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 |
4,878.0 |
4,879.0 |
1.0 |
0.0% |
4,841.0 |
High |
4,890.0 |
4,882.0 |
-8.0 |
-0.2% |
4,904.0 |
Low |
4,872.0 |
4,847.0 |
-25.0 |
-0.5% |
4,831.0 |
Close |
4,887.0 |
4,851.0 |
-36.0 |
-0.7% |
4,851.0 |
Range |
18.0 |
35.0 |
17.0 |
94.4% |
73.0 |
ATR |
41.1 |
41.0 |
-0.1 |
-0.2% |
0.0 |
Volume |
23,993 |
22,732 |
-1,261 |
-5.3% |
120,554 |
|
Daily Pivots for day following 11-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,965.0 |
4,943.0 |
4,870.3 |
|
R3 |
4,930.0 |
4,908.0 |
4,860.6 |
|
R2 |
4,895.0 |
4,895.0 |
4,857.4 |
|
R1 |
4,873.0 |
4,873.0 |
4,854.2 |
4,866.5 |
PP |
4,860.0 |
4,860.0 |
4,860.0 |
4,856.8 |
S1 |
4,838.0 |
4,838.0 |
4,847.8 |
4,831.5 |
S2 |
4,825.0 |
4,825.0 |
4,844.6 |
|
S3 |
4,790.0 |
4,803.0 |
4,841.4 |
|
S4 |
4,755.0 |
4,768.0 |
4,831.8 |
|
|
Weekly Pivots for week ending 11-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,081.0 |
5,039.0 |
4,891.2 |
|
R3 |
5,008.0 |
4,966.0 |
4,871.1 |
|
R2 |
4,935.0 |
4,935.0 |
4,864.4 |
|
R1 |
4,893.0 |
4,893.0 |
4,857.7 |
4,914.0 |
PP |
4,862.0 |
4,862.0 |
4,862.0 |
4,872.5 |
S1 |
4,820.0 |
4,820.0 |
4,844.3 |
4,841.0 |
S2 |
4,789.0 |
4,789.0 |
4,837.6 |
|
S3 |
4,716.0 |
4,747.0 |
4,830.9 |
|
S4 |
4,643.0 |
4,674.0 |
4,810.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,904.0 |
4,831.0 |
73.0 |
1.5% |
25.6 |
0.5% |
27% |
False |
False |
24,110 |
10 |
4,904.0 |
4,688.0 |
216.0 |
4.5% |
31.1 |
0.6% |
75% |
False |
False |
26,674 |
20 |
4,904.0 |
4,688.0 |
216.0 |
4.5% |
38.1 |
0.8% |
75% |
False |
False |
25,527 |
40 |
4,904.0 |
4,674.0 |
230.0 |
4.7% |
39.5 |
0.8% |
77% |
False |
False |
24,464 |
60 |
4,904.0 |
4,552.0 |
352.0 |
7.3% |
32.3 |
0.7% |
85% |
False |
False |
17,229 |
80 |
4,904.0 |
4,552.0 |
352.0 |
7.3% |
24.8 |
0.5% |
85% |
False |
False |
12,928 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,030.8 |
2.618 |
4,973.6 |
1.618 |
4,938.6 |
1.000 |
4,917.0 |
0.618 |
4,903.6 |
HIGH |
4,882.0 |
0.618 |
4,868.6 |
0.500 |
4,864.5 |
0.382 |
4,860.4 |
LOW |
4,847.0 |
0.618 |
4,825.4 |
1.000 |
4,812.0 |
1.618 |
4,790.4 |
2.618 |
4,755.4 |
4.250 |
4,698.3 |
|
|
Fisher Pivots for day following 11-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
4,864.5 |
4,875.5 |
PP |
4,860.0 |
4,867.3 |
S1 |
4,855.5 |
4,859.2 |
|