Trading Metrics calculated at close of trading on 01-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2011 |
01-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
1,341.5 |
1,335.2 |
-6.3 |
-0.5% |
1,346.6 |
High |
1,348.5 |
1,345.4 |
-3.1 |
-0.2% |
1,355.5 |
Low |
1,325.3 |
1,327.6 |
2.3 |
0.2% |
1,310.9 |
Close |
1,336.1 |
1,341.8 |
5.7 |
0.4% |
1,343.3 |
Range |
23.2 |
17.8 |
-5.4 |
-23.3% |
44.6 |
ATR |
21.9 |
21.6 |
-0.3 |
-1.3% |
0.0 |
Volume |
7,729 |
5,149 |
-2,580 |
-33.4% |
19,997 |
|
Daily Pivots for day following 01-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,391.7 |
1,384.5 |
1,351.6 |
|
R3 |
1,373.9 |
1,366.7 |
1,346.7 |
|
R2 |
1,356.1 |
1,356.1 |
1,345.1 |
|
R1 |
1,348.9 |
1,348.9 |
1,343.4 |
1,352.5 |
PP |
1,338.3 |
1,338.3 |
1,338.3 |
1,340.1 |
S1 |
1,331.1 |
1,331.1 |
1,340.2 |
1,334.7 |
S2 |
1,320.5 |
1,320.5 |
1,338.5 |
|
S3 |
1,302.7 |
1,313.3 |
1,336.9 |
|
S4 |
1,284.9 |
1,295.5 |
1,332.0 |
|
|
Weekly Pivots for week ending 28-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,470.4 |
1,451.4 |
1,367.8 |
|
R3 |
1,425.8 |
1,406.8 |
1,355.6 |
|
R2 |
1,381.2 |
1,381.2 |
1,351.5 |
|
R1 |
1,362.2 |
1,362.2 |
1,347.4 |
1,349.4 |
PP |
1,336.6 |
1,336.6 |
1,336.6 |
1,330.2 |
S1 |
1,317.6 |
1,317.6 |
1,339.2 |
1,304.8 |
S2 |
1,292.0 |
1,292.0 |
1,335.1 |
|
S3 |
1,247.4 |
1,273.0 |
1,331.0 |
|
S4 |
1,202.8 |
1,228.4 |
1,318.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,350.6 |
1,310.9 |
39.7 |
3.0% |
27.4 |
2.0% |
78% |
False |
False |
5,509 |
10 |
1,382.4 |
1,310.9 |
71.5 |
5.3% |
22.3 |
1.7% |
43% |
False |
False |
4,875 |
20 |
1,421.7 |
1,310.9 |
110.8 |
8.3% |
21.1 |
1.6% |
28% |
False |
False |
4,152 |
40 |
1,436.7 |
1,310.9 |
125.8 |
9.4% |
18.9 |
1.4% |
25% |
False |
False |
3,021 |
60 |
1,436.7 |
1,310.9 |
125.8 |
9.4% |
20.2 |
1.5% |
25% |
False |
False |
3,083 |
80 |
1,436.7 |
1,310.9 |
125.8 |
9.4% |
20.2 |
1.5% |
25% |
False |
False |
2,784 |
100 |
1,436.7 |
1,251.2 |
185.5 |
13.8% |
18.2 |
1.4% |
49% |
False |
False |
2,349 |
120 |
1,436.7 |
1,216.2 |
220.5 |
16.4% |
15.6 |
1.2% |
57% |
False |
False |
2,011 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,421.1 |
2.618 |
1,392.0 |
1.618 |
1,374.2 |
1.000 |
1,363.2 |
0.618 |
1,356.4 |
HIGH |
1,345.4 |
0.618 |
1,338.6 |
0.500 |
1,336.5 |
0.382 |
1,334.4 |
LOW |
1,327.6 |
0.618 |
1,316.6 |
1.000 |
1,309.8 |
1.618 |
1,298.8 |
2.618 |
1,281.0 |
4.250 |
1,252.0 |
|
|
Fisher Pivots for day following 01-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
1,340.0 |
1,337.9 |
PP |
1,338.3 |
1,333.9 |
S1 |
1,336.5 |
1,330.0 |
|