Trading Metrics calculated at close of trading on 18-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2011 |
18-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
1,377.7 |
1,384.1 |
6.4 |
0.5% |
1,357.8 |
High |
1,384.7 |
1,391.8 |
7.1 |
0.5% |
1,391.8 |
Low |
1,377.0 |
1,381.8 |
4.8 |
0.3% |
1,356.6 |
Close |
1,384.7 |
1,388.2 |
3.5 |
0.3% |
1,388.2 |
Range |
7.7 |
10.0 |
2.3 |
29.9% |
35.2 |
ATR |
17.0 |
16.5 |
-0.5 |
-2.9% |
0.0 |
Volume |
113 |
98 |
-15 |
-13.3% |
869 |
|
Daily Pivots for day following 18-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,417.3 |
1,412.7 |
1,393.7 |
|
R3 |
1,407.3 |
1,402.7 |
1,391.0 |
|
R2 |
1,397.3 |
1,397.3 |
1,390.0 |
|
R1 |
1,392.7 |
1,392.7 |
1,389.1 |
1,395.0 |
PP |
1,387.3 |
1,387.3 |
1,387.3 |
1,388.4 |
S1 |
1,382.7 |
1,382.7 |
1,387.3 |
1,385.0 |
S2 |
1,377.3 |
1,377.3 |
1,386.4 |
|
S3 |
1,367.3 |
1,372.7 |
1,385.5 |
|
S4 |
1,357.3 |
1,362.7 |
1,382.7 |
|
|
Weekly Pivots for week ending 18-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,484.5 |
1,471.5 |
1,407.6 |
|
R3 |
1,449.3 |
1,436.3 |
1,397.9 |
|
R2 |
1,414.1 |
1,414.1 |
1,394.7 |
|
R1 |
1,401.1 |
1,401.1 |
1,391.4 |
1,407.6 |
PP |
1,378.9 |
1,378.9 |
1,378.9 |
1,382.1 |
S1 |
1,365.9 |
1,365.9 |
1,385.0 |
1,372.4 |
S2 |
1,343.7 |
1,343.7 |
1,381.7 |
|
S3 |
1,308.5 |
1,330.7 |
1,378.5 |
|
S4 |
1,273.3 |
1,295.5 |
1,368.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,391.8 |
1,356.6 |
35.2 |
2.5% |
10.5 |
0.8% |
90% |
True |
False |
173 |
10 |
1,391.8 |
1,343.8 |
48.0 |
3.5% |
11.1 |
0.8% |
93% |
True |
False |
435 |
20 |
1,391.8 |
1,307.7 |
84.1 |
6.1% |
17.4 |
1.2% |
96% |
True |
False |
41,734 |
40 |
1,424.4 |
1,307.7 |
116.7 |
8.4% |
18.0 |
1.3% |
69% |
False |
False |
88,163 |
60 |
1,432.5 |
1,307.7 |
124.8 |
9.0% |
18.5 |
1.3% |
65% |
False |
False |
100,674 |
80 |
1,432.5 |
1,307.7 |
124.8 |
9.0% |
20.5 |
1.5% |
65% |
False |
False |
80,838 |
100 |
1,432.5 |
1,299.6 |
132.9 |
9.6% |
20.4 |
1.5% |
67% |
False |
False |
65,601 |
120 |
1,432.5 |
1,236.7 |
195.8 |
14.1% |
19.0 |
1.4% |
77% |
False |
False |
54,893 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,434.3 |
2.618 |
1,418.0 |
1.618 |
1,408.0 |
1.000 |
1,401.8 |
0.618 |
1,398.0 |
HIGH |
1,391.8 |
0.618 |
1,388.0 |
0.500 |
1,386.8 |
0.382 |
1,385.6 |
LOW |
1,381.8 |
0.618 |
1,375.6 |
1.000 |
1,371.8 |
1.618 |
1,365.6 |
2.618 |
1,355.6 |
4.250 |
1,339.3 |
|
|
Fisher Pivots for day following 18-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
1,387.7 |
1,385.9 |
PP |
1,387.3 |
1,383.5 |
S1 |
1,386.8 |
1,381.2 |
|