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 |
2,343.75 |
2,362.50 |
18.75 |
0.8% |
2,265.50 |
High |
2,364.00 |
2,365.50 |
1.50 |
0.1% |
2,339.50 |
Low |
2,341.25 |
2,350.50 |
9.25 |
0.4% |
2,248.50 |
Close |
2,362.75 |
2,362.25 |
-0.50 |
0.0% |
2,337.50 |
Range |
22.75 |
15.00 |
-7.75 |
-34.1% |
91.00 |
ATR |
29.68 |
28.64 |
-1.05 |
-3.5% |
0.00 |
Volume |
187,536 |
198,569 |
11,033 |
5.9% |
1,292,720 |
|
Daily Pivots for day following 09-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,404.50 |
2,398.25 |
2,370.50 |
|
R3 |
2,389.50 |
2,383.25 |
2,366.50 |
|
R2 |
2,374.50 |
2,374.50 |
2,365.00 |
|
R1 |
2,368.25 |
2,368.25 |
2,363.50 |
2,364.00 |
PP |
2,359.50 |
2,359.50 |
2,359.50 |
2,357.25 |
S1 |
2,353.25 |
2,353.25 |
2,361.00 |
2,349.00 |
S2 |
2,344.50 |
2,344.50 |
2,359.50 |
|
S3 |
2,329.50 |
2,338.25 |
2,358.00 |
|
S4 |
2,314.50 |
2,323.25 |
2,354.00 |
|
|
Weekly Pivots for week ending 04-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,581.50 |
2,550.50 |
2,387.50 |
|
R3 |
2,490.50 |
2,459.50 |
2,362.50 |
|
R2 |
2,399.50 |
2,399.50 |
2,354.25 |
|
R1 |
2,368.50 |
2,368.50 |
2,345.75 |
2,384.00 |
PP |
2,308.50 |
2,308.50 |
2,308.50 |
2,316.25 |
S1 |
2,277.50 |
2,277.50 |
2,329.25 |
2,293.00 |
S2 |
2,217.50 |
2,217.50 |
2,320.75 |
|
S3 |
2,126.50 |
2,186.50 |
2,312.50 |
|
S4 |
2,035.50 |
2,095.50 |
2,287.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
2,365.50 |
2,295.75 |
69.75 |
3.0% |
23.25 |
1.0% |
95% |
True |
False |
221,795 |
10 |
2,365.50 |
2,248.50 |
117.00 |
5.0% |
31.00 |
1.3% |
97% |
True |
False |
259,696 |
20 |
2,365.50 |
2,248.50 |
117.00 |
5.0% |
31.00 |
1.3% |
97% |
True |
False |
239,891 |
40 |
2,365.50 |
2,196.00 |
169.50 |
7.2% |
26.50 |
1.1% |
98% |
True |
False |
205,442 |
60 |
2,365.50 |
2,082.25 |
283.25 |
12.0% |
28.25 |
1.2% |
99% |
True |
False |
147,534 |
80 |
2,365.50 |
2,049.75 |
315.75 |
13.4% |
28.25 |
1.2% |
99% |
True |
False |
110,710 |
100 |
2,365.50 |
1,949.00 |
416.50 |
17.6% |
29.25 |
1.2% |
99% |
True |
False |
88,599 |
120 |
2,365.50 |
1,744.25 |
621.25 |
26.3% |
26.25 |
1.1% |
99% |
True |
False |
73,834 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,429.25 |
2.618 |
2,404.75 |
1.618 |
2,389.75 |
1.000 |
2,380.50 |
0.618 |
2,374.75 |
HIGH |
2,365.50 |
0.618 |
2,359.75 |
0.500 |
2,358.00 |
0.382 |
2,356.25 |
LOW |
2,350.50 |
0.618 |
2,341.25 |
1.000 |
2,335.50 |
1.618 |
2,326.25 |
2.618 |
2,311.25 |
4.250 |
2,286.75 |
|
|
Fisher Pivots for day following 09-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
2,360.75 |
2,358.25 |
PP |
2,359.50 |
2,354.00 |
S1 |
2,358.00 |
2,350.00 |
|