Trading Metrics calculated at close of trading on 16-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2011 |
16-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
1,361.6 |
1,373.6 |
12.0 |
0.9% |
1,345.8 |
High |
1,376.0 |
1,382.0 |
6.0 |
0.4% |
1,368.8 |
Low |
1,361.6 |
1,370.5 |
8.9 |
0.7% |
1,343.8 |
Close |
1,373.6 |
1,374.7 |
1.1 |
0.1% |
1,359.9 |
Range |
14.4 |
11.5 |
-2.9 |
-20.1% |
25.0 |
ATR |
18.0 |
17.5 |
-0.5 |
-2.6% |
0.0 |
Volume |
321 |
156 |
-165 |
-51.4% |
3,486 |
|
Daily Pivots for day following 16-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,410.2 |
1,404.0 |
1,381.0 |
|
R3 |
1,398.7 |
1,392.5 |
1,377.9 |
|
R2 |
1,387.2 |
1,387.2 |
1,376.8 |
|
R1 |
1,381.0 |
1,381.0 |
1,375.8 |
1,384.1 |
PP |
1,375.7 |
1,375.7 |
1,375.7 |
1,377.3 |
S1 |
1,369.5 |
1,369.5 |
1,373.6 |
1,372.6 |
S2 |
1,364.2 |
1,364.2 |
1,372.6 |
|
S3 |
1,352.7 |
1,358.0 |
1,371.5 |
|
S4 |
1,341.2 |
1,346.5 |
1,368.4 |
|
|
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 |
1,382.0 |
1,351.7 |
30.3 |
2.2% |
12.3 |
0.9% |
76% |
True |
False |
291 |
10 |
1,382.0 |
1,324.9 |
57.1 |
4.2% |
13.9 |
1.0% |
87% |
True |
False |
654 |
20 |
1,382.0 |
1,307.7 |
74.3 |
5.4% |
18.5 |
1.3% |
90% |
True |
False |
60,179 |
40 |
1,424.4 |
1,307.7 |
116.7 |
8.5% |
18.1 |
1.3% |
57% |
False |
False |
91,483 |
60 |
1,432.5 |
1,307.7 |
124.8 |
9.1% |
19.0 |
1.4% |
54% |
False |
False |
101,821 |
80 |
1,432.5 |
1,307.7 |
124.8 |
9.1% |
20.7 |
1.5% |
54% |
False |
False |
80,999 |
100 |
1,432.5 |
1,284.5 |
148.0 |
10.8% |
20.6 |
1.5% |
61% |
False |
False |
65,609 |
120 |
1,432.5 |
1,236.7 |
195.8 |
14.2% |
18.9 |
1.4% |
70% |
False |
False |
54,902 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,430.9 |
2.618 |
1,412.1 |
1.618 |
1,400.6 |
1.000 |
1,393.5 |
0.618 |
1,389.1 |
HIGH |
1,382.0 |
0.618 |
1,377.6 |
0.500 |
1,376.3 |
0.382 |
1,374.9 |
LOW |
1,370.5 |
0.618 |
1,363.4 |
1.000 |
1,359.0 |
1.618 |
1,351.9 |
2.618 |
1,340.4 |
4.250 |
1,321.6 |
|
|
Fisher Pivots for day following 16-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
1,376.3 |
1,372.9 |
PP |
1,375.7 |
1,371.1 |
S1 |
1,375.2 |
1,369.3 |
|