Trading Metrics calculated at close of trading on 14-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2011 |
14-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
4,879.0 |
4,886.0 |
7.0 |
0.1% |
4,841.0 |
High |
4,882.0 |
4,919.0 |
37.0 |
0.8% |
4,904.0 |
Low |
4,847.0 |
4,883.0 |
36.0 |
0.7% |
4,831.0 |
Close |
4,851.0 |
4,918.0 |
67.0 |
1.4% |
4,851.0 |
Range |
35.0 |
36.0 |
1.0 |
2.9% |
73.0 |
ATR |
41.0 |
42.9 |
1.9 |
4.7% |
0.0 |
Volume |
22,732 |
28,153 |
5,421 |
23.8% |
120,554 |
|
Daily Pivots for day following 14-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,014.7 |
5,002.3 |
4,937.8 |
|
R3 |
4,978.7 |
4,966.3 |
4,927.9 |
|
R2 |
4,942.7 |
4,942.7 |
4,924.6 |
|
R1 |
4,930.3 |
4,930.3 |
4,921.3 |
4,936.5 |
PP |
4,906.7 |
4,906.7 |
4,906.7 |
4,909.8 |
S1 |
4,894.3 |
4,894.3 |
4,914.7 |
4,900.5 |
S2 |
4,870.7 |
4,870.7 |
4,911.4 |
|
S3 |
4,834.7 |
4,858.3 |
4,908.1 |
|
S4 |
4,798.7 |
4,822.3 |
4,898.2 |
|
|
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 |
4,919.0 |
4,847.0 |
72.0 |
1.5% |
28.8 |
0.6% |
99% |
True |
False |
25,554 |
10 |
4,919.0 |
4,719.0 |
200.0 |
4.1% |
30.3 |
0.6% |
100% |
True |
False |
26,256 |
20 |
4,919.0 |
4,688.0 |
231.0 |
4.7% |
38.9 |
0.8% |
100% |
True |
False |
26,126 |
40 |
4,919.0 |
4,674.0 |
245.0 |
5.0% |
39.9 |
0.8% |
100% |
True |
False |
22,969 |
60 |
4,919.0 |
4,552.0 |
367.0 |
7.5% |
32.8 |
0.7% |
100% |
True |
False |
17,698 |
80 |
4,919.0 |
4,552.0 |
367.0 |
7.5% |
25.3 |
0.5% |
100% |
True |
False |
13,280 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,072.0 |
2.618 |
5,013.2 |
1.618 |
4,977.2 |
1.000 |
4,955.0 |
0.618 |
4,941.2 |
HIGH |
4,919.0 |
0.618 |
4,905.2 |
0.500 |
4,901.0 |
0.382 |
4,896.8 |
LOW |
4,883.0 |
0.618 |
4,860.8 |
1.000 |
4,847.0 |
1.618 |
4,824.8 |
2.618 |
4,788.8 |
4.250 |
4,730.0 |
|
|
Fisher Pivots for day following 14-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
4,912.3 |
4,906.3 |
PP |
4,906.7 |
4,894.7 |
S1 |
4,901.0 |
4,883.0 |
|