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 |
10,650 |
10,700 |
50 |
0.5% |
10,230 |
High |
10,700 |
10,700 |
0 |
0.0% |
10,645 |
Low |
10,620 |
10,565 |
-55 |
-0.5% |
10,170 |
Close |
10,695 |
10,630 |
-65 |
-0.6% |
10,640 |
Range |
80 |
135 |
55 |
68.8% |
475 |
ATR |
132 |
132 |
0 |
0.2% |
0 |
Volume |
9,195 |
7,847 |
-1,348 |
-14.7% |
45,089 |
|
Daily Pivots for day following 09-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,037 |
10,968 |
10,704 |
|
R3 |
10,902 |
10,833 |
10,667 |
|
R2 |
10,767 |
10,767 |
10,655 |
|
R1 |
10,698 |
10,698 |
10,643 |
10,665 |
PP |
10,632 |
10,632 |
10,632 |
10,615 |
S1 |
10,563 |
10,563 |
10,618 |
10,530 |
S2 |
10,497 |
10,497 |
10,605 |
|
S3 |
10,362 |
10,428 |
10,593 |
|
S4 |
10,227 |
10,293 |
10,556 |
|
|
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 |
10,425 |
275 |
2.6% |
112 |
1.1% |
75% |
True |
False |
8,795 |
10 |
10,700 |
10,170 |
530 |
5.0% |
140 |
1.3% |
87% |
True |
False |
9,229 |
20 |
10,700 |
10,170 |
530 |
5.0% |
136 |
1.3% |
87% |
True |
False |
9,323 |
40 |
10,700 |
10,150 |
550 |
5.2% |
129 |
1.2% |
87% |
True |
False |
7,579 |
60 |
10,700 |
9,735 |
965 |
9.1% |
114 |
1.1% |
93% |
True |
False |
6,275 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,274 |
2.618 |
11,054 |
1.618 |
10,919 |
1.000 |
10,835 |
0.618 |
10,784 |
HIGH |
10,700 |
0.618 |
10,649 |
0.500 |
10,633 |
0.382 |
10,617 |
LOW |
10,565 |
0.618 |
10,482 |
1.000 |
10,430 |
1.618 |
10,347 |
2.618 |
10,212 |
4.250 |
9,991 |
|
|
Fisher Pivots for day following 09-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
10,633 |
10,633 |
PP |
10,632 |
10,632 |
S1 |
10,631 |
10,631 |
|