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 |
1,366.4 |
1,360.0 |
-6.4 |
-0.5% |
1,347.4 |
High |
1,369.2 |
1,369.9 |
0.7 |
0.1% |
1,362.5 |
Low |
1,364.4 |
1,356.3 |
-8.1 |
-0.6% |
1,328.2 |
Close |
1,368.5 |
1,365.6 |
-2.9 |
-0.2% |
1,351.9 |
Range |
4.8 |
13.6 |
8.8 |
183.3% |
34.3 |
ATR |
17.6 |
17.3 |
-0.3 |
-1.6% |
0.0 |
Volume |
1,993 |
2,204 |
211 |
10.6% |
5,366 |
|
Daily Pivots for day following 10-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,404.7 |
1,398.8 |
1,373.1 |
|
R3 |
1,391.1 |
1,385.2 |
1,369.3 |
|
R2 |
1,377.5 |
1,377.5 |
1,368.1 |
|
R1 |
1,371.6 |
1,371.6 |
1,366.8 |
1,374.6 |
PP |
1,363.9 |
1,363.9 |
1,363.9 |
1,365.4 |
S1 |
1,358.0 |
1,358.0 |
1,364.4 |
1,361.0 |
S2 |
1,350.3 |
1,350.3 |
1,363.1 |
|
S3 |
1,336.7 |
1,344.4 |
1,361.9 |
|
S4 |
1,323.1 |
1,330.8 |
1,358.1 |
|
|
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 |
1,347.4 |
22.7 |
1.7% |
11.7 |
0.9% |
80% |
False |
False |
2,146 |
10 |
1,370.1 |
1,314.2 |
55.9 |
4.1% |
17.5 |
1.3% |
92% |
False |
False |
1,542 |
20 |
1,397.5 |
1,314.2 |
83.3 |
6.1% |
17.9 |
1.3% |
62% |
False |
False |
1,224 |
40 |
1,429.5 |
1,314.2 |
115.3 |
8.4% |
14.7 |
1.1% |
45% |
False |
False |
820 |
60 |
1,436.9 |
1,314.2 |
122.7 |
9.0% |
15.2 |
1.1% |
42% |
False |
False |
679 |
80 |
1,436.9 |
1,314.2 |
122.7 |
9.0% |
14.2 |
1.0% |
42% |
False |
False |
833 |
100 |
1,436.9 |
1,280.4 |
156.5 |
11.5% |
12.1 |
0.9% |
54% |
False |
False |
740 |
120 |
1,436.9 |
1,233.9 |
203.0 |
14.9% |
10.2 |
0.7% |
65% |
False |
False |
658 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,427.7 |
2.618 |
1,405.5 |
1.618 |
1,391.9 |
1.000 |
1,383.5 |
0.618 |
1,378.3 |
HIGH |
1,369.9 |
0.618 |
1,364.7 |
0.500 |
1,363.1 |
0.382 |
1,361.5 |
LOW |
1,356.3 |
0.618 |
1,347.9 |
1.000 |
1,342.7 |
1.618 |
1,334.3 |
2.618 |
1,320.7 |
4.250 |
1,298.5 |
|
|
Fisher Pivots for day following 10-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
1,364.8 |
1,364.1 |
PP |
1,363.9 |
1,362.5 |
S1 |
1,363.1 |
1,361.0 |
|