Trading Metrics calculated at close of trading on 03-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2011 |
03-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
1,296.50 |
1,295.25 |
-1.25 |
-0.1% |
1,274.25 |
High |
1,300.50 |
1,300.50 |
0.00 |
0.0% |
1,294.50 |
Low |
1,293.25 |
1,287.00 |
-6.25 |
-0.5% |
1,266.00 |
Close |
1,295.00 |
1,298.50 |
3.50 |
0.3% |
1,266.50 |
Range |
7.25 |
13.50 |
6.25 |
86.2% |
28.50 |
ATR |
13.85 |
13.82 |
-0.02 |
-0.2% |
0.00 |
Volume |
1,455 |
3,372 |
1,917 |
131.8% |
5,733 |
|
Daily Pivots for day following 03-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,335.75 |
1,330.75 |
1,306.00 |
|
R3 |
1,322.25 |
1,317.25 |
1,302.25 |
|
R2 |
1,308.75 |
1,308.75 |
1,301.00 |
|
R1 |
1,303.75 |
1,303.75 |
1,299.75 |
1,306.25 |
PP |
1,295.25 |
1,295.25 |
1,295.25 |
1,296.50 |
S1 |
1,290.25 |
1,290.25 |
1,297.25 |
1,292.75 |
S2 |
1,281.75 |
1,281.75 |
1,296.00 |
|
S3 |
1,268.25 |
1,276.75 |
1,294.75 |
|
S4 |
1,254.75 |
1,263.25 |
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% |
18.75 |
1.5% |
95% |
False |
False |
1,766 |
10 |
1,300.75 |
1,257.75 |
43.00 |
3.3% |
15.25 |
1.2% |
95% |
False |
False |
1,420 |
20 |
1,300.75 |
1,253.00 |
47.75 |
3.7% |
14.00 |
1.1% |
95% |
False |
False |
1,358 |
40 |
1,300.75 |
1,208.00 |
92.75 |
7.1% |
11.50 |
0.9% |
98% |
False |
False |
891 |
60 |
1,300.75 |
1,161.50 |
139.25 |
10.7% |
13.00 |
1.0% |
98% |
False |
False |
599 |
80 |
1,300.75 |
1,142.25 |
158.50 |
12.2% |
13.25 |
1.0% |
99% |
False |
False |
452 |
100 |
1,300.75 |
1,100.00 |
200.75 |
15.5% |
13.25 |
1.0% |
99% |
False |
False |
364 |
120 |
1,300.75 |
1,030.50 |
270.25 |
20.8% |
11.50 |
0.9% |
99% |
False |
False |
305 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,358.00 |
2.618 |
1,335.75 |
1.618 |
1,322.25 |
1.000 |
1,314.00 |
0.618 |
1,308.75 |
HIGH |
1,300.50 |
0.618 |
1,295.25 |
0.500 |
1,293.75 |
0.382 |
1,292.25 |
LOW |
1,287.00 |
0.618 |
1,278.75 |
1.000 |
1,273.50 |
1.618 |
1,265.25 |
2.618 |
1,251.75 |
4.250 |
1,229.50 |
|
|
Fisher Pivots for day following 03-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
1,297.00 |
1,295.25 |
PP |
1,295.25 |
1,292.00 |
S1 |
1,293.75 |
1,288.75 |
|