Trading Metrics calculated at close of trading on 08-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2011 |
08-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
1,348.0 |
1,353.0 |
5.0 |
0.4% |
1,341.5 |
High |
1,355.6 |
1,370.2 |
14.6 |
1.1% |
1,361.8 |
Low |
1,346.0 |
1,350.3 |
4.3 |
0.3% |
1,325.3 |
Close |
1,349.7 |
1,365.5 |
15.8 |
1.2% |
1,350.5 |
Range |
9.6 |
19.9 |
10.3 |
107.3% |
36.5 |
ATR |
20.6 |
20.6 |
0.0 |
0.0% |
0.0 |
Volume |
3,318 |
2,087 |
-1,231 |
-37.1% |
32,984 |
|
Daily Pivots for day following 08-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,421.7 |
1,413.5 |
1,376.4 |
|
R3 |
1,401.8 |
1,393.6 |
1,371.0 |
|
R2 |
1,381.9 |
1,381.9 |
1,369.1 |
|
R1 |
1,373.7 |
1,373.7 |
1,367.3 |
1,377.8 |
PP |
1,362.0 |
1,362.0 |
1,362.0 |
1,364.1 |
S1 |
1,353.8 |
1,353.8 |
1,363.7 |
1,357.9 |
S2 |
1,342.1 |
1,342.1 |
1,361.9 |
|
S3 |
1,322.2 |
1,333.9 |
1,360.0 |
|
S4 |
1,302.3 |
1,314.0 |
1,354.6 |
|
|
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 |
1,370.2 |
1,327.0 |
43.2 |
3.2% |
18.4 |
1.3% |
89% |
True |
False |
5,102 |
10 |
1,370.2 |
1,310.9 |
59.3 |
4.3% |
22.9 |
1.7% |
92% |
True |
False |
5,306 |
20 |
1,396.1 |
1,310.9 |
85.2 |
6.2% |
20.0 |
1.5% |
64% |
False |
False |
4,615 |
40 |
1,428.5 |
1,310.9 |
117.6 |
8.6% |
18.2 |
1.3% |
46% |
False |
False |
3,352 |
60 |
1,436.7 |
1,310.9 |
125.8 |
9.2% |
19.5 |
1.4% |
43% |
False |
False |
3,230 |
80 |
1,436.7 |
1,310.9 |
125.8 |
9.2% |
20.4 |
1.5% |
43% |
False |
False |
2,998 |
100 |
1,436.7 |
1,278.2 |
158.5 |
11.6% |
19.0 |
1.4% |
55% |
False |
False |
2,591 |
120 |
1,436.7 |
1,216.2 |
220.5 |
16.1% |
16.4 |
1.2% |
68% |
False |
False |
2,207 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,454.8 |
2.618 |
1,422.3 |
1.618 |
1,402.4 |
1.000 |
1,390.1 |
0.618 |
1,382.5 |
HIGH |
1,370.2 |
0.618 |
1,362.6 |
0.500 |
1,360.3 |
0.382 |
1,357.9 |
LOW |
1,350.3 |
0.618 |
1,338.0 |
1.000 |
1,330.4 |
1.618 |
1,318.1 |
2.618 |
1,298.2 |
4.250 |
1,265.7 |
|
|
Fisher Pivots for day following 08-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
1,363.8 |
1,363.0 |
PP |
1,362.0 |
1,360.6 |
S1 |
1,360.3 |
1,358.1 |
|