Trading Metrics calculated at close of trading on 10-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2011 |
10-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
1,363.8 |
1,364.2 |
0.4 |
0.0% |
1,338.8 |
High |
1,367.7 |
1,366.8 |
-0.9 |
-0.1% |
1,361.0 |
Low |
1,358.3 |
1,351.4 |
-6.9 |
-0.5% |
1,323.6 |
Close |
1,365.5 |
1,362.5 |
-3.0 |
-0.2% |
1,349.0 |
Range |
9.4 |
15.4 |
6.0 |
63.8% |
37.4 |
ATR |
20.3 |
20.0 |
-0.4 |
-1.7% |
0.0 |
Volume |
99,370 |
112,035 |
12,665 |
12.7% |
695,453 |
|
Daily Pivots for day following 10-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,406.4 |
1,399.9 |
1,371.0 |
|
R3 |
1,391.0 |
1,384.5 |
1,366.7 |
|
R2 |
1,375.6 |
1,375.6 |
1,365.3 |
|
R1 |
1,369.1 |
1,369.1 |
1,363.9 |
1,364.7 |
PP |
1,360.2 |
1,360.2 |
1,360.2 |
1,358.0 |
S1 |
1,353.7 |
1,353.7 |
1,361.1 |
1,349.3 |
S2 |
1,344.8 |
1,344.8 |
1,359.7 |
|
S3 |
1,329.4 |
1,338.3 |
1,358.3 |
|
S4 |
1,314.0 |
1,322.9 |
1,354.0 |
|
|
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 |
1,344.1 |
24.6 |
1.8% |
14.1 |
1.0% |
75% |
False |
False |
109,388 |
10 |
1,368.7 |
1,309.1 |
59.6 |
4.4% |
20.1 |
1.5% |
90% |
False |
False |
129,544 |
20 |
1,394.7 |
1,309.1 |
85.6 |
6.3% |
20.8 |
1.5% |
62% |
False |
False |
86,058 |
40 |
1,426.3 |
1,309.1 |
117.2 |
8.6% |
18.7 |
1.4% |
46% |
False |
False |
47,693 |
60 |
1,434.1 |
1,309.1 |
125.0 |
9.2% |
19.5 |
1.4% |
43% |
False |
False |
33,298 |
80 |
1,434.1 |
1,309.1 |
125.0 |
9.2% |
20.7 |
1.5% |
43% |
False |
False |
25,561 |
100 |
1,434.1 |
1,277.4 |
156.7 |
11.5% |
19.4 |
1.4% |
54% |
False |
False |
20,658 |
120 |
1,434.1 |
1,218.1 |
216.0 |
15.9% |
17.2 |
1.3% |
67% |
False |
False |
17,290 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,432.3 |
2.618 |
1,407.1 |
1.618 |
1,391.7 |
1.000 |
1,382.2 |
0.618 |
1,376.3 |
HIGH |
1,366.8 |
0.618 |
1,360.9 |
0.500 |
1,359.1 |
0.382 |
1,357.3 |
LOW |
1,351.4 |
0.618 |
1,341.9 |
1.000 |
1,336.0 |
1.618 |
1,326.5 |
2.618 |
1,311.1 |
4.250 |
1,286.0 |
|
|
Fisher Pivots for day following 10-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
1,361.4 |
1,361.3 |
PP |
1,360.2 |
1,360.0 |
S1 |
1,359.1 |
1,358.8 |
|