Trading Metrics calculated at close of trading on 04-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2011 |
04-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
1,336.0 |
1,356.4 |
20.4 |
1.5% |
1,338.8 |
High |
1,356.6 |
1,361.0 |
4.4 |
0.3% |
1,361.0 |
Low |
1,325.3 |
1,345.5 |
20.2 |
1.5% |
1,323.6 |
Close |
1,353.0 |
1,349.0 |
-4.0 |
-0.3% |
1,349.0 |
Range |
31.3 |
15.5 |
-15.8 |
-50.5% |
37.4 |
ATR |
22.6 |
22.1 |
-0.5 |
-2.2% |
0.0 |
Volume |
175,656 |
132,723 |
-42,933 |
-24.4% |
695,453 |
|
Daily Pivots for day following 04-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,398.3 |
1,389.2 |
1,357.5 |
|
R3 |
1,382.8 |
1,373.7 |
1,353.3 |
|
R2 |
1,367.3 |
1,367.3 |
1,351.8 |
|
R1 |
1,358.2 |
1,358.2 |
1,350.4 |
1,355.0 |
PP |
1,351.8 |
1,351.8 |
1,351.8 |
1,350.3 |
S1 |
1,342.7 |
1,342.7 |
1,347.6 |
1,339.5 |
S2 |
1,336.3 |
1,336.3 |
1,346.2 |
|
S3 |
1,320.8 |
1,327.2 |
1,344.7 |
|
S4 |
1,305.3 |
1,311.7 |
1,340.5 |
|
|
Weekly Pivots for week ending 04-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,456.7 |
1,440.3 |
1,369.6 |
|
R3 |
1,419.3 |
1,402.9 |
1,359.3 |
|
R2 |
1,381.9 |
1,381.9 |
1,355.9 |
|
R1 |
1,365.5 |
1,365.5 |
1,352.4 |
1,373.7 |
PP |
1,344.5 |
1,344.5 |
1,344.5 |
1,348.7 |
S1 |
1,328.1 |
1,328.1 |
1,345.6 |
1,336.3 |
S2 |
1,307.1 |
1,307.1 |
1,342.1 |
|
S3 |
1,269.7 |
1,290.7 |
1,338.7 |
|
S4 |
1,232.3 |
1,253.3 |
1,328.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,361.0 |
1,323.6 |
37.4 |
2.8% |
21.4 |
1.6% |
68% |
True |
False |
139,090 |
10 |
1,361.0 |
1,309.1 |
51.9 |
3.8% |
24.2 |
1.8% |
77% |
True |
False |
112,926 |
20 |
1,394.7 |
1,309.1 |
85.6 |
6.3% |
21.2 |
1.6% |
47% |
False |
False |
70,015 |
40 |
1,426.3 |
1,309.1 |
117.2 |
8.7% |
19.0 |
1.4% |
34% |
False |
False |
37,718 |
60 |
1,434.1 |
1,309.1 |
125.0 |
9.3% |
20.4 |
1.5% |
32% |
False |
False |
26,596 |
80 |
1,434.1 |
1,309.1 |
125.0 |
9.3% |
21.0 |
1.6% |
32% |
False |
False |
20,515 |
100 |
1,434.1 |
1,271.8 |
162.3 |
12.0% |
19.0 |
1.4% |
48% |
False |
False |
16,551 |
120 |
1,434.1 |
1,218.1 |
216.0 |
16.0% |
16.8 |
1.2% |
61% |
False |
False |
13,841 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,426.9 |
2.618 |
1,401.6 |
1.618 |
1,386.1 |
1.000 |
1,376.5 |
0.618 |
1,370.6 |
HIGH |
1,361.0 |
0.618 |
1,355.1 |
0.500 |
1,353.3 |
0.382 |
1,351.4 |
LOW |
1,345.5 |
0.618 |
1,335.9 |
1.000 |
1,330.0 |
1.618 |
1,320.4 |
2.618 |
1,304.9 |
4.250 |
1,279.6 |
|
|
Fisher Pivots for day following 04-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
1,353.3 |
1,347.1 |
PP |
1,351.8 |
1,345.1 |
S1 |
1,350.4 |
1,343.2 |
|