Trading Metrics calculated at close of trading on 03-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2011 |
03-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
11,968 |
11,983 |
15 |
0.1% |
11,814 |
High |
12,010 |
12,034 |
24 |
0.2% |
11,972 |
Low |
11,946 |
11,933 |
-13 |
-0.1% |
11,753 |
Close |
11,985 |
12,009 |
24 |
0.2% |
11,775 |
Range |
64 |
101 |
37 |
57.8% |
219 |
ATR |
111 |
110 |
-1 |
-0.6% |
0 |
Volume |
73,240 |
98,505 |
25,265 |
34.5% |
604,027 |
|
Daily Pivots for day following 03-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,295 |
12,253 |
12,065 |
|
R3 |
12,194 |
12,152 |
12,037 |
|
R2 |
12,093 |
12,093 |
12,028 |
|
R1 |
12,051 |
12,051 |
12,018 |
12,072 |
PP |
11,992 |
11,992 |
11,992 |
12,003 |
S1 |
11,950 |
11,950 |
12,000 |
11,971 |
S2 |
11,891 |
11,891 |
11,991 |
|
S3 |
11,790 |
11,849 |
11,981 |
|
S4 |
11,689 |
11,748 |
11,954 |
|
|
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 |
12,034 |
11,690 |
344 |
2.9% |
142 |
1.2% |
93% |
True |
False |
114,829 |
10 |
12,034 |
11,690 |
344 |
2.9% |
118 |
1.0% |
93% |
True |
False |
110,074 |
20 |
12,034 |
11,520 |
514 |
4.3% |
111 |
0.9% |
95% |
True |
False |
103,669 |
40 |
12,034 |
11,216 |
818 |
6.8% |
97 |
0.8% |
97% |
True |
False |
82,925 |
60 |
12,034 |
10,855 |
1,179 |
9.8% |
112 |
0.9% |
98% |
True |
False |
55,406 |
80 |
12,034 |
10,787 |
1,247 |
10.4% |
117 |
1.0% |
98% |
True |
False |
41,571 |
100 |
12,034 |
10,350 |
1,684 |
14.0% |
117 |
1.0% |
99% |
True |
False |
33,266 |
120 |
12,034 |
9,790 |
2,244 |
18.7% |
107 |
0.9% |
99% |
True |
False |
27,723 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,463 |
2.618 |
12,299 |
1.618 |
12,198 |
1.000 |
12,135 |
0.618 |
12,097 |
HIGH |
12,034 |
0.618 |
11,996 |
0.500 |
11,984 |
0.382 |
11,972 |
LOW |
11,933 |
0.618 |
11,871 |
1.000 |
11,832 |
1.618 |
11,770 |
2.618 |
11,669 |
4.250 |
11,504 |
|
|
Fisher Pivots for day following 03-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
12,001 |
11,984 |
PP |
11,992 |
11,958 |
S1 |
11,984 |
11,933 |
|