Trading Metrics calculated at close of trading on 09-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2011 |
09-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
1,354.8 |
1,366.4 |
11.6 |
0.9% |
1,347.4 |
High |
1,370.1 |
1,369.2 |
-0.9 |
-0.1% |
1,362.5 |
Low |
1,351.8 |
1,364.4 |
12.6 |
0.9% |
1,328.2 |
Close |
1,367.1 |
1,368.5 |
1.4 |
0.1% |
1,351.9 |
Range |
18.3 |
4.8 |
-13.5 |
-73.8% |
34.3 |
ATR |
18.6 |
17.6 |
-1.0 |
-5.3% |
0.0 |
Volume |
2,230 |
1,993 |
-237 |
-10.6% |
5,366 |
|
Daily Pivots for day following 09-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,381.8 |
1,379.9 |
1,371.1 |
|
R3 |
1,377.0 |
1,375.1 |
1,369.8 |
|
R2 |
1,372.2 |
1,372.2 |
1,369.4 |
|
R1 |
1,370.3 |
1,370.3 |
1,368.9 |
1,371.3 |
PP |
1,367.4 |
1,367.4 |
1,367.4 |
1,367.8 |
S1 |
1,365.5 |
1,365.5 |
1,368.1 |
1,366.5 |
S2 |
1,362.6 |
1,362.6 |
1,367.6 |
|
S3 |
1,357.8 |
1,360.7 |
1,367.2 |
|
S4 |
1,353.0 |
1,355.9 |
1,365.9 |
|
|
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 |
1,370.1 |
1,328.7 |
41.4 |
3.0% |
15.0 |
1.1% |
96% |
False |
False |
1,968 |
10 |
1,370.1 |
1,314.2 |
55.9 |
4.1% |
19.5 |
1.4% |
97% |
False |
False |
1,382 |
20 |
1,397.5 |
1,314.2 |
83.3 |
6.1% |
17.8 |
1.3% |
65% |
False |
False |
1,141 |
40 |
1,429.5 |
1,314.2 |
115.3 |
8.4% |
14.7 |
1.1% |
47% |
False |
False |
769 |
60 |
1,436.9 |
1,314.2 |
122.7 |
9.0% |
15.3 |
1.1% |
44% |
False |
False |
677 |
80 |
1,436.9 |
1,314.2 |
122.7 |
9.0% |
14.1 |
1.0% |
44% |
False |
False |
807 |
100 |
1,436.9 |
1,280.4 |
156.5 |
11.4% |
12.0 |
0.9% |
56% |
False |
False |
718 |
120 |
1,436.9 |
1,233.9 |
203.0 |
14.8% |
10.1 |
0.7% |
66% |
False |
False |
641 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,389.6 |
2.618 |
1,381.8 |
1.618 |
1,377.0 |
1.000 |
1,374.0 |
0.618 |
1,372.2 |
HIGH |
1,369.2 |
0.618 |
1,367.4 |
0.500 |
1,366.8 |
0.382 |
1,366.2 |
LOW |
1,364.4 |
0.618 |
1,361.4 |
1.000 |
1,359.6 |
1.618 |
1,356.6 |
2.618 |
1,351.8 |
4.250 |
1,344.0 |
|
|
Fisher Pivots for day following 09-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
1,367.9 |
1,365.3 |
PP |
1,367.4 |
1,362.0 |
S1 |
1,366.8 |
1,358.8 |
|