Trading Metrics calculated at close of trading on 02-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2011 |
02-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
1,334.0 |
1,343.5 |
9.5 |
0.7% |
1,344.9 |
High |
1,344.1 |
1,345.6 |
1.5 |
0.1% |
1,354.0 |
Low |
1,326.0 |
1,327.3 |
1.3 |
0.1% |
1,309.1 |
Close |
1,340.3 |
1,332.1 |
-8.2 |
-0.6% |
1,341.7 |
Range |
18.1 |
18.3 |
0.2 |
1.1% |
44.9 |
ATR |
22.2 |
21.9 |
-0.3 |
-1.2% |
0.0 |
Volume |
137,966 |
103,681 |
-34,285 |
-24.9% |
433,812 |
|
Daily Pivots for day following 02-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,389.9 |
1,379.3 |
1,342.2 |
|
R3 |
1,371.6 |
1,361.0 |
1,337.1 |
|
R2 |
1,353.3 |
1,353.3 |
1,335.5 |
|
R1 |
1,342.7 |
1,342.7 |
1,333.8 |
1,338.9 |
PP |
1,335.0 |
1,335.0 |
1,335.0 |
1,333.1 |
S1 |
1,324.4 |
1,324.4 |
1,330.4 |
1,320.6 |
S2 |
1,316.7 |
1,316.7 |
1,328.7 |
|
S3 |
1,298.4 |
1,306.1 |
1,327.1 |
|
S4 |
1,280.1 |
1,287.8 |
1,322.0 |
|
|
Weekly Pivots for week ending 28-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,469.6 |
1,450.6 |
1,366.4 |
|
R3 |
1,424.7 |
1,405.7 |
1,354.0 |
|
R2 |
1,379.8 |
1,379.8 |
1,349.9 |
|
R1 |
1,360.8 |
1,360.8 |
1,345.8 |
1,347.9 |
PP |
1,334.9 |
1,334.9 |
1,334.9 |
1,328.5 |
S1 |
1,315.9 |
1,315.9 |
1,337.6 |
1,303.0 |
S2 |
1,290.0 |
1,290.0 |
1,333.5 |
|
S3 |
1,245.1 |
1,271.0 |
1,329.4 |
|
S4 |
1,200.2 |
1,226.1 |
1,317.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,349.0 |
1,309.1 |
39.9 |
3.0% |
27.4 |
2.1% |
58% |
False |
False |
131,659 |
10 |
1,372.5 |
1,309.1 |
63.4 |
4.8% |
23.6 |
1.8% |
36% |
False |
False |
89,218 |
20 |
1,394.7 |
1,309.1 |
85.6 |
6.4% |
20.7 |
1.6% |
27% |
False |
False |
56,253 |
40 |
1,434.1 |
1,309.1 |
125.0 |
9.4% |
19.5 |
1.5% |
18% |
False |
False |
30,223 |
60 |
1,434.1 |
1,309.1 |
125.0 |
9.4% |
20.6 |
1.5% |
18% |
False |
False |
21,561 |
80 |
1,434.1 |
1,309.1 |
125.0 |
9.4% |
20.7 |
1.6% |
18% |
False |
False |
16,691 |
100 |
1,434.1 |
1,246.8 |
187.3 |
14.1% |
18.8 |
1.4% |
46% |
False |
False |
13,470 |
120 |
1,434.1 |
1,218.1 |
216.0 |
16.2% |
16.4 |
1.2% |
53% |
False |
False |
11,273 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,423.4 |
2.618 |
1,393.5 |
1.618 |
1,375.2 |
1.000 |
1,363.9 |
0.618 |
1,356.9 |
HIGH |
1,345.6 |
0.618 |
1,338.6 |
0.500 |
1,336.5 |
0.382 |
1,334.3 |
LOW |
1,327.3 |
0.618 |
1,316.0 |
1.000 |
1,309.0 |
1.618 |
1,297.7 |
2.618 |
1,279.4 |
4.250 |
1,249.5 |
|
|
Fisher Pivots for day following 02-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
1,336.5 |
1,335.4 |
PP |
1,335.0 |
1,334.3 |
S1 |
1,333.6 |
1,333.2 |
|