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 |
3,026.0 |
3,045.0 |
19.0 |
0.6% |
3,013.0 |
High |
3,042.0 |
3,077.0 |
35.0 |
1.2% |
3,054.0 |
Low |
3,010.0 |
3,036.0 |
26.0 |
0.9% |
2,987.0 |
Close |
3,030.0 |
3,068.0 |
38.0 |
1.3% |
3,032.0 |
Range |
32.0 |
41.0 |
9.0 |
28.1% |
67.0 |
ATR |
44.3 |
44.5 |
0.2 |
0.4% |
0.0 |
Volume |
1,015,594 |
1,263,993 |
248,399 |
24.5% |
5,639,091 |
|
Daily Pivots for day following 16-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,183.3 |
3,166.7 |
3,090.6 |
|
R3 |
3,142.3 |
3,125.7 |
3,079.3 |
|
R2 |
3,101.3 |
3,101.3 |
3,075.5 |
|
R1 |
3,084.7 |
3,084.7 |
3,071.8 |
3,093.0 |
PP |
3,060.3 |
3,060.3 |
3,060.3 |
3,064.5 |
S1 |
3,043.7 |
3,043.7 |
3,064.2 |
3,052.0 |
S2 |
3,019.3 |
3,019.3 |
3,060.5 |
|
S3 |
2,978.3 |
3,002.7 |
3,056.7 |
|
S4 |
2,937.3 |
2,961.7 |
3,045.5 |
|
|
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 |
3,077.0 |
2,987.0 |
90.0 |
2.9% |
43.0 |
1.4% |
90% |
True |
False |
1,139,252 |
10 |
3,077.0 |
2,976.0 |
101.0 |
3.3% |
38.3 |
1.2% |
91% |
True |
False |
1,102,230 |
20 |
3,077.0 |
2,908.0 |
169.0 |
5.5% |
43.7 |
1.4% |
95% |
True |
False |
1,016,853 |
40 |
3,077.0 |
2,751.0 |
326.0 |
10.6% |
44.2 |
1.4% |
97% |
True |
False |
939,196 |
60 |
3,077.0 |
2,631.0 |
446.0 |
14.5% |
45.9 |
1.5% |
98% |
True |
False |
727,140 |
80 |
3,077.0 |
2,631.0 |
446.0 |
14.5% |
46.1 |
1.5% |
98% |
True |
False |
551,919 |
100 |
3,077.0 |
2,631.0 |
446.0 |
14.5% |
45.7 |
1.5% |
98% |
True |
False |
442,521 |
120 |
3,077.0 |
2,568.0 |
509.0 |
16.6% |
45.4 |
1.5% |
98% |
True |
False |
369,651 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,251.3 |
2.618 |
3,184.3 |
1.618 |
3,143.3 |
1.000 |
3,118.0 |
0.618 |
3,102.3 |
HIGH |
3,077.0 |
0.618 |
3,061.3 |
0.500 |
3,056.5 |
0.382 |
3,051.7 |
LOW |
3,036.0 |
0.618 |
3,010.7 |
1.000 |
2,995.0 |
1.618 |
2,969.7 |
2.618 |
2,928.7 |
4.250 |
2,861.8 |
|
|
Fisher Pivots for day following 16-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
3,064.2 |
3,059.8 |
PP |
3,060.3 |
3,051.7 |
S1 |
3,056.5 |
3,043.5 |
|