |
99% |
True |
False |
544,587 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,379.50 |
2.618 |
1,356.75 |
1.618 |
1,342.75 |
1.000 |
1,334.00 |
0.618 |
1,328.75 |
HIGH |
1,320.00 |
0.618 |
1,314.75 |
0.500 |
1,313.00 |
0.382 |
1,311.25 |
LOW |
1,306.00 |
0.618 |
1,297.25 |
1.000 |
1,292.00 |
1.618 |
1,283.25 |
2.618 |
1,269.25 |
4.250 |
1,246.50 |
|
|
Fisher Pivots for day following 07-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
1,314.75 |
1,312.50 |
PP |
1,314.00 |
1,309.00 |
S1 |
1,313.00 |
1,305.75 |
|