Trading Metrics calculated at close of trading on 02-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2011 |
02-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
1,277.50 |
1,296.50 |
19.00 |
1.5% |
1,274.25 |
High |
1,300.75 |
1,300.50 |
-0.25 |
0.0% |
1,294.50 |
Low |
1,276.75 |
1,293.25 |
16.50 |
1.3% |
1,266.00 |
Close |
1,297.75 |
1,295.00 |
-2.75 |
-0.2% |
1,266.50 |
Range |
24.00 |
7.25 |
-16.75 |
-69.8% |
28.50 |
ATR |
14.36 |
13.85 |
-0.51 |
-3.5% |
0.00 |
Volume |
664 |
1,455 |
791 |
119.1% |
5,733 |
|
Daily Pivots for day following 02-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,318.00 |
1,313.75 |
1,299.00 |
|
R3 |
1,310.75 |
1,306.50 |
1,297.00 |
|
R2 |
1,303.50 |
1,303.50 |
1,296.25 |
|
R1 |
1,299.25 |
1,299.25 |
1,295.75 |
1,297.75 |
PP |
1,296.25 |
1,296.25 |
1,296.25 |
1,295.50 |
S1 |
1,292.00 |
1,292.00 |
1,294.25 |
1,290.50 |
S2 |
1,289.00 |
1,289.00 |
1,293.75 |
|
S3 |
1,281.75 |
1,284.75 |
1,293.00 |
|
S4 |
1,274.50 |
1,277.50 |
1,291.00 |
|
|
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% |
17.75 |
1.4% |
87% |
False |
False |
1,588 |
10 |
1,300.75 |
1,257.75 |
43.00 |
3.3% |
15.25 |
1.2% |
87% |
False |
False |
1,125 |
20 |
1,300.75 |
1,251.25 |
49.50 |
3.8% |
14.00 |
1.1% |
88% |
False |
False |
1,266 |
40 |
1,300.75 |
1,208.00 |
92.75 |
7.2% |
11.50 |
0.9% |
94% |
False |
False |
808 |
60 |
1,300.75 |
1,161.50 |
139.25 |
10.8% |
12.75 |
1.0% |
96% |
False |
False |
544 |
80 |
1,300.75 |
1,142.25 |
158.50 |
12.2% |
13.00 |
1.0% |
96% |
False |
False |
410 |
100 |
1,300.75 |
1,100.00 |
200.75 |
15.5% |
13.25 |
1.0% |
97% |
False |
False |
330 |
120 |
1,300.75 |
1,030.50 |
270.25 |
20.9% |
11.25 |
0.9% |
98% |
False |
False |
278 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,331.25 |
2.618 |
1,319.50 |
1.618 |
1,312.25 |
1.000 |
1,307.75 |
0.618 |
1,305.00 |
HIGH |
1,300.50 |
0.618 |
1,297.75 |
0.500 |
1,297.00 |
0.382 |
1,296.00 |
LOW |
1,293.25 |
0.618 |
1,288.75 |
1.000 |
1,286.00 |
1.618 |
1,281.50 |
2.618 |
1,274.25 |
4.250 |
1,262.50 |
|
|
Fisher Pivots for day following 02-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
1,297.00 |
1,289.75 |
PP |
1,296.25 |
1,284.50 |
S1 |
1,295.50 |
1,279.25 |
|