Trading Metrics calculated at close of trading on 01-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2011 |
01-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
10,230 |
10,245 |
15 |
0.1% |
10,300 |
High |
10,300 |
10,385 |
85 |
0.8% |
10,535 |
Low |
10,170 |
10,245 |
75 |
0.7% |
10,215 |
Close |
10,255 |
10,335 |
80 |
0.8% |
10,235 |
Range |
130 |
140 |
10 |
7.7% |
320 |
ATR |
137 |
137 |
0 |
0.1% |
0 |
Volume |
8,759 |
7,749 |
-1,010 |
-11.5% |
50,706 |
|
Daily Pivots for day following 01-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,742 |
10,678 |
10,412 |
|
R3 |
10,602 |
10,538 |
10,374 |
|
R2 |
10,462 |
10,462 |
10,361 |
|
R1 |
10,398 |
10,398 |
10,348 |
10,430 |
PP |
10,322 |
10,322 |
10,322 |
10,338 |
S1 |
10,258 |
10,258 |
10,322 |
10,290 |
S2 |
10,182 |
10,182 |
10,309 |
|
S3 |
10,042 |
10,118 |
10,297 |
|
S4 |
9,902 |
9,978 |
10,258 |
|
|
Weekly Pivots for week ending 28-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,288 |
11,082 |
10,411 |
|
R3 |
10,968 |
10,762 |
10,323 |
|
R2 |
10,648 |
10,648 |
10,294 |
|
R1 |
10,442 |
10,442 |
10,264 |
10,385 |
PP |
10,328 |
10,328 |
10,328 |
10,300 |
S1 |
10,122 |
10,122 |
10,206 |
10,065 |
S2 |
10,008 |
10,008 |
10,176 |
|
S3 |
9,688 |
9,802 |
10,147 |
|
S4 |
9,368 |
9,482 |
10,059 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,535 |
10,170 |
365 |
3.5% |
148 |
1.4% |
45% |
False |
False |
9,350 |
10 |
10,630 |
10,170 |
460 |
4.5% |
153 |
1.5% |
36% |
False |
False |
9,985 |
20 |
10,665 |
10,170 |
495 |
4.8% |
141 |
1.4% |
33% |
False |
False |
9,165 |
40 |
10,665 |
10,140 |
525 |
5.1% |
127 |
1.2% |
37% |
False |
False |
8,090 |
60 |
10,665 |
9,735 |
930 |
9.0% |
102 |
1.0% |
65% |
False |
False |
5,409 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,980 |
2.618 |
10,752 |
1.618 |
10,612 |
1.000 |
10,525 |
0.618 |
10,472 |
HIGH |
10,385 |
0.618 |
10,332 |
0.500 |
10,315 |
0.382 |
10,299 |
LOW |
10,245 |
0.618 |
10,159 |
1.000 |
10,105 |
1.618 |
10,019 |
2.618 |
9,879 |
4.250 |
9,650 |
|
|
Fisher Pivots for day following 01-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
10,328 |
10,340 |
PP |
10,322 |
10,338 |
S1 |
10,315 |
10,337 |
|