Trading Metrics calculated at close of trading on 07-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2011 |
07-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
1,356.4 |
1,348.0 |
-8.4 |
-0.6% |
1,341.5 |
High |
1,361.8 |
1,355.6 |
-6.2 |
-0.5% |
1,361.8 |
Low |
1,347.6 |
1,346.0 |
-1.6 |
-0.1% |
1,325.3 |
Close |
1,350.5 |
1,349.7 |
-0.8 |
-0.1% |
1,350.5 |
Range |
14.2 |
9.6 |
-4.6 |
-32.4% |
36.5 |
ATR |
21.4 |
20.6 |
-0.8 |
-3.9% |
0.0 |
Volume |
7,239 |
3,318 |
-3,921 |
-54.2% |
32,984 |
|
Daily Pivots for day following 07-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,379.2 |
1,374.1 |
1,355.0 |
|
R3 |
1,369.6 |
1,364.5 |
1,352.3 |
|
R2 |
1,360.0 |
1,360.0 |
1,351.5 |
|
R1 |
1,354.9 |
1,354.9 |
1,350.6 |
1,357.5 |
PP |
1,350.4 |
1,350.4 |
1,350.4 |
1,351.7 |
S1 |
1,345.3 |
1,345.3 |
1,348.8 |
1,347.9 |
S2 |
1,340.8 |
1,340.8 |
1,347.9 |
|
S3 |
1,331.2 |
1,335.7 |
1,347.1 |
|
S4 |
1,321.6 |
1,326.1 |
1,344.4 |
|
|
Weekly Pivots for week ending 04-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,455.4 |
1,439.4 |
1,370.6 |
|
R3 |
1,418.9 |
1,402.9 |
1,360.5 |
|
R2 |
1,382.4 |
1,382.4 |
1,357.2 |
|
R1 |
1,366.4 |
1,366.4 |
1,353.8 |
1,374.4 |
PP |
1,345.9 |
1,345.9 |
1,345.9 |
1,349.9 |
S1 |
1,329.9 |
1,329.9 |
1,347.2 |
1,337.9 |
S2 |
1,309.4 |
1,309.4 |
1,343.8 |
|
S3 |
1,272.9 |
1,293.4 |
1,340.5 |
|
S4 |
1,236.4 |
1,256.9 |
1,330.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,361.8 |
1,327.0 |
34.8 |
2.6% |
18.0 |
1.3% |
65% |
False |
False |
5,714 |
10 |
1,361.8 |
1,310.9 |
50.9 |
3.8% |
22.4 |
1.7% |
76% |
False |
False |
5,376 |
20 |
1,396.1 |
1,310.9 |
85.2 |
6.3% |
19.6 |
1.4% |
46% |
False |
False |
4,660 |
40 |
1,428.5 |
1,310.9 |
117.6 |
8.7% |
18.2 |
1.3% |
33% |
False |
False |
3,337 |
60 |
1,436.7 |
1,310.9 |
125.8 |
9.3% |
19.5 |
1.4% |
31% |
False |
False |
3,264 |
80 |
1,436.7 |
1,310.9 |
125.8 |
9.3% |
20.3 |
1.5% |
31% |
False |
False |
3,013 |
100 |
1,436.7 |
1,278.2 |
158.5 |
11.7% |
18.8 |
1.4% |
45% |
False |
False |
2,572 |
120 |
1,436.7 |
1,216.2 |
220.5 |
16.3% |
16.2 |
1.2% |
61% |
False |
False |
2,190 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,396.4 |
2.618 |
1,380.7 |
1.618 |
1,371.1 |
1.000 |
1,365.2 |
0.618 |
1,361.5 |
HIGH |
1,355.6 |
0.618 |
1,351.9 |
0.500 |
1,350.8 |
0.382 |
1,349.7 |
LOW |
1,346.0 |
0.618 |
1,340.1 |
1.000 |
1,336.4 |
1.618 |
1,330.5 |
2.618 |
1,320.9 |
4.250 |
1,305.2 |
|
|
Fisher Pivots for day following 07-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
1,350.8 |
1,347.9 |
PP |
1,350.4 |
1,346.2 |
S1 |
1,350.1 |
1,344.4 |
|