Trading Metrics calculated at close of trading on 10-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2011 |
10-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
12,189 |
12,200 |
11 |
0.1% |
11,751 |
High |
12,218 |
12,215 |
-3 |
0.0% |
12,053 |
Low |
12,153 |
12,121 |
-32 |
-0.3% |
11,690 |
Close |
12,207 |
12,194 |
-13 |
-0.1% |
12,045 |
Range |
65 |
94 |
29 |
44.6% |
363 |
ATR |
104 |
103 |
-1 |
-0.7% |
0 |
Volume |
108,339 |
115,950 |
7,611 |
7.0% |
482,047 |
|
Daily Pivots for day following 10-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,459 |
12,420 |
12,246 |
|
R3 |
12,365 |
12,326 |
12,220 |
|
R2 |
12,271 |
12,271 |
12,211 |
|
R1 |
12,232 |
12,232 |
12,203 |
12,205 |
PP |
12,177 |
12,177 |
12,177 |
12,163 |
S1 |
12,138 |
12,138 |
12,186 |
12,111 |
S2 |
12,083 |
12,083 |
12,177 |
|
S3 |
11,989 |
12,044 |
12,168 |
|
S4 |
11,895 |
11,950 |
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 |
12,218 |
11,980 |
238 |
2.0% |
87 |
0.7% |
90% |
False |
False |
93,009 |
10 |
12,218 |
11,690 |
528 |
4.3% |
114 |
0.9% |
95% |
False |
False |
103,919 |
20 |
12,218 |
11,627 |
591 |
4.8% |
106 |
0.9% |
96% |
False |
False |
102,063 |
40 |
12,218 |
11,353 |
865 |
7.1% |
95 |
0.8% |
97% |
False |
False |
86,238 |
60 |
12,218 |
10,855 |
1,363 |
11.2% |
109 |
0.9% |
98% |
False |
False |
63,153 |
80 |
12,218 |
10,794 |
1,424 |
11.7% |
113 |
0.9% |
98% |
False |
False |
47,381 |
100 |
12,218 |
10,512 |
1,706 |
14.0% |
117 |
1.0% |
99% |
False |
False |
37,916 |
120 |
12,218 |
9,790 |
2,428 |
19.9% |
110 |
0.9% |
99% |
False |
False |
31,598 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,615 |
2.618 |
12,461 |
1.618 |
12,367 |
1.000 |
12,309 |
0.618 |
12,273 |
HIGH |
12,215 |
0.618 |
12,179 |
0.500 |
12,168 |
0.382 |
12,157 |
LOW |
12,121 |
0.618 |
12,063 |
1.000 |
12,027 |
1.618 |
11,969 |
2.618 |
11,875 |
4.250 |
11,722 |
|
|
Fisher Pivots for day following 10-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
12,185 |
12,182 |
PP |
12,177 |
12,171 |
S1 |
12,168 |
12,159 |
|