Trading Metrics calculated at close of trading on 08-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2011 |
08-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
1,348.1 |
1,352.9 |
4.8 |
0.4% |
1,338.8 |
High |
1,354.5 |
1,368.7 |
14.2 |
1.0% |
1,361.0 |
Low |
1,344.1 |
1,348.9 |
4.8 |
0.4% |
1,323.6 |
Close |
1,348.2 |
1,364.1 |
15.9 |
1.2% |
1,349.0 |
Range |
10.4 |
19.8 |
9.4 |
90.4% |
37.4 |
ATR |
21.2 |
21.2 |
-0.1 |
-0.2% |
0.0 |
Volume |
76,707 |
126,106 |
49,399 |
64.4% |
695,453 |
|
Daily Pivots for day following 08-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,420.0 |
1,411.8 |
1,375.0 |
|
R3 |
1,400.2 |
1,392.0 |
1,369.5 |
|
R2 |
1,380.4 |
1,380.4 |
1,367.7 |
|
R1 |
1,372.2 |
1,372.2 |
1,365.9 |
1,376.3 |
PP |
1,360.6 |
1,360.6 |
1,360.6 |
1,362.6 |
S1 |
1,352.4 |
1,352.4 |
1,362.3 |
1,356.5 |
S2 |
1,340.8 |
1,340.8 |
1,360.5 |
|
S3 |
1,321.0 |
1,332.6 |
1,358.7 |
|
S4 |
1,301.2 |
1,312.8 |
1,353.2 |
|
|
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 |
1,368.7 |
1,325.3 |
43.4 |
3.2% |
19.1 |
1.4% |
89% |
True |
False |
122,974 |
10 |
1,368.7 |
1,309.1 |
59.6 |
4.4% |
23.6 |
1.7% |
92% |
True |
False |
124,177 |
20 |
1,394.7 |
1,309.1 |
85.6 |
6.3% |
20.9 |
1.5% |
64% |
False |
False |
77,782 |
40 |
1,426.3 |
1,309.1 |
117.2 |
8.6% |
19.0 |
1.4% |
47% |
False |
False |
42,616 |
60 |
1,434.1 |
1,309.1 |
125.0 |
9.2% |
20.2 |
1.5% |
44% |
False |
False |
29,878 |
80 |
1,434.1 |
1,309.1 |
125.0 |
9.2% |
20.9 |
1.5% |
44% |
False |
False |
22,992 |
100 |
1,434.1 |
1,277.3 |
156.8 |
11.5% |
19.3 |
1.4% |
55% |
False |
False |
18,569 |
120 |
1,434.1 |
1,218.1 |
216.0 |
15.8% |
17.0 |
1.2% |
68% |
False |
False |
15,530 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,452.9 |
2.618 |
1,420.5 |
1.618 |
1,400.7 |
1.000 |
1,388.5 |
0.618 |
1,380.9 |
HIGH |
1,368.7 |
0.618 |
1,361.1 |
0.500 |
1,358.8 |
0.382 |
1,356.5 |
LOW |
1,348.9 |
0.618 |
1,336.7 |
1.000 |
1,329.1 |
1.618 |
1,316.9 |
2.618 |
1,297.1 |
4.250 |
1,264.8 |
|
|
Fisher Pivots for day following 08-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
1,362.3 |
1,361.5 |
PP |
1,360.6 |
1,359.0 |
S1 |
1,358.8 |
1,356.4 |
|