Trading Metrics calculated at close of trading on 08-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2011 |
08-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
10,650 |
10,650 |
0 |
0.0% |
10,230 |
High |
10,690 |
10,700 |
10 |
0.1% |
10,645 |
Low |
10,585 |
10,620 |
35 |
0.3% |
10,170 |
Close |
10,665 |
10,695 |
30 |
0.3% |
10,640 |
Range |
105 |
80 |
-25 |
-23.8% |
475 |
ATR |
136 |
132 |
-4 |
-2.9% |
0 |
Volume |
6,319 |
9,195 |
2,876 |
45.5% |
45,089 |
|
Daily Pivots for day following 08-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,912 |
10,883 |
10,739 |
|
R3 |
10,832 |
10,803 |
10,717 |
|
R2 |
10,752 |
10,752 |
10,710 |
|
R1 |
10,723 |
10,723 |
10,702 |
10,738 |
PP |
10,672 |
10,672 |
10,672 |
10,679 |
S1 |
10,643 |
10,643 |
10,688 |
10,658 |
S2 |
10,592 |
10,592 |
10,680 |
|
S3 |
10,512 |
10,563 |
10,673 |
|
S4 |
10,432 |
10,483 |
10,651 |
|
|
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 |
10,700 |
10,330 |
370 |
3.5% |
121 |
1.1% |
99% |
True |
False |
8,819 |
10 |
10,700 |
10,170 |
530 |
5.0% |
135 |
1.3% |
99% |
True |
False |
9,084 |
20 |
10,700 |
10,170 |
530 |
5.0% |
136 |
1.3% |
99% |
True |
False |
9,295 |
40 |
10,700 |
10,150 |
550 |
5.1% |
129 |
1.2% |
99% |
True |
False |
7,566 |
60 |
10,700 |
9,735 |
965 |
9.0% |
112 |
1.0% |
99% |
True |
False |
6,144 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,040 |
2.618 |
10,910 |
1.618 |
10,830 |
1.000 |
10,780 |
0.618 |
10,750 |
HIGH |
10,700 |
0.618 |
10,670 |
0.500 |
10,660 |
0.382 |
10,651 |
LOW |
10,620 |
0.618 |
10,571 |
1.000 |
10,540 |
1.618 |
10,491 |
2.618 |
10,411 |
4.250 |
10,280 |
|
|
Fisher Pivots for day following 08-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
10,683 |
10,666 |
PP |
10,672 |
10,637 |
S1 |
10,660 |
10,608 |
|