Trading Metrics calculated at close of trading on 09-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2011 |
09-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
12,102 |
12,189 |
87 |
0.7% |
11,751 |
High |
12,198 |
12,218 |
20 |
0.2% |
12,053 |
Low |
12,100 |
12,153 |
53 |
0.4% |
11,690 |
Close |
12,196 |
12,207 |
11 |
0.1% |
12,045 |
Range |
98 |
65 |
-33 |
-33.7% |
363 |
ATR |
107 |
104 |
-3 |
-2.8% |
0 |
Volume |
82,193 |
108,339 |
26,146 |
31.8% |
482,047 |
|
Daily Pivots for day following 09-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,388 |
12,362 |
12,243 |
|
R3 |
12,323 |
12,297 |
12,225 |
|
R2 |
12,258 |
12,258 |
12,219 |
|
R1 |
12,232 |
12,232 |
12,213 |
12,245 |
PP |
12,193 |
12,193 |
12,193 |
12,199 |
S1 |
12,167 |
12,167 |
12,201 |
12,180 |
S2 |
12,128 |
12,128 |
12,195 |
|
S3 |
12,063 |
12,102 |
12,189 |
|
S4 |
11,998 |
12,037 |
12,171 |
|
|
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 |
12,218 |
11,933 |
285 |
2.3% |
89 |
0.7% |
96% |
True |
False |
89,520 |
10 |
12,218 |
11,690 |
528 |
4.3% |
111 |
0.9% |
98% |
True |
False |
101,441 |
20 |
12,218 |
11,605 |
613 |
5.0% |
107 |
0.9% |
98% |
True |
False |
100,639 |
40 |
12,218 |
11,349 |
869 |
7.1% |
96 |
0.8% |
99% |
True |
False |
85,940 |
60 |
12,218 |
10,855 |
1,363 |
11.2% |
110 |
0.9% |
99% |
True |
False |
61,222 |
80 |
12,218 |
10,794 |
1,424 |
11.7% |
114 |
0.9% |
99% |
True |
False |
45,932 |
100 |
12,218 |
10,476 |
1,742 |
14.3% |
117 |
1.0% |
99% |
True |
False |
36,757 |
120 |
12,218 |
9,790 |
2,428 |
19.9% |
110 |
0.9% |
100% |
True |
False |
30,632 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,494 |
2.618 |
12,388 |
1.618 |
12,323 |
1.000 |
12,283 |
0.618 |
12,258 |
HIGH |
12,218 |
0.618 |
12,193 |
0.500 |
12,186 |
0.382 |
12,178 |
LOW |
12,153 |
0.618 |
12,113 |
1.000 |
12,088 |
1.618 |
12,048 |
2.618 |
11,983 |
4.250 |
11,877 |
|
|
Fisher Pivots for day following 09-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
12,200 |
12,180 |
PP |
12,193 |
12,153 |
S1 |
12,186 |
12,127 |
|