Trading Metrics calculated at close of trading on 15-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2011 |
15-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
1,357.8 |
1,361.6 |
3.8 |
0.3% |
1,345.8 |
High |
1,365.6 |
1,376.0 |
10.4 |
0.8% |
1,368.8 |
Low |
1,356.6 |
1,361.6 |
5.0 |
0.4% |
1,343.8 |
Close |
1,364.6 |
1,373.6 |
9.0 |
0.7% |
1,359.9 |
Range |
9.0 |
14.4 |
5.4 |
60.0% |
25.0 |
ATR |
18.2 |
18.0 |
-0.3 |
-1.5% |
0.0 |
Volume |
181 |
321 |
140 |
77.3% |
3,486 |
|
Daily Pivots for day following 15-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,413.6 |
1,408.0 |
1,381.5 |
|
R3 |
1,399.2 |
1,393.6 |
1,377.6 |
|
R2 |
1,384.8 |
1,384.8 |
1,376.2 |
|
R1 |
1,379.2 |
1,379.2 |
1,374.9 |
1,382.0 |
PP |
1,370.4 |
1,370.4 |
1,370.4 |
1,371.8 |
S1 |
1,364.8 |
1,364.8 |
1,372.3 |
1,367.6 |
S2 |
1,356.0 |
1,356.0 |
1,371.0 |
|
S3 |
1,341.6 |
1,350.4 |
1,369.6 |
|
S4 |
1,327.2 |
1,336.0 |
1,365.7 |
|
|
Weekly Pivots for week ending 11-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,432.5 |
1,421.2 |
1,373.7 |
|
R3 |
1,407.5 |
1,396.2 |
1,366.8 |
|
R2 |
1,382.5 |
1,382.5 |
1,364.5 |
|
R1 |
1,371.2 |
1,371.2 |
1,362.2 |
1,376.9 |
PP |
1,357.5 |
1,357.5 |
1,357.5 |
1,360.3 |
S1 |
1,346.2 |
1,346.2 |
1,357.6 |
1,351.9 |
S2 |
1,332.5 |
1,332.5 |
1,355.3 |
|
S3 |
1,307.5 |
1,321.2 |
1,353.0 |
|
S4 |
1,282.5 |
1,296.2 |
1,346.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,376.0 |
1,351.7 |
24.3 |
1.8% |
10.9 |
0.8% |
90% |
True |
False |
289 |
10 |
1,376.0 |
1,324.9 |
51.1 |
3.7% |
14.4 |
1.1% |
95% |
True |
False |
775 |
20 |
1,378.9 |
1,307.7 |
71.2 |
5.2% |
18.6 |
1.4% |
93% |
False |
False |
66,396 |
40 |
1,424.4 |
1,307.7 |
116.7 |
8.5% |
18.1 |
1.3% |
56% |
False |
False |
93,662 |
60 |
1,432.5 |
1,307.7 |
124.8 |
9.1% |
19.2 |
1.4% |
53% |
False |
False |
102,373 |
80 |
1,432.5 |
1,307.7 |
124.8 |
9.1% |
20.8 |
1.5% |
53% |
False |
False |
81,072 |
100 |
1,432.5 |
1,284.5 |
148.0 |
10.8% |
20.5 |
1.5% |
60% |
False |
False |
65,618 |
120 |
1,432.5 |
1,236.7 |
195.8 |
14.3% |
18.9 |
1.4% |
70% |
False |
False |
54,920 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,437.2 |
2.618 |
1,413.7 |
1.618 |
1,399.3 |
1.000 |
1,390.4 |
0.618 |
1,384.9 |
HIGH |
1,376.0 |
0.618 |
1,370.5 |
0.500 |
1,368.8 |
0.382 |
1,367.1 |
LOW |
1,361.6 |
0.618 |
1,352.7 |
1.000 |
1,347.2 |
1.618 |
1,338.3 |
2.618 |
1,323.9 |
4.250 |
1,300.4 |
|
|
Fisher Pivots for day following 15-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
1,372.0 |
1,370.9 |
PP |
1,370.4 |
1,368.3 |
S1 |
1,368.8 |
1,365.6 |
|