Trading Metrics calculated at close of trading on 08-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2011 |
08-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
1,301.50 |
1,310.25 |
8.75 |
0.7% |
1,264.75 |
High |
1,315.00 |
1,317.50 |
2.50 |
0.2% |
1,304.75 |
Low |
1,301.50 |
1,308.50 |
7.00 |
0.5% |
1,257.75 |
Close |
1,311.00 |
1,316.75 |
5.75 |
0.4% |
1,302.25 |
Range |
13.50 |
9.00 |
-4.50 |
-33.3% |
47.00 |
ATR |
13.65 |
13.32 |
-0.33 |
-2.4% |
0.00 |
Volume |
1,034 |
768 |
-266 |
-25.7% |
9,251 |
|
Daily Pivots for day following 08-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,341.25 |
1,338.00 |
1,321.75 |
|
R3 |
1,332.25 |
1,329.00 |
1,319.25 |
|
R2 |
1,323.25 |
1,323.25 |
1,318.50 |
|
R1 |
1,320.00 |
1,320.00 |
1,317.50 |
1,321.50 |
PP |
1,314.25 |
1,314.25 |
1,314.25 |
1,315.00 |
S1 |
1,311.00 |
1,311.00 |
1,316.00 |
1,312.50 |
S2 |
1,305.25 |
1,305.25 |
1,315.00 |
|
S3 |
1,296.25 |
1,302.00 |
1,314.25 |
|
S4 |
1,287.25 |
1,293.00 |
1,311.75 |
|
|
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 |
1,317.50 |
1,287.00 |
30.50 |
2.3% |
11.00 |
0.8% |
98% |
True |
False |
1,528 |
10 |
1,317.50 |
1,257.75 |
59.75 |
4.5% |
14.75 |
1.1% |
99% |
True |
False |
1,516 |
20 |
1,317.50 |
1,257.75 |
59.75 |
4.5% |
14.00 |
1.1% |
99% |
True |
False |
1,367 |
40 |
1,317.50 |
1,224.00 |
93.50 |
7.1% |
11.50 |
0.9% |
99% |
True |
False |
953 |
60 |
1,317.50 |
1,161.50 |
156.00 |
11.8% |
12.75 |
1.0% |
100% |
True |
False |
645 |
80 |
1,317.50 |
1,145.75 |
171.75 |
13.0% |
13.00 |
1.0% |
100% |
True |
False |
487 |
100 |
1,317.50 |
1,107.75 |
209.75 |
15.9% |
13.25 |
1.0% |
100% |
True |
False |
392 |
120 |
1,317.50 |
1,030.50 |
287.00 |
21.8% |
11.75 |
0.9% |
100% |
True |
False |
328 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,355.75 |
2.618 |
1,341.00 |
1.618 |
1,332.00 |
1.000 |
1,326.50 |
0.618 |
1,323.00 |
HIGH |
1,317.50 |
0.618 |
1,314.00 |
0.500 |
1,313.00 |
0.382 |
1,312.00 |
LOW |
1,308.50 |
0.618 |
1,303.00 |
1.000 |
1,299.50 |
1.618 |
1,294.00 |
2.618 |
1,285.00 |
4.250 |
1,270.25 |
|
|
Fisher Pivots for day following 08-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
1,315.50 |
1,313.00 |
PP |
1,314.25 |
1,309.25 |
S1 |
1,313.00 |
1,305.50 |
|