Trading Metrics calculated at close of trading on 10-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2011 |
10-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
10,700 |
10,635 |
-65 |
-0.6% |
10,230 |
High |
10,700 |
10,695 |
-5 |
0.0% |
10,645 |
Low |
10,565 |
10,555 |
-10 |
-0.1% |
10,170 |
Close |
10,630 |
10,675 |
45 |
0.4% |
10,640 |
Range |
135 |
140 |
5 |
3.7% |
475 |
ATR |
132 |
132 |
1 |
0.4% |
0 |
Volume |
7,847 |
10,643 |
2,796 |
35.6% |
45,089 |
|
Daily Pivots for day following 10-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,062 |
11,008 |
10,752 |
|
R3 |
10,922 |
10,868 |
10,714 |
|
R2 |
10,782 |
10,782 |
10,701 |
|
R1 |
10,728 |
10,728 |
10,688 |
10,755 |
PP |
10,642 |
10,642 |
10,642 |
10,655 |
S1 |
10,588 |
10,588 |
10,662 |
10,615 |
S2 |
10,502 |
10,502 |
10,649 |
|
S3 |
10,362 |
10,448 |
10,637 |
|
S4 |
10,222 |
10,308 |
10,598 |
|
|
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 |
10,515 |
185 |
1.7% |
118 |
1.1% |
86% |
False |
False |
9,138 |
10 |
10,700 |
10,170 |
530 |
5.0% |
145 |
1.4% |
95% |
False |
False |
9,157 |
20 |
10,700 |
10,170 |
530 |
5.0% |
137 |
1.3% |
95% |
False |
False |
9,412 |
40 |
10,700 |
10,150 |
550 |
5.2% |
130 |
1.2% |
95% |
False |
False |
7,671 |
60 |
10,700 |
9,735 |
965 |
9.0% |
117 |
1.1% |
97% |
False |
False |
6,452 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,290 |
2.618 |
11,062 |
1.618 |
10,922 |
1.000 |
10,835 |
0.618 |
10,782 |
HIGH |
10,695 |
0.618 |
10,642 |
0.500 |
10,625 |
0.382 |
10,609 |
LOW |
10,555 |
0.618 |
10,469 |
1.000 |
10,415 |
1.618 |
10,329 |
2.618 |
10,189 |
4.250 |
9,960 |
|
|
Fisher Pivots for day following 10-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
10,658 |
10,659 |
PP |
10,642 |
10,643 |
S1 |
10,625 |
10,628 |
|