Trading Metrics calculated at close of trading on 01-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2011 |
01-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
11,751 |
11,841 |
90 |
0.8% |
11,814 |
High |
11,851 |
12,001 |
150 |
1.3% |
11,972 |
Low |
11,690 |
11,832 |
142 |
1.2% |
11,753 |
Close |
11,840 |
11,973 |
133 |
1.1% |
11,775 |
Range |
161 |
169 |
8 |
5.0% |
219 |
ATR |
110 |
114 |
4 |
3.8% |
0 |
Volume |
113,876 |
116,264 |
2,388 |
2.1% |
604,027 |
|
Daily Pivots for day following 01-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,442 |
12,377 |
12,066 |
|
R3 |
12,273 |
12,208 |
12,020 |
|
R2 |
12,104 |
12,104 |
12,004 |
|
R1 |
12,039 |
12,039 |
11,989 |
12,072 |
PP |
11,935 |
11,935 |
11,935 |
11,952 |
S1 |
11,870 |
11,870 |
11,958 |
11,903 |
S2 |
11,766 |
11,766 |
11,942 |
|
S3 |
11,597 |
11,701 |
11,927 |
|
S4 |
11,428 |
11,532 |
11,880 |
|
|
Weekly Pivots for week ending 28-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,490 |
12,352 |
11,896 |
|
R3 |
12,271 |
12,133 |
11,835 |
|
R2 |
12,052 |
12,052 |
11,815 |
|
R1 |
11,914 |
11,914 |
11,795 |
11,874 |
PP |
11,833 |
11,833 |
11,833 |
11,813 |
S1 |
11,695 |
11,695 |
11,755 |
11,655 |
S2 |
11,614 |
11,614 |
11,735 |
|
S3 |
11,395 |
11,476 |
11,715 |
|
S4 |
11,176 |
11,257 |
11,655 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,001 |
11,690 |
311 |
2.6% |
133 |
1.1% |
91% |
True |
False |
118,677 |
10 |
12,001 |
11,690 |
311 |
2.6% |
120 |
1.0% |
91% |
True |
False |
113,831 |
20 |
12,001 |
11,520 |
481 |
4.0% |
113 |
0.9% |
94% |
True |
False |
104,873 |
40 |
12,001 |
11,216 |
785 |
6.6% |
97 |
0.8% |
96% |
True |
False |
78,773 |
60 |
12,001 |
10,855 |
1,146 |
9.6% |
111 |
0.9% |
98% |
True |
False |
52,546 |
80 |
12,001 |
10,754 |
1,247 |
10.4% |
117 |
1.0% |
98% |
True |
False |
39,425 |
100 |
12,001 |
10,273 |
1,728 |
14.4% |
117 |
1.0% |
98% |
True |
False |
31,550 |
120 |
12,001 |
9,790 |
2,211 |
18.5% |
106 |
0.9% |
99% |
True |
False |
26,292 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,719 |
2.618 |
12,444 |
1.618 |
12,275 |
1.000 |
12,170 |
0.618 |
12,106 |
HIGH |
12,001 |
0.618 |
11,937 |
0.500 |
11,917 |
0.382 |
11,897 |
LOW |
11,832 |
0.618 |
11,728 |
1.000 |
11,663 |
1.618 |
11,559 |
2.618 |
11,390 |
4.250 |
11,114 |
|
|
Fisher Pivots for day following 01-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
11,954 |
11,931 |
PP |
11,935 |
11,888 |
S1 |
11,917 |
11,846 |
|