Trading Metrics calculated at close of trading on 01-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2011 |
01-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
1,264.75 |
1,277.50 |
12.75 |
1.0% |
1,274.25 |
High |
1,278.75 |
1,300.75 |
22.00 |
1.7% |
1,294.50 |
Low |
1,257.75 |
1,276.75 |
19.00 |
1.5% |
1,266.00 |
Close |
1,277.50 |
1,297.75 |
20.25 |
1.6% |
1,266.50 |
Range |
21.00 |
24.00 |
3.00 |
14.3% |
28.50 |
ATR |
13.62 |
14.36 |
0.74 |
5.4% |
0.00 |
Volume |
2,749 |
664 |
-2,085 |
-75.8% |
5,733 |
|
Daily Pivots for day following 01-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,363.75 |
1,354.75 |
1,311.00 |
|
R3 |
1,339.75 |
1,330.75 |
1,304.25 |
|
R2 |
1,315.75 |
1,315.75 |
1,302.25 |
|
R1 |
1,306.75 |
1,306.75 |
1,300.00 |
1,311.25 |
PP |
1,291.75 |
1,291.75 |
1,291.75 |
1,294.00 |
S1 |
1,282.75 |
1,282.75 |
1,295.50 |
1,287.25 |
S2 |
1,267.75 |
1,267.75 |
1,293.25 |
|
S3 |
1,243.75 |
1,258.75 |
1,291.25 |
|
S4 |
1,219.75 |
1,234.75 |
1,284.50 |
|
|
Weekly Pivots for week ending 28-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,361.25 |
1,342.25 |
1,282.25 |
|
R3 |
1,332.75 |
1,313.75 |
1,274.25 |
|
R2 |
1,304.25 |
1,304.25 |
1,271.75 |
|
R1 |
1,285.25 |
1,285.25 |
1,269.00 |
1,280.50 |
PP |
1,275.75 |
1,275.75 |
1,275.75 |
1,273.25 |
S1 |
1,256.75 |
1,256.75 |
1,264.00 |
1,252.00 |
S2 |
1,247.25 |
1,247.25 |
1,261.25 |
|
S3 |
1,218.75 |
1,228.25 |
1,258.75 |
|
S4 |
1,190.25 |
1,199.75 |
1,250.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,300.75 |
1,257.75 |
43.00 |
3.3% |
18.50 |
1.4% |
93% |
True |
False |
1,505 |
10 |
1,300.75 |
1,257.75 |
43.00 |
3.3% |
16.50 |
1.3% |
93% |
True |
False |
1,234 |
20 |
1,300.75 |
1,251.25 |
49.50 |
3.8% |
14.25 |
1.1% |
94% |
True |
False |
1,230 |
40 |
1,300.75 |
1,207.00 |
93.75 |
7.2% |
11.50 |
0.9% |
97% |
True |
False |
772 |
60 |
1,300.75 |
1,161.50 |
139.25 |
10.7% |
12.75 |
1.0% |
98% |
True |
False |
520 |
80 |
1,300.75 |
1,141.00 |
159.75 |
12.3% |
13.25 |
1.0% |
98% |
True |
False |
392 |
100 |
1,300.75 |
1,087.25 |
213.50 |
16.5% |
13.25 |
1.0% |
99% |
True |
False |
315 |
120 |
1,300.75 |
1,030.50 |
270.25 |
20.8% |
11.25 |
0.9% |
99% |
True |
False |
266 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,402.75 |
2.618 |
1,363.50 |
1.618 |
1,339.50 |
1.000 |
1,324.75 |
0.618 |
1,315.50 |
HIGH |
1,300.75 |
0.618 |
1,291.50 |
0.500 |
1,288.75 |
0.382 |
1,286.00 |
LOW |
1,276.75 |
0.618 |
1,262.00 |
1.000 |
1,252.75 |
1.618 |
1,238.00 |
2.618 |
1,214.00 |
4.250 |
1,174.75 |
|
|
Fisher Pivots for day following 01-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
1,294.75 |
1,291.50 |
PP |
1,291.75 |
1,285.50 |
S1 |
1,288.75 |
1,279.25 |
|