Trading Metrics calculated at close of trading on 09-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2011 |
09-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
1,315.00 |
1,321.50 |
6.50 |
0.5% |
1,269.50 |
High |
1,322.25 |
1,322.00 |
-0.25 |
0.0% |
1,308.50 |
Low |
1,313.00 |
1,311.75 |
-1.25 |
-0.1% |
1,262.25 |
Close |
1,321.75 |
1,319.25 |
-2.50 |
-0.2% |
1,307.25 |
Range |
9.25 |
10.25 |
1.00 |
10.8% |
46.25 |
ATR |
13.83 |
13.58 |
-0.26 |
-1.8% |
0.00 |
Volume |
1,449,543 |
1,824,724 |
375,181 |
25.9% |
9,206,905 |
|
Daily Pivots for day following 09-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,348.50 |
1,344.00 |
1,325.00 |
|
R3 |
1,338.25 |
1,333.75 |
1,322.00 |
|
R2 |
1,328.00 |
1,328.00 |
1,321.25 |
|
R1 |
1,323.50 |
1,323.50 |
1,320.25 |
1,320.50 |
PP |
1,317.75 |
1,317.75 |
1,317.75 |
1,316.25 |
S1 |
1,313.25 |
1,313.25 |
1,318.25 |
1,310.50 |
S2 |
1,307.50 |
1,307.50 |
1,317.25 |
|
S3 |
1,297.25 |
1,303.00 |
1,316.50 |
|
S4 |
1,287.00 |
1,292.75 |
1,313.50 |
|
|
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 |
1,322.25 |
1,291.50 |
30.75 |
2.3% |
11.75 |
0.9% |
90% |
False |
False |
1,637,247 |
10 |
1,322.25 |
1,262.25 |
60.00 |
4.5% |
15.00 |
1.1% |
95% |
False |
False |
1,877,042 |
20 |
1,322.25 |
1,262.25 |
60.00 |
4.5% |
14.50 |
1.1% |
95% |
False |
False |
1,878,339 |
40 |
1,322.25 |
1,227.50 |
94.75 |
7.2% |
12.25 |
0.9% |
97% |
False |
False |
1,589,948 |
60 |
1,322.25 |
1,165.75 |
156.50 |
11.9% |
13.75 |
1.0% |
98% |
False |
False |
1,142,697 |
80 |
1,322.25 |
1,150.50 |
171.75 |
13.0% |
14.00 |
1.1% |
98% |
False |
False |
857,508 |
100 |
1,322.25 |
1,112.25 |
210.00 |
15.9% |
14.50 |
1.1% |
99% |
False |
False |
686,219 |
120 |
1,322.25 |
1,028.25 |
294.00 |
22.3% |
14.75 |
1.1% |
99% |
False |
False |
571,872 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,365.50 |
2.618 |
1,348.75 |
1.618 |
1,338.50 |
1.000 |
1,332.25 |
0.618 |
1,328.25 |
HIGH |
1,322.00 |
0.618 |
1,318.00 |
0.500 |
1,317.00 |
0.382 |
1,315.75 |
LOW |
1,311.75 |
0.618 |
1,305.50 |
1.000 |
1,301.50 |
1.618 |
1,295.25 |
2.618 |
1,285.00 |
4.250 |
1,268.25 |
|
|
Fisher Pivots for day following 09-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
1,318.50 |
1,317.50 |
PP |
1,317.75 |
1,315.75 |
S1 |
1,317.00 |
1,314.00 |
|