Trading Metrics calculated at close of trading on 02-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2011 |
02-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
1,335.2 |
1,346.2 |
11.0 |
0.8% |
1,346.6 |
High |
1,345.4 |
1,346.2 |
0.8 |
0.1% |
1,355.5 |
Low |
1,327.6 |
1,328.8 |
1.2 |
0.1% |
1,310.9 |
Close |
1,341.8 |
1,333.5 |
-8.3 |
-0.6% |
1,343.3 |
Range |
17.8 |
17.4 |
-0.4 |
-2.2% |
44.6 |
ATR |
21.6 |
21.3 |
-0.3 |
-1.4% |
0.0 |
Volume |
5,149 |
5,256 |
107 |
2.1% |
19,997 |
|
Daily Pivots for day following 02-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,388.4 |
1,378.3 |
1,343.1 |
|
R3 |
1,371.0 |
1,360.9 |
1,338.3 |
|
R2 |
1,353.6 |
1,353.6 |
1,336.7 |
|
R1 |
1,343.5 |
1,343.5 |
1,335.1 |
1,339.9 |
PP |
1,336.2 |
1,336.2 |
1,336.2 |
1,334.3 |
S1 |
1,326.1 |
1,326.1 |
1,331.9 |
1,322.5 |
S2 |
1,318.8 |
1,318.8 |
1,330.3 |
|
S3 |
1,301.4 |
1,308.7 |
1,328.7 |
|
S4 |
1,284.0 |
1,291.3 |
1,323.9 |
|
|
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% |
26.8 |
2.0% |
57% |
False |
False |
6,079 |
10 |
1,372.5 |
1,310.9 |
61.6 |
4.6% |
22.9 |
1.7% |
37% |
False |
False |
4,869 |
20 |
1,396.1 |
1,310.9 |
85.2 |
6.4% |
19.8 |
1.5% |
27% |
False |
False |
4,320 |
40 |
1,436.7 |
1,310.9 |
125.8 |
9.4% |
18.8 |
1.4% |
18% |
False |
False |
3,082 |
60 |
1,436.7 |
1,310.9 |
125.8 |
9.4% |
20.0 |
1.5% |
18% |
False |
False |
3,120 |
80 |
1,436.7 |
1,310.9 |
125.8 |
9.4% |
20.1 |
1.5% |
18% |
False |
False |
2,836 |
100 |
1,436.7 |
1,251.8 |
184.9 |
13.9% |
18.4 |
1.4% |
44% |
False |
False |
2,401 |
120 |
1,436.7 |
1,216.2 |
220.5 |
16.5% |
15.8 |
1.2% |
53% |
False |
False |
2,052 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,420.2 |
2.618 |
1,391.8 |
1.618 |
1,374.4 |
1.000 |
1,363.6 |
0.618 |
1,357.0 |
HIGH |
1,346.2 |
0.618 |
1,339.6 |
0.500 |
1,337.5 |
0.382 |
1,335.4 |
LOW |
1,328.8 |
0.618 |
1,318.0 |
1.000 |
1,311.4 |
1.618 |
1,300.6 |
2.618 |
1,283.2 |
4.250 |
1,254.9 |
|
|
Fisher Pivots for day following 02-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
1,337.5 |
1,336.9 |
PP |
1,336.2 |
1,335.8 |
S1 |
1,334.8 |
1,334.6 |
|