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 |
6,022.5 |
6,075.5 |
53.0 |
0.9% |
5,800.0 |
High |
6,077.0 |
6,075.5 |
-1.5 |
0.0% |
5,993.0 |
Low |
5,999.5 |
6,030.0 |
30.5 |
0.5% |
5,777.0 |
Close |
6,047.5 |
6,032.5 |
-15.0 |
-0.2% |
5,957.5 |
Range |
77.5 |
45.5 |
-32.0 |
-41.3% |
216.0 |
ATR |
74.8 |
72.7 |
-2.1 |
-2.8% |
0.0 |
Volume |
89,590 |
78,271 |
-11,319 |
-12.6% |
476,234 |
|
Daily Pivots for day following 09-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,182.5 |
6,153.0 |
6,057.5 |
|
R3 |
6,137.0 |
6,107.5 |
6,045.0 |
|
R2 |
6,091.5 |
6,091.5 |
6,041.0 |
|
R1 |
6,062.0 |
6,062.0 |
6,036.5 |
6,054.0 |
PP |
6,046.0 |
6,046.0 |
6,046.0 |
6,042.0 |
S1 |
6,016.5 |
6,016.5 |
6,028.5 |
6,008.5 |
S2 |
6,000.5 |
6,000.5 |
6,024.0 |
|
S3 |
5,955.0 |
5,971.0 |
6,020.0 |
|
S4 |
5,909.5 |
5,925.5 |
6,007.5 |
|
|
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% |
56.0 |
0.9% |
72% |
False |
False |
78,816 |
10 |
6,077.0 |
5,777.0 |
300.0 |
5.0% |
69.0 |
1.1% |
85% |
False |
False |
93,856 |
20 |
6,077.0 |
5,777.0 |
300.0 |
5.0% |
75.0 |
1.2% |
85% |
False |
False |
97,203 |
40 |
6,077.0 |
5,777.0 |
300.0 |
5.0% |
66.5 |
1.1% |
85% |
False |
False |
92,586 |
60 |
6,077.0 |
5,482.0 |
595.0 |
9.9% |
71.5 |
1.2% |
93% |
False |
False |
64,792 |
80 |
6,077.0 |
5,482.0 |
595.0 |
9.9% |
67.0 |
1.1% |
93% |
False |
False |
48,648 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,269.0 |
2.618 |
6,194.5 |
1.618 |
6,149.0 |
1.000 |
6,121.0 |
0.618 |
6,103.5 |
HIGH |
6,075.5 |
0.618 |
6,058.0 |
0.500 |
6,053.0 |
0.382 |
6,047.5 |
LOW |
6,030.0 |
0.618 |
6,002.0 |
1.000 |
5,984.5 |
1.618 |
5,956.5 |
2.618 |
5,911.0 |
4.250 |
5,836.5 |
|
|
Fisher Pivots for day following 09-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
6,053.0 |
6,028.5 |
PP |
6,046.0 |
6,024.5 |
S1 |
6,039.0 |
6,020.0 |
|