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 |
10,515 |
10,650 |
135 |
1.3% |
10,230 |
High |
10,645 |
10,690 |
45 |
0.4% |
10,645 |
Low |
10,515 |
10,585 |
70 |
0.7% |
10,170 |
Close |
10,640 |
10,665 |
25 |
0.2% |
10,640 |
Range |
130 |
105 |
-25 |
-19.2% |
475 |
ATR |
138 |
136 |
-2 |
-1.7% |
0 |
Volume |
11,688 |
6,319 |
-5,369 |
-45.9% |
45,089 |
|
Daily Pivots for day following 07-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,962 |
10,918 |
10,723 |
|
R3 |
10,857 |
10,813 |
10,694 |
|
R2 |
10,752 |
10,752 |
10,684 |
|
R1 |
10,708 |
10,708 |
10,675 |
10,730 |
PP |
10,647 |
10,647 |
10,647 |
10,658 |
S1 |
10,603 |
10,603 |
10,656 |
10,625 |
S2 |
10,542 |
10,542 |
10,646 |
|
S3 |
10,437 |
10,498 |
10,636 |
|
S4 |
10,332 |
10,393 |
10,607 |
|
|
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 |
10,690 |
10,245 |
445 |
4.2% |
133 |
1.2% |
94% |
True |
False |
8,529 |
10 |
10,690 |
10,170 |
520 |
4.9% |
141 |
1.3% |
95% |
True |
False |
9,644 |
20 |
10,690 |
10,170 |
520 |
4.9% |
140 |
1.3% |
95% |
True |
False |
9,219 |
40 |
10,690 |
10,150 |
540 |
5.1% |
130 |
1.2% |
95% |
True |
False |
7,506 |
60 |
10,690 |
9,735 |
955 |
9.0% |
111 |
1.0% |
97% |
True |
False |
5,991 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,136 |
2.618 |
10,965 |
1.618 |
10,860 |
1.000 |
10,795 |
0.618 |
10,755 |
HIGH |
10,690 |
0.618 |
10,650 |
0.500 |
10,638 |
0.382 |
10,625 |
LOW |
10,585 |
0.618 |
10,520 |
1.000 |
10,480 |
1.618 |
10,415 |
2.618 |
10,310 |
4.250 |
10,139 |
|
|
Fisher Pivots for day following 07-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
10,656 |
10,629 |
PP |
10,647 |
10,593 |
S1 |
10,638 |
10,558 |
|