Trading Metrics calculated at close of trading on 03-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2011 |
03-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
1,346.2 |
1,336.9 |
-9.3 |
-0.7% |
1,346.6 |
High |
1,346.2 |
1,357.9 |
11.7 |
0.9% |
1,355.5 |
Low |
1,328.8 |
1,327.0 |
-1.8 |
-0.1% |
1,310.9 |
Close |
1,333.5 |
1,354.4 |
20.9 |
1.6% |
1,343.3 |
Range |
17.4 |
30.9 |
13.5 |
77.6% |
44.6 |
ATR |
21.3 |
22.0 |
0.7 |
3.2% |
0.0 |
Volume |
5,256 |
7,611 |
2,355 |
44.8% |
19,997 |
|
Daily Pivots for day following 03-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,439.1 |
1,427.7 |
1,371.4 |
|
R3 |
1,408.2 |
1,396.8 |
1,362.9 |
|
R2 |
1,377.3 |
1,377.3 |
1,360.1 |
|
R1 |
1,365.9 |
1,365.9 |
1,357.2 |
1,371.6 |
PP |
1,346.4 |
1,346.4 |
1,346.4 |
1,349.3 |
S1 |
1,335.0 |
1,335.0 |
1,351.6 |
1,340.7 |
S2 |
1,315.5 |
1,315.5 |
1,348.7 |
|
S3 |
1,284.6 |
1,304.1 |
1,345.9 |
|
S4 |
1,253.7 |
1,273.2 |
1,337.4 |
|
|
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 |
1,357.9 |
1,310.9 |
47.0 |
3.5% |
25.5 |
1.9% |
93% |
True |
False |
6,757 |
10 |
1,357.9 |
1,310.9 |
47.0 |
3.5% |
23.3 |
1.7% |
93% |
True |
False |
5,211 |
20 |
1,396.1 |
1,310.9 |
85.2 |
6.3% |
20.4 |
1.5% |
51% |
False |
False |
4,426 |
40 |
1,428.5 |
1,310.9 |
117.6 |
8.7% |
18.8 |
1.4% |
37% |
False |
False |
3,225 |
60 |
1,436.7 |
1,310.9 |
125.8 |
9.3% |
20.2 |
1.5% |
35% |
False |
False |
3,197 |
80 |
1,436.7 |
1,310.9 |
125.8 |
9.3% |
20.4 |
1.5% |
35% |
False |
False |
2,928 |
100 |
1,436.7 |
1,271.1 |
165.6 |
12.2% |
18.7 |
1.4% |
50% |
False |
False |
2,474 |
120 |
1,436.7 |
1,216.2 |
220.5 |
16.3% |
16.0 |
1.2% |
63% |
False |
False |
2,111 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,489.2 |
2.618 |
1,438.8 |
1.618 |
1,407.9 |
1.000 |
1,388.8 |
0.618 |
1,377.0 |
HIGH |
1,357.9 |
0.618 |
1,346.1 |
0.500 |
1,342.5 |
0.382 |
1,338.8 |
LOW |
1,327.0 |
0.618 |
1,307.9 |
1.000 |
1,296.1 |
1.618 |
1,277.0 |
2.618 |
1,246.1 |
4.250 |
1,195.7 |
|
|
Fisher Pivots for day following 03-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
1,350.4 |
1,350.4 |
PP |
1,346.4 |
1,346.4 |
S1 |
1,342.5 |
1,342.5 |
|