Trading Metrics calculated at close of trading on 07-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2011 |
07-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
1,356.4 |
1,348.1 |
-8.3 |
-0.6% |
1,338.8 |
High |
1,361.0 |
1,354.5 |
-6.5 |
-0.5% |
1,361.0 |
Low |
1,345.5 |
1,344.1 |
-1.4 |
-0.1% |
1,323.6 |
Close |
1,349.0 |
1,348.2 |
-0.8 |
-0.1% |
1,349.0 |
Range |
15.5 |
10.4 |
-5.1 |
-32.9% |
37.4 |
ATR |
22.1 |
21.2 |
-0.8 |
-3.8% |
0.0 |
Volume |
132,723 |
76,707 |
-56,016 |
-42.2% |
695,453 |
|
Daily Pivots for day following 07-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,380.1 |
1,374.6 |
1,353.9 |
|
R3 |
1,369.7 |
1,364.2 |
1,351.1 |
|
R2 |
1,359.3 |
1,359.3 |
1,350.1 |
|
R1 |
1,353.8 |
1,353.8 |
1,349.2 |
1,356.6 |
PP |
1,348.9 |
1,348.9 |
1,348.9 |
1,350.3 |
S1 |
1,343.4 |
1,343.4 |
1,347.2 |
1,346.2 |
S2 |
1,338.5 |
1,338.5 |
1,346.3 |
|
S3 |
1,328.1 |
1,333.0 |
1,345.3 |
|
S4 |
1,317.7 |
1,322.6 |
1,342.5 |
|
|
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 |
1,325.3 |
35.7 |
2.6% |
18.7 |
1.4% |
64% |
False |
False |
125,346 |
10 |
1,361.0 |
1,309.1 |
51.9 |
3.8% |
23.2 |
1.7% |
75% |
False |
False |
118,120 |
20 |
1,394.7 |
1,309.1 |
85.6 |
6.3% |
20.4 |
1.5% |
46% |
False |
False |
72,900 |
40 |
1,426.3 |
1,309.1 |
117.2 |
8.7% |
19.0 |
1.4% |
33% |
False |
False |
39,510 |
60 |
1,434.1 |
1,309.1 |
125.0 |
9.3% |
20.1 |
1.5% |
31% |
False |
False |
27,827 |
80 |
1,434.1 |
1,309.1 |
125.0 |
9.3% |
20.8 |
1.5% |
31% |
False |
False |
21,454 |
100 |
1,434.1 |
1,277.0 |
157.1 |
11.7% |
19.1 |
1.4% |
45% |
False |
False |
17,309 |
120 |
1,434.1 |
1,218.1 |
216.0 |
16.0% |
16.9 |
1.3% |
60% |
False |
False |
14,479 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,398.7 |
2.618 |
1,381.7 |
1.618 |
1,371.3 |
1.000 |
1,364.9 |
0.618 |
1,360.9 |
HIGH |
1,354.5 |
0.618 |
1,350.5 |
0.500 |
1,349.3 |
0.382 |
1,348.1 |
LOW |
1,344.1 |
0.618 |
1,337.7 |
1.000 |
1,333.7 |
1.618 |
1,327.3 |
2.618 |
1,316.9 |
4.250 |
1,299.9 |
|
|
Fisher Pivots for day following 07-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
1,349.3 |
1,346.5 |
PP |
1,348.9 |
1,344.8 |
S1 |
1,348.6 |
1,343.2 |
|