Trading Metrics calculated at close of trading on 04-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2011 |
04-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
1,295.25 |
1,298.00 |
2.75 |
0.2% |
1,264.75 |
High |
1,300.50 |
1,304.75 |
4.25 |
0.3% |
1,304.75 |
Low |
1,287.00 |
1,293.25 |
6.25 |
0.5% |
1,257.75 |
Close |
1,298.50 |
1,302.25 |
3.75 |
0.3% |
1,302.25 |
Range |
13.50 |
11.50 |
-2.00 |
-14.8% |
47.00 |
ATR |
13.82 |
13.66 |
-0.17 |
-1.2% |
0.00 |
Volume |
3,372 |
1,011 |
-2,361 |
-70.0% |
9,251 |
|
Daily Pivots for day following 04-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,334.50 |
1,330.00 |
1,308.50 |
|
R3 |
1,323.00 |
1,318.50 |
1,305.50 |
|
R2 |
1,311.50 |
1,311.50 |
1,304.25 |
|
R1 |
1,307.00 |
1,307.00 |
1,303.25 |
1,309.25 |
PP |
1,300.00 |
1,300.00 |
1,300.00 |
1,301.25 |
S1 |
1,295.50 |
1,295.50 |
1,301.25 |
1,297.75 |
S2 |
1,288.50 |
1,288.50 |
1,300.25 |
|
S3 |
1,277.00 |
1,284.00 |
1,299.00 |
|
S4 |
1,265.50 |
1,272.50 |
1,296.00 |
|
|
Weekly Pivots for week ending 04-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,429.25 |
1,412.75 |
1,328.00 |
|
R3 |
1,382.25 |
1,365.75 |
1,315.25 |
|
R2 |
1,335.25 |
1,335.25 |
1,310.75 |
|
R1 |
1,318.75 |
1,318.75 |
1,306.50 |
1,327.00 |
PP |
1,288.25 |
1,288.25 |
1,288.25 |
1,292.50 |
S1 |
1,271.75 |
1,271.75 |
1,298.00 |
1,280.00 |
S2 |
1,241.25 |
1,241.25 |
1,293.75 |
|
S3 |
1,194.25 |
1,224.75 |
1,289.25 |
|
S4 |
1,147.25 |
1,177.75 |
1,276.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,304.75 |
1,257.75 |
47.00 |
3.6% |
15.50 |
1.2% |
95% |
True |
False |
1,850 |
10 |
1,304.75 |
1,257.75 |
47.00 |
3.6% |
15.00 |
1.1% |
95% |
True |
False |
1,498 |
20 |
1,304.75 |
1,253.00 |
51.75 |
4.0% |
14.00 |
1.1% |
95% |
True |
False |
1,377 |
40 |
1,304.75 |
1,217.25 |
87.50 |
6.7% |
11.50 |
0.9% |
97% |
True |
False |
909 |
60 |
1,304.75 |
1,161.50 |
143.25 |
11.0% |
13.00 |
1.0% |
98% |
True |
False |
615 |
80 |
1,304.75 |
1,145.75 |
159.00 |
12.2% |
13.25 |
1.0% |
98% |
True |
False |
464 |
100 |
1,304.75 |
1,100.00 |
204.75 |
15.7% |
13.25 |
1.0% |
99% |
True |
False |
374 |
120 |
1,304.75 |
1,030.50 |
274.25 |
21.1% |
11.50 |
0.9% |
99% |
True |
False |
314 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,353.50 |
2.618 |
1,334.75 |
1.618 |
1,323.25 |
1.000 |
1,316.25 |
0.618 |
1,311.75 |
HIGH |
1,304.75 |
0.618 |
1,300.25 |
0.500 |
1,299.00 |
0.382 |
1,297.75 |
LOW |
1,293.25 |
0.618 |
1,286.25 |
1.000 |
1,281.75 |
1.618 |
1,274.75 |
2.618 |
1,263.25 |
4.250 |
1,244.50 |
|
|
Fisher Pivots for day following 04-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
1,301.25 |
1,300.00 |
PP |
1,300.00 |
1,298.00 |
S1 |
1,299.00 |
1,296.00 |
|