Trading Metrics calculated at close of trading on 07-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2011 |
07-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
12,007 |
12,046 |
39 |
0.3% |
11,751 |
High |
12,053 |
12,141 |
88 |
0.7% |
12,053 |
Low |
11,980 |
12,035 |
55 |
0.5% |
11,690 |
Close |
12,045 |
12,108 |
63 |
0.5% |
12,045 |
Range |
73 |
106 |
33 |
45.2% |
363 |
ATR |
107 |
107 |
0 |
-0.1% |
0 |
Volume |
80,162 |
78,404 |
-1,758 |
-2.2% |
482,047 |
|
Daily Pivots for day following 07-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,413 |
12,366 |
12,166 |
|
R3 |
12,307 |
12,260 |
12,137 |
|
R2 |
12,201 |
12,201 |
12,128 |
|
R1 |
12,154 |
12,154 |
12,118 |
12,178 |
PP |
12,095 |
12,095 |
12,095 |
12,106 |
S1 |
12,048 |
12,048 |
12,098 |
12,072 |
S2 |
11,989 |
11,989 |
12,089 |
|
S3 |
11,883 |
11,942 |
12,079 |
|
S4 |
11,777 |
11,836 |
12,050 |
|
|
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 |
12,141 |
11,832 |
309 |
2.6% |
103 |
0.8% |
89% |
True |
False |
89,315 |
10 |
12,141 |
11,690 |
451 |
3.7% |
111 |
0.9% |
93% |
True |
False |
105,715 |
20 |
12,141 |
11,520 |
621 |
5.1% |
109 |
0.9% |
95% |
True |
False |
101,199 |
40 |
12,141 |
11,288 |
853 |
7.0% |
96 |
0.8% |
96% |
True |
False |
85,184 |
60 |
12,141 |
10,855 |
1,286 |
10.6% |
111 |
0.9% |
97% |
True |
False |
58,048 |
80 |
12,141 |
10,794 |
1,347 |
11.1% |
115 |
1.0% |
98% |
True |
False |
43,552 |
100 |
12,141 |
10,412 |
1,729 |
14.3% |
117 |
1.0% |
98% |
True |
False |
34,852 |
120 |
12,141 |
9,790 |
2,351 |
19.4% |
108 |
0.9% |
99% |
True |
False |
29,044 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,592 |
2.618 |
12,419 |
1.618 |
12,313 |
1.000 |
12,247 |
0.618 |
12,207 |
HIGH |
12,141 |
0.618 |
12,101 |
0.500 |
12,088 |
0.382 |
12,076 |
LOW |
12,035 |
0.618 |
11,970 |
1.000 |
11,929 |
1.618 |
11,864 |
2.618 |
11,758 |
4.250 |
11,585 |
|
|
Fisher Pivots for day following 07-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
12,101 |
12,084 |
PP |
12,095 |
12,061 |
S1 |
12,088 |
12,037 |
|