Trading Metrics calculated at close of trading on 04-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2011 |
04-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
12,040.68 |
12,061.73 |
21.05 |
0.2% |
11,824.39 |
High |
12,080.54 |
12,092.42 |
11.88 |
0.1% |
12,092.42 |
Low |
11,981.05 |
12,025.78 |
44.73 |
0.4% |
11,817.88 |
Close |
12,062.26 |
12,092.15 |
29.89 |
0.2% |
12,092.15 |
Range |
99.49 |
66.64 |
-32.85 |
-33.0% |
274.54 |
ATR |
91.39 |
89.62 |
-1.77 |
-1.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 04-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,270.04 |
12,247.73 |
12,128.80 |
|
R3 |
12,203.40 |
12,181.09 |
12,110.48 |
|
R2 |
12,136.76 |
12,136.76 |
12,104.37 |
|
R1 |
12,114.45 |
12,114.45 |
12,098.26 |
12,125.61 |
PP |
12,070.12 |
12,070.12 |
12,070.12 |
12,075.69 |
S1 |
12,047.81 |
12,047.81 |
12,086.04 |
12,058.97 |
S2 |
12,003.48 |
12,003.48 |
12,079.93 |
|
S3 |
11,936.84 |
11,981.17 |
12,073.82 |
|
S4 |
11,870.20 |
11,914.53 |
12,055.50 |
|
|
Weekly Pivots for week ending 04-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,824.44 |
12,732.83 |
12,243.15 |
|
R3 |
12,549.90 |
12,458.29 |
12,167.65 |
|
R2 |
12,275.36 |
12,275.36 |
12,142.48 |
|
R1 |
12,183.75 |
12,183.75 |
12,117.32 |
12,229.56 |
PP |
12,000.82 |
12,000.82 |
12,000.82 |
12,023.72 |
S1 |
11,909.21 |
11,909.21 |
12,066.98 |
11,955.02 |
S2 |
11,726.28 |
11,726.28 |
12,041.82 |
|
S3 |
11,451.74 |
11,634.67 |
12,016.65 |
|
S4 |
11,177.20 |
11,360.13 |
11,941.15 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,092.42 |
11,817.88 |
274.54 |
2.3% |
87.57 |
0.7% |
100% |
True |
False |
|
10 |
12,092.42 |
11,803.04 |
289.38 |
2.4% |
95.57 |
0.8% |
100% |
True |
False |
|
20 |
12,092.42 |
11,573.87 |
518.55 |
4.3% |
92.12 |
0.8% |
100% |
True |
False |
|
40 |
12,092.42 |
11,331.50 |
760.92 |
6.3% |
80.09 |
0.7% |
100% |
True |
False |
|
60 |
12,092.42 |
10,929.28 |
1,163.14 |
9.6% |
95.52 |
0.8% |
100% |
True |
False |
|
80 |
12,092.42 |
10,917.62 |
1,174.80 |
9.7% |
102.67 |
0.8% |
100% |
True |
False |
|
100 |
12,092.42 |
10,480.78 |
1,611.64 |
13.3% |
105.79 |
0.9% |
100% |
True |
False |
|
120 |
12,092.42 |
9,936.62 |
2,155.80 |
17.8% |
111.27 |
0.9% |
100% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,375.64 |
2.618 |
12,266.88 |
1.618 |
12,200.24 |
1.000 |
12,159.06 |
0.618 |
12,133.60 |
HIGH |
12,092.42 |
0.618 |
12,066.96 |
0.500 |
12,059.10 |
0.382 |
12,051.24 |
LOW |
12,025.78 |
0.618 |
11,984.60 |
1.000 |
11,959.14 |
1.618 |
11,917.96 |
2.618 |
11,851.32 |
4.250 |
11,742.56 |
|
|
Fisher Pivots for day following 04-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
12,081.13 |
12,073.68 |
PP |
12,070.12 |
12,055.21 |
S1 |
12,059.10 |
12,036.74 |
|