Trading Metrics calculated at close of trading on 08-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2011 |
08-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
12,046 |
12,102 |
56 |
0.5% |
11,751 |
High |
12,141 |
12,198 |
57 |
0.5% |
12,053 |
Low |
12,035 |
12,100 |
65 |
0.5% |
11,690 |
Close |
12,108 |
12,196 |
88 |
0.7% |
12,045 |
Range |
106 |
98 |
-8 |
-7.5% |
363 |
ATR |
107 |
107 |
-1 |
-0.6% |
0 |
Volume |
78,404 |
82,193 |
3,789 |
4.8% |
482,047 |
|
Daily Pivots for day following 08-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,459 |
12,425 |
12,250 |
|
R3 |
12,361 |
12,327 |
12,223 |
|
R2 |
12,263 |
12,263 |
12,214 |
|
R1 |
12,229 |
12,229 |
12,205 |
12,246 |
PP |
12,165 |
12,165 |
12,165 |
12,173 |
S1 |
12,131 |
12,131 |
12,187 |
12,148 |
S2 |
12,067 |
12,067 |
12,178 |
|
S3 |
11,969 |
12,033 |
12,169 |
|
S4 |
11,871 |
11,935 |
12,142 |
|
|
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 |
12,198 |
11,933 |
265 |
2.2% |
89 |
0.7% |
99% |
True |
False |
82,500 |
10 |
12,198 |
11,690 |
508 |
4.2% |
111 |
0.9% |
100% |
True |
False |
100,589 |
20 |
12,198 |
11,575 |
623 |
5.1% |
108 |
0.9% |
100% |
True |
False |
100,225 |
40 |
12,198 |
11,316 |
882 |
7.2% |
97 |
0.8% |
100% |
True |
False |
85,709 |
60 |
12,198 |
10,855 |
1,343 |
11.0% |
111 |
0.9% |
100% |
True |
False |
59,417 |
80 |
12,198 |
10,794 |
1,404 |
11.5% |
115 |
0.9% |
100% |
True |
False |
44,579 |
100 |
12,198 |
10,432 |
1,766 |
14.5% |
117 |
1.0% |
100% |
True |
False |
35,674 |
120 |
12,198 |
9,790 |
2,408 |
19.7% |
109 |
0.9% |
100% |
True |
False |
29,729 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,615 |
2.618 |
12,455 |
1.618 |
12,357 |
1.000 |
12,296 |
0.618 |
12,259 |
HIGH |
12,198 |
0.618 |
12,161 |
0.500 |
12,149 |
0.382 |
12,138 |
LOW |
12,100 |
0.618 |
12,040 |
1.000 |
12,002 |
1.618 |
11,942 |
2.618 |
11,844 |
4.250 |
11,684 |
|
|
Fisher Pivots for day following 08-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
12,180 |
12,160 |
PP |
12,165 |
12,125 |
S1 |
12,149 |
12,089 |
|