Trading Metrics calculated at close of trading on 03-Feb-2011 |
Day Change Summary |
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Previous |
Current |
|
|
|
|
02-Feb-2011 |
03-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
12,038.27 |
12,040.68 |
2.41 |
0.0% |
11,873.43 |
High |
12,057.91 |
12,080.54 |
22.63 |
0.2% |
12,020.52 |
Low |
12,018.51 |
11,981.05 |
-37.46 |
-0.3% |
11,803.04 |
Close |
12,041.97 |
12,062.26 |
20.29 |
0.2% |
11,823.70 |
Range |
39.40 |
99.49 |
60.09 |
152.5% |
217.48 |
ATR |
90.77 |
91.39 |
0.62 |
0.7% |
0.00 |
Volume |
|
|
|
|
|
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Daily Pivots for day following 03-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,339.75 |
12,300.50 |
12,116.98 |
|
R3 |
12,240.26 |
12,201.01 |
12,089.62 |
|
R2 |
12,140.77 |
12,140.77 |
12,080.50 |
|
R1 |
12,101.52 |
12,101.52 |
12,071.38 |
12,121.15 |
PP |
12,041.28 |
12,041.28 |
12,041.28 |
12,051.10 |
S1 |
12,002.03 |
12,002.03 |
12,053.14 |
12,021.66 |
S2 |
11,941.79 |
11,941.79 |
12,044.02 |
|
S3 |
11,842.30 |
11,902.54 |
12,034.90 |
|
S4 |
11,742.81 |
11,803.05 |
12,007.54 |
|
|
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 |
12,080.54 |
11,803.04 |
277.50 |
2.3% |
116.11 |
1.0% |
93% |
True |
False |
|
10 |
12,080.54 |
11,803.04 |
277.50 |
2.3% |
97.17 |
0.8% |
93% |
True |
False |
|
20 |
12,080.54 |
11,573.87 |
506.67 |
4.2% |
92.25 |
0.8% |
96% |
True |
False |
|
40 |
12,080.54 |
11,327.49 |
753.05 |
6.2% |
79.97 |
0.7% |
98% |
True |
False |
|
60 |
12,080.54 |
10,929.28 |
1,151.26 |
9.5% |
96.38 |
0.8% |
98% |
True |
False |
|
80 |
12,080.54 |
10,913.84 |
1,166.70 |
9.7% |
103.58 |
0.9% |
98% |
True |
False |
|
100 |
12,080.54 |
10,480.78 |
1,599.76 |
13.3% |
106.01 |
0.9% |
99% |
True |
False |
|
120 |
12,080.54 |
9,936.62 |
2,143.92 |
17.8% |
111.75 |
0.9% |
99% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,503.37 |
2.618 |
12,341.00 |
1.618 |
12,241.51 |
1.000 |
12,180.03 |
0.618 |
12,142.02 |
HIGH |
12,080.54 |
0.618 |
12,042.53 |
0.500 |
12,030.80 |
0.382 |
12,019.06 |
LOW |
11,981.05 |
0.618 |
11,919.57 |
1.000 |
11,881.56 |
1.618 |
11,820.08 |
2.618 |
11,720.59 |
4.250 |
11,558.22 |
|
|
Fisher Pivots for day following 03-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
12,051.77 |
12,037.01 |
PP |
12,041.28 |
12,011.77 |
S1 |
12,030.80 |
11,986.52 |
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