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 |
6,075.5 |
6,042.0 |
-33.5 |
-0.6% |
5,800.0 |
High |
6,075.5 |
6,049.5 |
-26.0 |
-0.4% |
5,993.0 |
Low |
6,030.0 |
5,966.0 |
-64.0 |
-1.1% |
5,777.0 |
Close |
6,032.5 |
6,004.0 |
-28.5 |
-0.5% |
5,957.5 |
Range |
45.5 |
83.5 |
38.0 |
83.5% |
216.0 |
ATR |
72.7 |
73.5 |
0.8 |
1.1% |
0.0 |
Volume |
78,271 |
96,193 |
17,922 |
22.9% |
476,234 |
|
Daily Pivots for day following 10-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,257.0 |
6,214.0 |
6,050.0 |
|
R3 |
6,173.5 |
6,130.5 |
6,027.0 |
|
R2 |
6,090.0 |
6,090.0 |
6,019.5 |
|
R1 |
6,047.0 |
6,047.0 |
6,011.5 |
6,027.0 |
PP |
6,006.5 |
6,006.5 |
6,006.5 |
5,996.5 |
S1 |
5,963.5 |
5,963.5 |
5,996.5 |
5,943.0 |
S2 |
5,923.0 |
5,923.0 |
5,988.5 |
|
S3 |
5,839.5 |
5,880.0 |
5,981.0 |
|
S4 |
5,756.0 |
5,796.5 |
5,958.0 |
|
|
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 |
5,953.0 |
124.0 |
2.1% |
61.5 |
1.0% |
41% |
False |
False |
82,477 |
10 |
6,077.0 |
5,777.0 |
300.0 |
5.0% |
72.5 |
1.2% |
76% |
False |
False |
94,919 |
20 |
6,077.0 |
5,777.0 |
300.0 |
5.0% |
76.5 |
1.3% |
76% |
False |
False |
96,790 |
40 |
6,077.0 |
5,777.0 |
300.0 |
5.0% |
67.5 |
1.1% |
76% |
False |
False |
91,894 |
60 |
6,077.0 |
5,482.0 |
595.0 |
9.9% |
72.0 |
1.2% |
88% |
False |
False |
66,395 |
80 |
6,077.0 |
5,482.0 |
595.0 |
9.9% |
67.5 |
1.1% |
88% |
False |
False |
49,850 |
100 |
6,077.0 |
5,410.0 |
667.0 |
11.1% |
62.0 |
1.0% |
89% |
False |
False |
39,893 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,404.5 |
2.618 |
6,268.0 |
1.618 |
6,184.5 |
1.000 |
6,133.0 |
0.618 |
6,101.0 |
HIGH |
6,049.5 |
0.618 |
6,017.5 |
0.500 |
6,008.0 |
0.382 |
5,998.0 |
LOW |
5,966.0 |
0.618 |
5,914.5 |
1.000 |
5,882.5 |
1.618 |
5,831.0 |
2.618 |
5,747.5 |
4.250 |
5,611.0 |
|
|
Fisher Pivots for day following 10-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
6,008.0 |
6,021.5 |
PP |
6,006.5 |
6,015.5 |
S1 |
6,005.0 |
6,010.0 |
|