Trading Metrics calculated at close of trading on 07-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2011 |
07-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
12,061.73 |
12,092.38 |
30.65 |
0.3% |
11,824.39 |
High |
12,092.42 |
12,188.76 |
96.34 |
0.8% |
12,092.42 |
Low |
12,025.78 |
12,092.30 |
66.52 |
0.6% |
11,817.88 |
Close |
12,092.15 |
12,161.63 |
69.48 |
0.6% |
12,092.15 |
Range |
66.64 |
96.46 |
29.82 |
44.7% |
274.54 |
ATR |
89.62 |
90.12 |
0.50 |
0.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 07-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,436.94 |
12,395.75 |
12,214.68 |
|
R3 |
12,340.48 |
12,299.29 |
12,188.16 |
|
R2 |
12,244.02 |
12,244.02 |
12,179.31 |
|
R1 |
12,202.83 |
12,202.83 |
12,170.47 |
12,223.43 |
PP |
12,147.56 |
12,147.56 |
12,147.56 |
12,157.86 |
S1 |
12,106.37 |
12,106.37 |
12,152.79 |
12,126.97 |
S2 |
12,051.10 |
12,051.10 |
12,143.95 |
|
S3 |
11,954.64 |
12,009.91 |
12,135.10 |
|
S4 |
11,858.18 |
11,913.45 |
12,108.58 |
|
|
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 |
12,188.76 |
11,892.50 |
296.26 |
2.4% |
92.05 |
0.8% |
91% |
True |
False |
|
10 |
12,188.76 |
11,803.04 |
385.72 |
3.2% |
93.72 |
0.8% |
93% |
True |
False |
|
20 |
12,188.76 |
11,573.87 |
614.89 |
5.1% |
90.58 |
0.7% |
96% |
True |
False |
|
40 |
12,188.76 |
11,357.72 |
831.04 |
6.8% |
80.46 |
0.7% |
97% |
True |
False |
|
60 |
12,188.76 |
10,929.28 |
1,259.48 |
10.4% |
95.28 |
0.8% |
98% |
True |
False |
|
80 |
12,188.76 |
10,917.62 |
1,271.14 |
10.5% |
102.21 |
0.8% |
98% |
True |
False |
|
100 |
12,188.76 |
10,522.48 |
1,666.28 |
13.7% |
105.68 |
0.9% |
98% |
True |
False |
|
120 |
12,188.76 |
9,936.62 |
2,252.14 |
18.5% |
110.55 |
0.9% |
99% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,598.72 |
2.618 |
12,441.29 |
1.618 |
12,344.83 |
1.000 |
12,285.22 |
0.618 |
12,248.37 |
HIGH |
12,188.76 |
0.618 |
12,151.91 |
0.500 |
12,140.53 |
0.382 |
12,129.15 |
LOW |
12,092.30 |
0.618 |
12,032.69 |
1.000 |
11,995.84 |
1.618 |
11,936.23 |
2.618 |
11,839.77 |
4.250 |
11,682.35 |
|
|
Fisher Pivots for day following 07-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
12,154.60 |
12,136.06 |
PP |
12,147.56 |
12,110.48 |
S1 |
12,140.53 |
12,084.91 |
|