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 |
5,985.0 |
6,022.5 |
37.5 |
0.6% |
5,800.0 |
High |
6,023.5 |
6,077.0 |
53.5 |
0.9% |
5,993.0 |
Low |
5,963.5 |
5,999.5 |
36.0 |
0.6% |
5,777.0 |
Close |
6,012.0 |
6,047.5 |
35.5 |
0.6% |
5,957.5 |
Range |
60.0 |
77.5 |
17.5 |
29.2% |
216.0 |
ATR |
74.6 |
74.8 |
0.2 |
0.3% |
0.0 |
Volume |
78,233 |
89,590 |
11,357 |
14.5% |
476,234 |
|
Daily Pivots for day following 08-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,274.0 |
6,238.0 |
6,090.0 |
|
R3 |
6,196.5 |
6,160.5 |
6,069.0 |
|
R2 |
6,119.0 |
6,119.0 |
6,061.5 |
|
R1 |
6,083.0 |
6,083.0 |
6,054.5 |
6,101.0 |
PP |
6,041.5 |
6,041.5 |
6,041.5 |
6,050.0 |
S1 |
6,005.5 |
6,005.5 |
6,040.5 |
6,023.5 |
S2 |
5,964.0 |
5,964.0 |
6,033.5 |
|
S3 |
5,886.5 |
5,928.0 |
6,026.0 |
|
S4 |
5,809.0 |
5,850.5 |
6,005.0 |
|
|
Weekly Pivots for week ending 04-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,557.0 |
6,473.5 |
6,076.5 |
|
R3 |
6,341.0 |
6,257.5 |
6,017.0 |
|
R2 |
6,125.0 |
6,125.0 |
5,997.0 |
|
R1 |
6,041.5 |
6,041.5 |
5,977.5 |
6,083.0 |
PP |
5,909.0 |
5,909.0 |
5,909.0 |
5,930.0 |
S1 |
5,825.5 |
5,825.5 |
5,937.5 |
5,867.0 |
S2 |
5,693.0 |
5,693.0 |
5,918.0 |
|
S3 |
5,477.0 |
5,609.5 |
5,898.0 |
|
S4 |
5,261.0 |
5,393.5 |
5,838.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,077.0 |
5,918.0 |
159.0 |
2.6% |
57.5 |
1.0% |
81% |
True |
False |
81,095 |
10 |
6,077.0 |
5,777.0 |
300.0 |
5.0% |
72.5 |
1.2% |
90% |
True |
False |
94,751 |
20 |
6,077.0 |
5,777.0 |
300.0 |
5.0% |
75.5 |
1.2% |
90% |
True |
False |
98,593 |
40 |
6,077.0 |
5,757.0 |
320.0 |
5.3% |
67.0 |
1.1% |
91% |
True |
False |
92,228 |
60 |
6,077.0 |
5,482.0 |
595.0 |
9.8% |
72.5 |
1.2% |
95% |
True |
False |
63,488 |
80 |
6,077.0 |
5,482.0 |
595.0 |
9.8% |
66.5 |
1.1% |
95% |
True |
False |
47,669 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,406.5 |
2.618 |
6,280.0 |
1.618 |
6,202.5 |
1.000 |
6,154.5 |
0.618 |
6,125.0 |
HIGH |
6,077.0 |
0.618 |
6,047.5 |
0.500 |
6,038.0 |
0.382 |
6,029.0 |
LOW |
5,999.5 |
0.618 |
5,951.5 |
1.000 |
5,922.0 |
1.618 |
5,874.0 |
2.618 |
5,796.5 |
4.250 |
5,670.0 |
|
|
Fisher Pivots for day following 08-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
6,044.5 |
6,036.5 |
PP |
6,041.5 |
6,026.0 |
S1 |
6,038.0 |
6,015.0 |
|