Trading Metrics calculated at close of trading on 01-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2011 |
01-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
11,824.39 |
11,892.50 |
68.11 |
0.6% |
11,873.43 |
High |
11,891.93 |
12,050.75 |
158.82 |
1.3% |
12,020.52 |
Low |
11,817.88 |
11,892.50 |
74.62 |
0.6% |
11,803.04 |
Close |
11,891.93 |
12,040.16 |
148.23 |
1.2% |
11,823.70 |
Range |
74.05 |
158.25 |
84.20 |
113.7% |
217.48 |
ATR |
89.79 |
94.72 |
4.93 |
5.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 01-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,469.22 |
12,412.94 |
12,127.20 |
|
R3 |
12,310.97 |
12,254.69 |
12,083.68 |
|
R2 |
12,152.72 |
12,152.72 |
12,069.17 |
|
R1 |
12,096.44 |
12,096.44 |
12,054.67 |
12,124.58 |
PP |
11,994.47 |
11,994.47 |
11,994.47 |
12,008.54 |
S1 |
11,938.19 |
11,938.19 |
12,025.65 |
11,966.33 |
S2 |
11,836.22 |
11,836.22 |
12,011.15 |
|
S3 |
11,677.97 |
11,779.94 |
11,996.64 |
|
S4 |
11,519.72 |
11,621.69 |
11,953.12 |
|
|
Weekly Pivots for week ending 28-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,534.86 |
12,396.76 |
11,943.31 |
|
R3 |
12,317.38 |
12,179.28 |
11,883.51 |
|
R2 |
12,099.90 |
12,099.90 |
11,863.57 |
|
R1 |
11,961.80 |
11,961.80 |
11,843.64 |
11,922.11 |
PP |
11,882.42 |
11,882.42 |
11,882.42 |
11,862.58 |
S1 |
11,744.32 |
11,744.32 |
11,803.76 |
11,704.63 |
S2 |
11,664.94 |
11,664.94 |
11,783.83 |
|
S3 |
11,447.46 |
11,526.84 |
11,763.89 |
|
S4 |
11,229.98 |
11,309.36 |
11,704.09 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,050.75 |
11,803.04 |
247.71 |
2.1% |
109.59 |
0.9% |
96% |
True |
False |
|
10 |
12,050.75 |
11,744.77 |
305.98 |
2.5% |
99.60 |
0.8% |
97% |
True |
False |
|
20 |
12,050.75 |
11,573.87 |
476.88 |
4.0% |
92.92 |
0.8% |
98% |
True |
False |
|
40 |
12,050.75 |
11,327.49 |
723.26 |
6.0% |
79.96 |
0.7% |
99% |
True |
False |
|
60 |
12,050.75 |
10,929.28 |
1,121.47 |
9.3% |
96.31 |
0.8% |
99% |
True |
False |
|
80 |
12,050.75 |
10,913.84 |
1,136.91 |
9.4% |
103.79 |
0.9% |
99% |
True |
False |
|
100 |
12,050.75 |
10,403.17 |
1,647.58 |
13.7% |
106.39 |
0.9% |
99% |
True |
False |
|
120 |
12,050.75 |
9,936.62 |
2,114.13 |
17.6% |
111.94 |
0.9% |
99% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,723.31 |
2.618 |
12,465.05 |
1.618 |
12,306.80 |
1.000 |
12,209.00 |
0.618 |
12,148.55 |
HIGH |
12,050.75 |
0.618 |
11,990.30 |
0.500 |
11,971.63 |
0.382 |
11,952.95 |
LOW |
11,892.50 |
0.618 |
11,794.70 |
1.000 |
11,734.25 |
1.618 |
11,636.45 |
2.618 |
11,478.20 |
4.250 |
11,219.94 |
|
|
Fisher Pivots for day following 01-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
12,017.32 |
12,002.41 |
PP |
11,994.47 |
11,964.65 |
S1 |
11,971.63 |
11,926.90 |
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