Trading Metrics calculated at close of trading on 08-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2011 |
08-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
12,092.38 |
12,152.70 |
60.32 |
0.5% |
11,824.39 |
High |
12,188.76 |
12,238.79 |
50.03 |
0.4% |
12,092.42 |
Low |
12,092.30 |
12,150.05 |
57.75 |
0.5% |
11,817.88 |
Close |
12,161.63 |
12,233.15 |
71.52 |
0.6% |
12,092.15 |
Range |
96.46 |
88.74 |
-7.72 |
-8.0% |
274.54 |
ATR |
90.12 |
90.02 |
-0.10 |
-0.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 08-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,473.55 |
12,442.09 |
12,281.96 |
|
R3 |
12,384.81 |
12,353.35 |
12,257.55 |
|
R2 |
12,296.07 |
12,296.07 |
12,249.42 |
|
R1 |
12,264.61 |
12,264.61 |
12,241.28 |
12,280.34 |
PP |
12,207.33 |
12,207.33 |
12,207.33 |
12,215.20 |
S1 |
12,175.87 |
12,175.87 |
12,225.02 |
12,191.60 |
S2 |
12,118.59 |
12,118.59 |
12,216.88 |
|
S3 |
12,029.85 |
12,087.13 |
12,208.75 |
|
S4 |
11,941.11 |
11,998.39 |
12,184.34 |
|
|
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 |
12,238.79 |
11,981.05 |
257.74 |
2.1% |
78.15 |
0.6% |
98% |
True |
False |
|
10 |
12,238.79 |
11,803.04 |
435.75 |
3.6% |
93.87 |
0.8% |
99% |
True |
False |
|
20 |
12,238.79 |
11,635.48 |
603.31 |
4.9% |
89.84 |
0.7% |
99% |
True |
False |
|
40 |
12,238.79 |
11,405.33 |
833.46 |
6.8% |
81.28 |
0.7% |
99% |
True |
False |
|
60 |
12,238.79 |
10,929.28 |
1,309.51 |
10.7% |
95.16 |
0.8% |
100% |
True |
False |
|
80 |
12,238.79 |
10,917.62 |
1,321.17 |
10.8% |
102.22 |
0.8% |
100% |
True |
False |
|
100 |
12,238.79 |
10,567.36 |
1,671.43 |
13.7% |
105.76 |
0.9% |
100% |
True |
False |
|
120 |
12,238.79 |
9,936.62 |
2,302.17 |
18.8% |
110.10 |
0.9% |
100% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,615.94 |
2.618 |
12,471.11 |
1.618 |
12,382.37 |
1.000 |
12,327.53 |
0.618 |
12,293.63 |
HIGH |
12,238.79 |
0.618 |
12,204.89 |
0.500 |
12,194.42 |
0.382 |
12,183.95 |
LOW |
12,150.05 |
0.618 |
12,095.21 |
1.000 |
12,061.31 |
1.618 |
12,006.47 |
2.618 |
11,917.73 |
4.250 |
11,772.91 |
|
|
Fisher Pivots for day following 08-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
12,220.24 |
12,199.53 |
PP |
12,207.33 |
12,165.91 |
S1 |
12,194.42 |
12,132.29 |
|