Trading Metrics calculated at close of trading on 09-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2011 |
09-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
1,310.25 |
1,316.50 |
6.25 |
0.5% |
1,264.75 |
High |
1,317.50 |
1,317.25 |
-0.25 |
0.0% |
1,304.75 |
Low |
1,308.50 |
1,307.25 |
-1.25 |
-0.1% |
1,257.75 |
Close |
1,316.75 |
1,314.25 |
-2.50 |
-0.2% |
1,302.25 |
Range |
9.00 |
10.00 |
1.00 |
11.1% |
47.00 |
ATR |
13.32 |
13.08 |
-0.24 |
-1.8% |
0.00 |
Volume |
768 |
1,109 |
341 |
44.4% |
9,251 |
|
Daily Pivots for day following 09-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,343.00 |
1,338.50 |
1,319.75 |
|
R3 |
1,333.00 |
1,328.50 |
1,317.00 |
|
R2 |
1,323.00 |
1,323.00 |
1,316.00 |
|
R1 |
1,318.50 |
1,318.50 |
1,315.25 |
1,315.75 |
PP |
1,313.00 |
1,313.00 |
1,313.00 |
1,311.50 |
S1 |
1,308.50 |
1,308.50 |
1,313.25 |
1,305.75 |
S2 |
1,303.00 |
1,303.00 |
1,312.50 |
|
S3 |
1,293.00 |
1,298.50 |
1,311.50 |
|
S4 |
1,283.00 |
1,288.50 |
1,308.75 |
|
|
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% |
11.50 |
0.9% |
89% |
False |
False |
1,458 |
10 |
1,317.50 |
1,257.75 |
59.75 |
4.5% |
14.75 |
1.1% |
95% |
False |
False |
1,523 |
20 |
1,317.50 |
1,257.75 |
59.75 |
4.5% |
14.00 |
1.1% |
95% |
False |
False |
1,404 |
40 |
1,317.50 |
1,224.00 |
93.50 |
7.1% |
11.50 |
0.9% |
97% |
False |
False |
980 |
60 |
1,317.50 |
1,161.50 |
156.00 |
11.9% |
12.75 |
1.0% |
98% |
False |
False |
663 |
80 |
1,317.50 |
1,145.75 |
171.75 |
13.1% |
13.00 |
1.0% |
98% |
False |
False |
501 |
100 |
1,317.50 |
1,107.75 |
209.75 |
16.0% |
13.25 |
1.0% |
98% |
False |
False |
403 |
120 |
1,317.50 |
1,030.50 |
287.00 |
21.8% |
11.75 |
0.9% |
99% |
False |
False |
337 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,359.75 |
2.618 |
1,343.50 |
1.618 |
1,333.50 |
1.000 |
1,327.25 |
0.618 |
1,323.50 |
HIGH |
1,317.25 |
0.618 |
1,313.50 |
0.500 |
1,312.25 |
0.382 |
1,311.00 |
LOW |
1,307.25 |
0.618 |
1,301.00 |
1.000 |
1,297.25 |
1.618 |
1,291.00 |
2.618 |
1,281.00 |
4.250 |
1,264.75 |
|
|
Fisher Pivots for day following 09-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
1,313.50 |
1,312.75 |
PP |
1,313.00 |
1,311.00 |
S1 |
1,312.25 |
1,309.50 |
|