Trading Metrics calculated at close of trading on 07-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2011 |
07-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
1,298.00 |
1,301.50 |
3.50 |
0.3% |
1,264.75 |
High |
1,304.75 |
1,315.00 |
10.25 |
0.8% |
1,304.75 |
Low |
1,293.25 |
1,301.50 |
8.25 |
0.6% |
1,257.75 |
Close |
1,302.25 |
1,311.00 |
8.75 |
0.7% |
1,302.25 |
Range |
11.50 |
13.50 |
2.00 |
17.4% |
47.00 |
ATR |
13.66 |
13.65 |
-0.01 |
-0.1% |
0.00 |
Volume |
1,011 |
1,034 |
23 |
2.3% |
9,251 |
|
Daily Pivots for day following 07-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,349.75 |
1,343.75 |
1,318.50 |
|
R3 |
1,336.25 |
1,330.25 |
1,314.75 |
|
R2 |
1,322.75 |
1,322.75 |
1,313.50 |
|
R1 |
1,316.75 |
1,316.75 |
1,312.25 |
1,319.75 |
PP |
1,309.25 |
1,309.25 |
1,309.25 |
1,310.50 |
S1 |
1,303.25 |
1,303.25 |
1,309.75 |
1,306.25 |
S2 |
1,295.75 |
1,295.75 |
1,308.50 |
|
S3 |
1,282.25 |
1,289.75 |
1,307.25 |
|
S4 |
1,268.75 |
1,276.25 |
1,303.50 |
|
|
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 |
1,315.00 |
1,276.75 |
38.25 |
2.9% |
14.00 |
1.1% |
90% |
True |
False |
1,507 |
10 |
1,315.00 |
1,257.75 |
57.25 |
4.4% |
15.25 |
1.2% |
93% |
True |
False |
1,520 |
20 |
1,315.00 |
1,253.50 |
61.50 |
4.7% |
14.00 |
1.1% |
93% |
True |
False |
1,358 |
40 |
1,315.00 |
1,222.25 |
92.75 |
7.1% |
11.50 |
0.9% |
96% |
True |
False |
935 |
60 |
1,315.00 |
1,161.50 |
153.50 |
11.7% |
13.00 |
1.0% |
97% |
True |
False |
632 |
80 |
1,315.00 |
1,145.75 |
169.25 |
12.9% |
13.00 |
1.0% |
98% |
True |
False |
477 |
100 |
1,315.00 |
1,104.25 |
210.75 |
16.1% |
13.25 |
1.0% |
98% |
True |
False |
384 |
120 |
1,315.00 |
1,030.50 |
284.50 |
21.7% |
11.75 |
0.9% |
99% |
True |
False |
322 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,372.50 |
2.618 |
1,350.25 |
1.618 |
1,336.75 |
1.000 |
1,328.50 |
0.618 |
1,323.25 |
HIGH |
1,315.00 |
0.618 |
1,309.75 |
0.500 |
1,308.25 |
0.382 |
1,306.75 |
LOW |
1,301.50 |
0.618 |
1,293.25 |
1.000 |
1,288.00 |
1.618 |
1,279.75 |
2.618 |
1,266.25 |
4.250 |
1,244.00 |
|
|
Fisher Pivots for day following 07-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
1,310.00 |
1,307.75 |
PP |
1,309.25 |
1,304.25 |
S1 |
1,308.25 |
1,301.00 |
|