Trading Metrics calculated at close of trading on 03-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2011 |
03-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
1,343.5 |
1,336.0 |
-7.5 |
-0.6% |
1,344.9 |
High |
1,345.6 |
1,356.6 |
11.0 |
0.8% |
1,354.0 |
Low |
1,327.3 |
1,325.3 |
-2.0 |
-0.2% |
1,309.1 |
Close |
1,332.1 |
1,353.0 |
20.9 |
1.6% |
1,341.7 |
Range |
18.3 |
31.3 |
13.0 |
71.0% |
44.9 |
ATR |
21.9 |
22.6 |
0.7 |
3.1% |
0.0 |
Volume |
103,681 |
175,656 |
71,975 |
69.4% |
433,812 |
|
Daily Pivots for day following 03-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,438.9 |
1,427.2 |
1,370.2 |
|
R3 |
1,407.6 |
1,395.9 |
1,361.6 |
|
R2 |
1,376.3 |
1,376.3 |
1,358.7 |
|
R1 |
1,364.6 |
1,364.6 |
1,355.9 |
1,370.5 |
PP |
1,345.0 |
1,345.0 |
1,345.0 |
1,347.9 |
S1 |
1,333.3 |
1,333.3 |
1,350.1 |
1,339.2 |
S2 |
1,313.7 |
1,313.7 |
1,347.3 |
|
S3 |
1,282.4 |
1,302.0 |
1,344.4 |
|
S4 |
1,251.1 |
1,270.7 |
1,335.8 |
|
|
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 |
1,356.6 |
1,309.1 |
47.5 |
3.5% |
26.0 |
1.9% |
92% |
True |
False |
149,700 |
10 |
1,356.6 |
1,309.1 |
47.5 |
3.5% |
23.9 |
1.8% |
92% |
True |
False |
104,474 |
20 |
1,394.7 |
1,309.1 |
85.6 |
6.3% |
21.2 |
1.6% |
51% |
False |
False |
64,350 |
40 |
1,426.3 |
1,309.1 |
117.2 |
8.7% |
19.4 |
1.4% |
37% |
False |
False |
34,500 |
60 |
1,434.1 |
1,309.1 |
125.0 |
9.2% |
20.8 |
1.5% |
35% |
False |
False |
24,449 |
80 |
1,434.1 |
1,309.1 |
125.0 |
9.2% |
20.9 |
1.5% |
35% |
False |
False |
18,870 |
100 |
1,434.1 |
1,253.8 |
180.3 |
13.3% |
19.1 |
1.4% |
55% |
False |
False |
15,225 |
120 |
1,434.1 |
1,218.1 |
216.0 |
16.0% |
16.7 |
1.2% |
62% |
False |
False |
12,735 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,489.6 |
2.618 |
1,438.5 |
1.618 |
1,407.2 |
1.000 |
1,387.9 |
0.618 |
1,375.9 |
HIGH |
1,356.6 |
0.618 |
1,344.6 |
0.500 |
1,341.0 |
0.382 |
1,337.3 |
LOW |
1,325.3 |
0.618 |
1,306.0 |
1.000 |
1,294.0 |
1.618 |
1,274.7 |
2.618 |
1,243.4 |
4.250 |
1,192.3 |
|
|
Fisher Pivots for day following 03-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
1,349.0 |
1,349.0 |
PP |
1,345.0 |
1,345.0 |
S1 |
1,341.0 |
1,341.0 |
|