Trading Metrics calculated at close of trading on 04-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2011 |
04-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
1,335.9 |
1,357.2 |
21.3 |
1.6% |
1,347.4 |
High |
1,358.8 |
1,362.5 |
3.7 |
0.3% |
1,362.5 |
Low |
1,328.7 |
1,349.3 |
20.6 |
1.6% |
1,328.2 |
Close |
1,355.7 |
1,351.9 |
-3.8 |
-0.3% |
1,351.9 |
Range |
30.1 |
13.2 |
-16.9 |
-56.1% |
34.3 |
ATR |
19.8 |
19.3 |
-0.5 |
-2.4% |
0.0 |
Volume |
1,316 |
2,150 |
834 |
63.4% |
5,366 |
|
Daily Pivots for day following 04-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,394.2 |
1,386.2 |
1,359.2 |
|
R3 |
1,381.0 |
1,373.0 |
1,355.5 |
|
R2 |
1,367.8 |
1,367.8 |
1,354.3 |
|
R1 |
1,359.8 |
1,359.8 |
1,353.1 |
1,357.2 |
PP |
1,354.6 |
1,354.6 |
1,354.6 |
1,353.3 |
S1 |
1,346.6 |
1,346.6 |
1,350.7 |
1,344.0 |
S2 |
1,341.4 |
1,341.4 |
1,349.5 |
|
S3 |
1,328.2 |
1,333.4 |
1,348.3 |
|
S4 |
1,315.0 |
1,320.2 |
1,344.6 |
|
|
Weekly Pivots for week ending 04-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,450.4 |
1,435.5 |
1,370.8 |
|
R3 |
1,416.1 |
1,401.2 |
1,361.3 |
|
R2 |
1,381.8 |
1,381.8 |
1,358.2 |
|
R1 |
1,366.9 |
1,366.9 |
1,355.0 |
1,374.4 |
PP |
1,347.5 |
1,347.5 |
1,347.5 |
1,351.3 |
S1 |
1,332.6 |
1,332.6 |
1,348.8 |
1,340.1 |
S2 |
1,313.2 |
1,313.2 |
1,345.6 |
|
S3 |
1,278.9 |
1,298.3 |
1,342.5 |
|
S4 |
1,244.6 |
1,264.0 |
1,333.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,362.5 |
1,328.2 |
34.3 |
2.5% |
18.9 |
1.4% |
69% |
True |
False |
1,073 |
10 |
1,362.5 |
1,314.2 |
48.3 |
3.6% |
21.7 |
1.6% |
78% |
True |
False |
942 |
20 |
1,397.5 |
1,314.2 |
83.3 |
6.2% |
17.9 |
1.3% |
45% |
False |
False |
939 |
40 |
1,429.5 |
1,314.2 |
115.3 |
8.5% |
14.8 |
1.1% |
33% |
False |
False |
639 |
60 |
1,436.9 |
1,314.2 |
122.7 |
9.1% |
15.6 |
1.2% |
31% |
False |
False |
591 |
80 |
1,436.9 |
1,314.2 |
122.7 |
9.1% |
13.8 |
1.0% |
31% |
False |
False |
765 |
100 |
1,436.9 |
1,274.8 |
162.1 |
12.0% |
11.6 |
0.9% |
48% |
False |
False |
662 |
120 |
1,436.9 |
1,233.9 |
203.0 |
15.0% |
9.8 |
0.7% |
58% |
False |
False |
592 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,418.6 |
2.618 |
1,397.1 |
1.618 |
1,383.9 |
1.000 |
1,375.7 |
0.618 |
1,370.7 |
HIGH |
1,362.5 |
0.618 |
1,357.5 |
0.500 |
1,355.9 |
0.382 |
1,354.3 |
LOW |
1,349.3 |
0.618 |
1,341.1 |
1.000 |
1,336.1 |
1.618 |
1,327.9 |
2.618 |
1,314.7 |
4.250 |
1,293.2 |
|
|
Fisher Pivots for day following 04-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
1,355.9 |
1,349.8 |
PP |
1,354.6 |
1,347.7 |
S1 |
1,353.2 |
1,345.6 |
|