Trading Metrics calculated at close of trading on 10-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2011 |
10-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
1,364.4 |
1,365.5 |
1.1 |
0.1% |
1,341.5 |
High |
1,368.9 |
1,367.3 |
-1.6 |
-0.1% |
1,361.8 |
Low |
1,360.0 |
1,353.1 |
-6.9 |
-0.5% |
1,325.3 |
Close |
1,366.9 |
1,363.9 |
-3.0 |
-0.2% |
1,350.5 |
Range |
8.9 |
14.2 |
5.3 |
59.6% |
36.5 |
ATR |
19.7 |
19.3 |
-0.4 |
-2.0% |
0.0 |
Volume |
2,794 |
2,713 |
-81 |
-2.9% |
32,984 |
|
Daily Pivots for day following 10-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,404.0 |
1,398.2 |
1,371.7 |
|
R3 |
1,389.8 |
1,384.0 |
1,367.8 |
|
R2 |
1,375.6 |
1,375.6 |
1,366.5 |
|
R1 |
1,369.8 |
1,369.8 |
1,365.2 |
1,365.6 |
PP |
1,361.4 |
1,361.4 |
1,361.4 |
1,359.4 |
S1 |
1,355.6 |
1,355.6 |
1,362.6 |
1,351.4 |
S2 |
1,347.2 |
1,347.2 |
1,361.3 |
|
S3 |
1,333.0 |
1,341.4 |
1,360.0 |
|
S4 |
1,318.8 |
1,327.2 |
1,356.1 |
|
|
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 |
1,346.0 |
24.2 |
1.8% |
13.4 |
1.0% |
74% |
False |
False |
3,630 |
10 |
1,370.2 |
1,310.9 |
59.3 |
4.3% |
19.4 |
1.4% |
89% |
False |
False |
5,193 |
20 |
1,396.1 |
1,310.9 |
85.2 |
6.2% |
19.9 |
1.5% |
62% |
False |
False |
4,553 |
40 |
1,428.5 |
1,310.9 |
117.6 |
8.6% |
18.0 |
1.3% |
45% |
False |
False |
3,372 |
60 |
1,436.7 |
1,310.9 |
125.8 |
9.2% |
18.8 |
1.4% |
42% |
False |
False |
3,214 |
80 |
1,436.7 |
1,310.9 |
125.8 |
9.2% |
20.2 |
1.5% |
42% |
False |
False |
2,987 |
100 |
1,436.7 |
1,278.2 |
158.5 |
11.6% |
19.1 |
1.4% |
54% |
False |
False |
2,632 |
120 |
1,436.7 |
1,216.2 |
220.5 |
16.2% |
16.6 |
1.2% |
67% |
False |
False |
2,249 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,427.7 |
2.618 |
1,404.5 |
1.618 |
1,390.3 |
1.000 |
1,381.5 |
0.618 |
1,376.1 |
HIGH |
1,367.3 |
0.618 |
1,361.9 |
0.500 |
1,360.2 |
0.382 |
1,358.5 |
LOW |
1,353.1 |
0.618 |
1,344.3 |
1.000 |
1,338.9 |
1.618 |
1,330.1 |
2.618 |
1,315.9 |
4.250 |
1,292.8 |
|
|
Fisher Pivots for day following 10-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
1,362.7 |
1,362.7 |
PP |
1,361.4 |
1,361.5 |
S1 |
1,360.2 |
1,360.3 |
|