Trading Metrics calculated at close of trading on 09-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2011 |
09-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
12,152.70 |
12,229.29 |
76.59 |
0.6% |
11,824.39 |
High |
12,238.79 |
12,254.23 |
15.44 |
0.1% |
12,092.42 |
Low |
12,150.05 |
12,188.19 |
38.14 |
0.3% |
11,817.88 |
Close |
12,233.15 |
12,239.89 |
6.74 |
0.1% |
12,092.15 |
Range |
88.74 |
66.04 |
-22.70 |
-25.6% |
274.54 |
ATR |
90.02 |
88.31 |
-1.71 |
-1.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 09-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,425.56 |
12,398.76 |
12,276.21 |
|
R3 |
12,359.52 |
12,332.72 |
12,258.05 |
|
R2 |
12,293.48 |
12,293.48 |
12,252.00 |
|
R1 |
12,266.68 |
12,266.68 |
12,245.94 |
12,280.08 |
PP |
12,227.44 |
12,227.44 |
12,227.44 |
12,234.14 |
S1 |
12,200.64 |
12,200.64 |
12,233.84 |
12,214.04 |
S2 |
12,161.40 |
12,161.40 |
12,227.78 |
|
S3 |
12,095.36 |
12,134.60 |
12,221.73 |
|
S4 |
12,029.32 |
12,068.56 |
12,203.57 |
|
|
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 |
12,254.23 |
11,981.05 |
273.18 |
2.2% |
83.47 |
0.7% |
95% |
True |
False |
|
10 |
12,254.23 |
11,803.04 |
451.19 |
3.7% |
94.61 |
0.8% |
97% |
True |
False |
|
20 |
12,254.23 |
11,673.62 |
580.61 |
4.7% |
89.71 |
0.7% |
98% |
True |
False |
|
40 |
12,254.23 |
11,421.30 |
832.93 |
6.8% |
81.06 |
0.7% |
98% |
True |
False |
|
60 |
12,254.23 |
10,929.28 |
1,324.95 |
10.8% |
93.93 |
0.8% |
99% |
True |
False |
|
80 |
12,254.23 |
10,917.62 |
1,336.61 |
10.9% |
101.41 |
0.8% |
99% |
True |
False |
|
100 |
12,254.23 |
10,608.08 |
1,646.15 |
13.4% |
105.59 |
0.9% |
99% |
True |
False |
|
120 |
12,254.23 |
9,936.62 |
2,317.61 |
18.9% |
109.03 |
0.9% |
99% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,534.90 |
2.618 |
12,427.12 |
1.618 |
12,361.08 |
1.000 |
12,320.27 |
0.618 |
12,295.04 |
HIGH |
12,254.23 |
0.618 |
12,229.00 |
0.500 |
12,221.21 |
0.382 |
12,213.42 |
LOW |
12,188.19 |
0.618 |
12,147.38 |
1.000 |
12,122.15 |
1.618 |
12,081.34 |
2.618 |
12,015.30 |
4.250 |
11,907.52 |
|
|
Fisher Pivots for day following 09-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
12,233.66 |
12,217.68 |
PP |
12,227.44 |
12,195.47 |
S1 |
12,221.21 |
12,173.27 |
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