Trading Metrics calculated at close of trading on 11-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2011 |
11-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
3,037.0 |
3,013.0 |
-24.0 |
-0.8% |
3,013.0 |
High |
3,037.0 |
3,043.0 |
6.0 |
0.2% |
3,054.0 |
Low |
2,991.0 |
2,987.0 |
-4.0 |
-0.1% |
2,987.0 |
Close |
3,026.0 |
3,032.0 |
6.0 |
0.2% |
3,032.0 |
Range |
46.0 |
56.0 |
10.0 |
21.7% |
67.0 |
ATR |
44.9 |
45.7 |
0.8 |
1.8% |
0.0 |
Volume |
1,340,089 |
1,147,581 |
-192,508 |
-14.4% |
5,639,091 |
|
Daily Pivots for day following 11-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,188.7 |
3,166.3 |
3,062.8 |
|
R3 |
3,132.7 |
3,110.3 |
3,047.4 |
|
R2 |
3,076.7 |
3,076.7 |
3,042.3 |
|
R1 |
3,054.3 |
3,054.3 |
3,037.1 |
3,065.5 |
PP |
3,020.7 |
3,020.7 |
3,020.7 |
3,026.3 |
S1 |
2,998.3 |
2,998.3 |
3,026.9 |
3,009.5 |
S2 |
2,964.7 |
2,964.7 |
3,021.7 |
|
S3 |
2,908.7 |
2,942.3 |
3,016.6 |
|
S4 |
2,852.7 |
2,886.3 |
3,001.2 |
|
|
Weekly Pivots for week ending 11-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,225.3 |
3,195.7 |
3,068.9 |
|
R3 |
3,158.3 |
3,128.7 |
3,050.4 |
|
R2 |
3,091.3 |
3,091.3 |
3,044.3 |
|
R1 |
3,061.7 |
3,061.7 |
3,038.1 |
3,076.5 |
PP |
3,024.3 |
3,024.3 |
3,024.3 |
3,031.8 |
S1 |
2,994.7 |
2,994.7 |
3,025.9 |
3,009.5 |
S2 |
2,957.3 |
2,957.3 |
3,019.7 |
|
S3 |
2,890.3 |
2,927.7 |
3,013.6 |
|
S4 |
2,823.3 |
2,860.7 |
2,995.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,054.0 |
2,987.0 |
67.0 |
2.2% |
40.6 |
1.3% |
67% |
False |
True |
1,127,818 |
10 |
3,054.0 |
2,919.0 |
135.0 |
4.5% |
41.0 |
1.4% |
84% |
False |
False |
1,137,026 |
20 |
3,054.0 |
2,886.0 |
168.0 |
5.5% |
45.0 |
1.5% |
87% |
False |
False |
1,028,370 |
40 |
3,054.0 |
2,751.0 |
303.0 |
10.0% |
43.9 |
1.4% |
93% |
False |
False |
939,711 |
60 |
3,054.0 |
2,631.0 |
423.0 |
14.0% |
46.2 |
1.5% |
95% |
False |
False |
673,853 |
80 |
3,054.0 |
2,631.0 |
423.0 |
14.0% |
46.0 |
1.5% |
95% |
False |
False |
511,822 |
100 |
3,054.0 |
2,631.0 |
423.0 |
14.0% |
46.6 |
1.5% |
95% |
False |
False |
410,528 |
120 |
3,054.0 |
2,535.0 |
519.0 |
17.1% |
45.8 |
1.5% |
96% |
False |
False |
342,921 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,281.0 |
2.618 |
3,189.6 |
1.618 |
3,133.6 |
1.000 |
3,099.0 |
0.618 |
3,077.6 |
HIGH |
3,043.0 |
0.618 |
3,021.6 |
0.500 |
3,015.0 |
0.382 |
3,008.4 |
LOW |
2,987.0 |
0.618 |
2,952.4 |
1.000 |
2,931.0 |
1.618 |
2,896.4 |
2.618 |
2,840.4 |
4.250 |
2,749.0 |
|
|
Fisher Pivots for day following 11-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
3,026.3 |
3,028.2 |
PP |
3,020.7 |
3,024.3 |
S1 |
3,015.0 |
3,020.5 |
|