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 |
10,450 |
10,515 |
65 |
0.6% |
10,230 |
High |
10,535 |
10,645 |
110 |
1.0% |
10,645 |
Low |
10,425 |
10,515 |
90 |
0.9% |
10,170 |
Close |
10,510 |
10,640 |
130 |
1.2% |
10,640 |
Range |
110 |
130 |
20 |
18.2% |
475 |
ATR |
138 |
138 |
0 |
-0.2% |
0 |
Volume |
8,928 |
11,688 |
2,760 |
30.9% |
45,089 |
|
Daily Pivots for day following 04-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,990 |
10,945 |
10,712 |
|
R3 |
10,860 |
10,815 |
10,676 |
|
R2 |
10,730 |
10,730 |
10,664 |
|
R1 |
10,685 |
10,685 |
10,652 |
10,708 |
PP |
10,600 |
10,600 |
10,600 |
10,611 |
S1 |
10,555 |
10,555 |
10,628 |
10,578 |
S2 |
10,470 |
10,470 |
10,616 |
|
S3 |
10,340 |
10,425 |
10,604 |
|
S4 |
10,210 |
10,295 |
10,569 |
|
|
Weekly Pivots for week ending 04-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,910 |
11,750 |
10,901 |
|
R3 |
11,435 |
11,275 |
10,771 |
|
R2 |
10,960 |
10,960 |
10,727 |
|
R1 |
10,800 |
10,800 |
10,684 |
10,880 |
PP |
10,485 |
10,485 |
10,485 |
10,525 |
S1 |
10,325 |
10,325 |
10,597 |
10,405 |
S2 |
10,010 |
10,010 |
10,553 |
|
S3 |
9,535 |
9,850 |
10,510 |
|
S4 |
9,060 |
9,375 |
10,379 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,645 |
10,170 |
475 |
4.5% |
138 |
1.3% |
99% |
True |
False |
9,017 |
10 |
10,645 |
10,170 |
475 |
4.5% |
142 |
1.3% |
99% |
True |
False |
9,579 |
20 |
10,665 |
10,170 |
495 |
4.7% |
141 |
1.3% |
95% |
False |
False |
9,396 |
40 |
10,665 |
10,150 |
515 |
4.8% |
130 |
1.2% |
95% |
False |
False |
7,680 |
60 |
10,665 |
9,735 |
930 |
8.7% |
109 |
1.0% |
97% |
False |
False |
5,885 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,198 |
2.618 |
10,985 |
1.618 |
10,855 |
1.000 |
10,775 |
0.618 |
10,725 |
HIGH |
10,645 |
0.618 |
10,595 |
0.500 |
10,580 |
0.382 |
10,565 |
LOW |
10,515 |
0.618 |
10,435 |
1.000 |
10,385 |
1.618 |
10,305 |
2.618 |
10,175 |
4.250 |
9,963 |
|
|
Fisher Pivots for day following 04-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
10,620 |
10,589 |
PP |
10,600 |
10,538 |
S1 |
10,580 |
10,488 |
|