Trading Metrics calculated at close of trading on 17-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2011 |
17-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
1,373.6 |
1,377.7 |
4.1 |
0.3% |
1,345.8 |
High |
1,382.0 |
1,384.7 |
2.7 |
0.2% |
1,368.8 |
Low |
1,370.5 |
1,377.0 |
6.5 |
0.5% |
1,343.8 |
Close |
1,374.7 |
1,384.7 |
10.0 |
0.7% |
1,359.9 |
Range |
11.5 |
7.7 |
-3.8 |
-33.0% |
25.0 |
ATR |
17.5 |
17.0 |
-0.5 |
-3.1% |
0.0 |
Volume |
156 |
113 |
-43 |
-27.6% |
3,486 |
|
Daily Pivots for day following 17-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,405.2 |
1,402.7 |
1,388.9 |
|
R3 |
1,397.5 |
1,395.0 |
1,386.8 |
|
R2 |
1,389.8 |
1,389.8 |
1,386.1 |
|
R1 |
1,387.3 |
1,387.3 |
1,385.4 |
1,388.6 |
PP |
1,382.1 |
1,382.1 |
1,382.1 |
1,382.8 |
S1 |
1,379.6 |
1,379.6 |
1,384.0 |
1,380.9 |
S2 |
1,374.4 |
1,374.4 |
1,383.3 |
|
S3 |
1,366.7 |
1,371.9 |
1,382.6 |
|
S4 |
1,359.0 |
1,364.2 |
1,380.5 |
|
|
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 |
1,384.7 |
1,355.2 |
29.5 |
2.1% |
11.2 |
0.8% |
100% |
True |
False |
251 |
10 |
1,384.7 |
1,343.8 |
40.9 |
3.0% |
11.6 |
0.8% |
100% |
True |
False |
479 |
20 |
1,384.7 |
1,307.7 |
77.0 |
5.6% |
17.5 |
1.3% |
100% |
True |
False |
49,096 |
40 |
1,424.4 |
1,307.7 |
116.7 |
8.4% |
18.0 |
1.3% |
66% |
False |
False |
89,537 |
60 |
1,432.5 |
1,307.7 |
124.8 |
9.0% |
18.8 |
1.4% |
62% |
False |
False |
101,443 |
80 |
1,432.5 |
1,307.7 |
124.8 |
9.0% |
20.6 |
1.5% |
62% |
False |
False |
80,951 |
100 |
1,432.5 |
1,284.5 |
148.0 |
10.7% |
20.6 |
1.5% |
68% |
False |
False |
65,606 |
120 |
1,432.5 |
1,236.7 |
195.8 |
14.1% |
18.9 |
1.4% |
76% |
False |
False |
54,893 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,417.4 |
2.618 |
1,404.9 |
1.618 |
1,397.2 |
1.000 |
1,392.4 |
0.618 |
1,389.5 |
HIGH |
1,384.7 |
0.618 |
1,381.8 |
0.500 |
1,380.9 |
0.382 |
1,379.9 |
LOW |
1,377.0 |
0.618 |
1,372.2 |
1.000 |
1,369.3 |
1.618 |
1,364.5 |
2.618 |
1,356.8 |
4.250 |
1,344.3 |
|
|
Fisher Pivots for day following 17-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
1,383.4 |
1,380.9 |
PP |
1,382.1 |
1,377.0 |
S1 |
1,380.9 |
1,373.2 |
|