Trading Metrics calculated at close of trading on 10-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2011 |
10-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
12,229.29 |
12,239.66 |
10.37 |
0.1% |
11,824.39 |
High |
12,254.23 |
12,239.66 |
-14.57 |
-0.1% |
12,092.42 |
Low |
12,188.19 |
12,156.94 |
-31.25 |
-0.3% |
11,817.88 |
Close |
12,239.89 |
12,229.29 |
-10.60 |
-0.1% |
12,092.15 |
Range |
66.04 |
82.72 |
16.68 |
25.3% |
274.54 |
ATR |
88.31 |
87.93 |
-0.38 |
-0.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 10-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,456.79 |
12,425.76 |
12,274.79 |
|
R3 |
12,374.07 |
12,343.04 |
12,252.04 |
|
R2 |
12,291.35 |
12,291.35 |
12,244.46 |
|
R1 |
12,260.32 |
12,260.32 |
12,236.87 |
12,234.48 |
PP |
12,208.63 |
12,208.63 |
12,208.63 |
12,195.71 |
S1 |
12,177.60 |
12,177.60 |
12,221.71 |
12,151.76 |
S2 |
12,125.91 |
12,125.91 |
12,214.12 |
|
S3 |
12,043.19 |
12,094.88 |
12,206.54 |
|
S4 |
11,960.47 |
12,012.16 |
12,183.79 |
|
|
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 |
12,025.78 |
228.45 |
1.9% |
80.12 |
0.7% |
89% |
False |
False |
|
10 |
12,254.23 |
11,803.04 |
451.19 |
3.7% |
98.12 |
0.8% |
94% |
False |
False |
|
20 |
12,254.23 |
11,698.83 |
555.40 |
4.5% |
88.42 |
0.7% |
96% |
False |
False |
|
40 |
12,254.23 |
11,421.30 |
832.93 |
6.8% |
81.00 |
0.7% |
97% |
False |
False |
|
60 |
12,254.23 |
10,929.28 |
1,324.95 |
10.8% |
93.78 |
0.8% |
98% |
False |
False |
|
80 |
12,254.23 |
10,917.62 |
1,336.61 |
10.9% |
101.14 |
0.8% |
98% |
False |
False |
|
100 |
12,254.23 |
10,640.92 |
1,613.31 |
13.2% |
104.76 |
0.9% |
98% |
False |
False |
|
120 |
12,254.23 |
9,936.62 |
2,317.61 |
19.0% |
108.69 |
0.9% |
99% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,591.22 |
2.618 |
12,456.22 |
1.618 |
12,373.50 |
1.000 |
12,322.38 |
0.618 |
12,290.78 |
HIGH |
12,239.66 |
0.618 |
12,208.06 |
0.500 |
12,198.30 |
0.382 |
12,188.54 |
LOW |
12,156.94 |
0.618 |
12,105.82 |
1.000 |
12,074.22 |
1.618 |
12,023.10 |
2.618 |
11,940.38 |
4.250 |
11,805.38 |
|
|
Fisher Pivots for day following 10-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
12,218.96 |
12,220.24 |
PP |
12,208.63 |
12,211.19 |
S1 |
12,198.30 |
12,202.14 |
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