Trading Metrics calculated at close of trading on 02-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2011 |
02-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
11,841 |
11,968 |
127 |
1.1% |
11,814 |
High |
12,001 |
12,010 |
9 |
0.1% |
11,972 |
Low |
11,832 |
11,946 |
114 |
1.0% |
11,753 |
Close |
11,973 |
11,985 |
12 |
0.1% |
11,775 |
Range |
169 |
64 |
-105 |
-62.1% |
219 |
ATR |
114 |
111 |
-4 |
-3.1% |
0 |
Volume |
116,264 |
73,240 |
-43,024 |
-37.0% |
604,027 |
|
Daily Pivots for day following 02-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,172 |
12,143 |
12,020 |
|
R3 |
12,108 |
12,079 |
12,003 |
|
R2 |
12,044 |
12,044 |
11,997 |
|
R1 |
12,015 |
12,015 |
11,991 |
12,030 |
PP |
11,980 |
11,980 |
11,980 |
11,988 |
S1 |
11,951 |
11,951 |
11,979 |
11,966 |
S2 |
11,916 |
11,916 |
11,973 |
|
S3 |
11,852 |
11,887 |
11,968 |
|
S4 |
11,788 |
11,823 |
11,950 |
|
|
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 |
12,010 |
11,690 |
320 |
2.7% |
133 |
1.1% |
92% |
True |
False |
113,362 |
10 |
12,010 |
11,690 |
320 |
2.7% |
118 |
1.0% |
92% |
True |
False |
110,689 |
20 |
12,010 |
11,520 |
490 |
4.1% |
113 |
0.9% |
95% |
True |
False |
103,782 |
40 |
12,010 |
11,216 |
794 |
6.6% |
97 |
0.8% |
97% |
True |
False |
80,590 |
60 |
12,010 |
10,855 |
1,155 |
9.6% |
111 |
0.9% |
98% |
True |
False |
53,766 |
80 |
12,010 |
10,787 |
1,223 |
10.2% |
116 |
1.0% |
98% |
True |
False |
40,341 |
100 |
12,010 |
10,350 |
1,660 |
13.9% |
117 |
1.0% |
98% |
True |
False |
32,281 |
120 |
12,010 |
9,790 |
2,220 |
18.5% |
106 |
0.9% |
99% |
True |
False |
26,902 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,282 |
2.618 |
12,178 |
1.618 |
12,114 |
1.000 |
12,074 |
0.618 |
12,050 |
HIGH |
12,010 |
0.618 |
11,986 |
0.500 |
11,978 |
0.382 |
11,971 |
LOW |
11,946 |
0.618 |
11,907 |
1.000 |
11,882 |
1.618 |
11,843 |
2.618 |
11,779 |
4.250 |
11,674 |
|
|
Fisher Pivots for day following 02-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
11,983 |
11,940 |
PP |
11,980 |
11,895 |
S1 |
11,978 |
11,850 |
|