Trading Metrics calculated at close of trading on 04-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2011 |
04-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
11,983 |
12,007 |
24 |
0.2% |
11,751 |
High |
12,034 |
12,053 |
19 |
0.2% |
12,053 |
Low |
11,933 |
11,980 |
47 |
0.4% |
11,690 |
Close |
12,009 |
12,045 |
36 |
0.3% |
12,045 |
Range |
101 |
73 |
-28 |
-27.7% |
363 |
ATR |
110 |
107 |
-3 |
-2.4% |
0 |
Volume |
98,505 |
80,162 |
-18,343 |
-18.6% |
482,047 |
|
Daily Pivots for day following 04-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,245 |
12,218 |
12,085 |
|
R3 |
12,172 |
12,145 |
12,065 |
|
R2 |
12,099 |
12,099 |
12,059 |
|
R1 |
12,072 |
12,072 |
12,052 |
12,086 |
PP |
12,026 |
12,026 |
12,026 |
12,033 |
S1 |
11,999 |
11,999 |
12,038 |
12,013 |
S2 |
11,953 |
11,953 |
12,032 |
|
S3 |
11,880 |
11,926 |
12,025 |
|
S4 |
11,807 |
11,853 |
12,005 |
|
|
Weekly Pivots for week ending 04-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,018 |
12,895 |
12,245 |
|
R3 |
12,655 |
12,532 |
12,145 |
|
R2 |
12,292 |
12,292 |
12,112 |
|
R1 |
12,169 |
12,169 |
12,078 |
12,231 |
PP |
11,929 |
11,929 |
11,929 |
11,960 |
S1 |
11,806 |
11,806 |
12,012 |
11,868 |
S2 |
11,566 |
11,566 |
11,979 |
|
S3 |
11,203 |
11,443 |
11,945 |
|
S4 |
10,840 |
11,080 |
11,845 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,053 |
11,690 |
363 |
3.0% |
114 |
0.9% |
98% |
True |
False |
96,409 |
10 |
12,053 |
11,690 |
363 |
3.0% |
114 |
0.9% |
98% |
True |
False |
108,607 |
20 |
12,053 |
11,520 |
533 |
4.4% |
110 |
0.9% |
98% |
True |
False |
103,096 |
40 |
12,053 |
11,265 |
788 |
6.5% |
96 |
0.8% |
99% |
True |
False |
84,494 |
60 |
12,053 |
10,855 |
1,198 |
9.9% |
111 |
0.9% |
99% |
True |
False |
56,742 |
80 |
12,053 |
10,794 |
1,259 |
10.5% |
116 |
1.0% |
99% |
True |
False |
42,572 |
100 |
12,053 |
10,350 |
1,703 |
14.1% |
117 |
1.0% |
100% |
True |
False |
34,068 |
120 |
12,053 |
9,790 |
2,263 |
18.8% |
107 |
0.9% |
100% |
True |
False |
28,391 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,363 |
2.618 |
12,244 |
1.618 |
12,171 |
1.000 |
12,126 |
0.618 |
12,098 |
HIGH |
12,053 |
0.618 |
12,025 |
0.500 |
12,017 |
0.382 |
12,008 |
LOW |
11,980 |
0.618 |
11,935 |
1.000 |
11,907 |
1.618 |
11,862 |
2.618 |
11,789 |
4.250 |
11,670 |
|
|
Fisher Pivots for day following 04-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
12,036 |
12,028 |
PP |
12,026 |
12,010 |
S1 |
12,017 |
11,993 |
|