Trading Metrics calculated at close of trading on 15-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2011 |
15-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
4,886.0 |
4,916.0 |
30.0 |
0.6% |
4,841.0 |
High |
4,919.0 |
4,919.0 |
0.0 |
0.0% |
4,904.0 |
Low |
4,883.0 |
4,895.0 |
12.0 |
0.2% |
4,831.0 |
Close |
4,918.0 |
4,914.0 |
-4.0 |
-0.1% |
4,851.0 |
Range |
36.0 |
24.0 |
-12.0 |
-33.3% |
73.0 |
ATR |
42.9 |
41.6 |
-1.4 |
-3.1% |
0.0 |
Volume |
28,153 |
25,873 |
-2,280 |
-8.1% |
120,554 |
|
Daily Pivots for day following 15-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,981.3 |
4,971.7 |
4,927.2 |
|
R3 |
4,957.3 |
4,947.7 |
4,920.6 |
|
R2 |
4,933.3 |
4,933.3 |
4,918.4 |
|
R1 |
4,923.7 |
4,923.7 |
4,916.2 |
4,916.5 |
PP |
4,909.3 |
4,909.3 |
4,909.3 |
4,905.8 |
S1 |
4,899.7 |
4,899.7 |
4,911.8 |
4,892.5 |
S2 |
4,885.3 |
4,885.3 |
4,909.6 |
|
S3 |
4,861.3 |
4,875.7 |
4,907.4 |
|
S4 |
4,837.3 |
4,851.7 |
4,900.8 |
|
|
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 |
4,919.0 |
4,847.0 |
72.0 |
1.5% |
29.2 |
0.6% |
93% |
True |
False |
26,190 |
10 |
4,919.0 |
4,756.0 |
163.0 |
3.3% |
30.5 |
0.6% |
97% |
True |
False |
25,713 |
20 |
4,919.0 |
4,688.0 |
231.0 |
4.7% |
37.1 |
0.8% |
98% |
True |
False |
26,166 |
40 |
4,919.0 |
4,674.0 |
245.0 |
5.0% |
39.9 |
0.8% |
98% |
True |
False |
22,025 |
60 |
4,919.0 |
4,552.0 |
367.0 |
7.5% |
33.2 |
0.7% |
99% |
True |
False |
18,129 |
80 |
4,919.0 |
4,552.0 |
367.0 |
7.5% |
25.3 |
0.5% |
99% |
True |
False |
13,603 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,021.0 |
2.618 |
4,981.8 |
1.618 |
4,957.8 |
1.000 |
4,943.0 |
0.618 |
4,933.8 |
HIGH |
4,919.0 |
0.618 |
4,909.8 |
0.500 |
4,907.0 |
0.382 |
4,904.2 |
LOW |
4,895.0 |
0.618 |
4,880.2 |
1.000 |
4,871.0 |
1.618 |
4,856.2 |
2.618 |
4,832.2 |
4.250 |
4,793.0 |
|
|
Fisher Pivots for day following 15-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
4,911.7 |
4,903.7 |
PP |
4,909.3 |
4,893.3 |
S1 |
4,907.0 |
4,883.0 |
|