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 |
4,916.0 |
4,908.0 |
-8.0 |
-0.2% |
4,841.0 |
High |
4,919.0 |
4,919.0 |
0.0 |
0.0% |
4,904.0 |
Low |
4,895.0 |
4,895.0 |
0.0 |
0.0% |
4,831.0 |
Close |
4,914.0 |
4,911.0 |
-3.0 |
-0.1% |
4,851.0 |
Range |
24.0 |
24.0 |
0.0 |
0.0% |
73.0 |
ATR |
41.6 |
40.3 |
-1.3 |
-3.0% |
0.0 |
Volume |
25,873 |
25,269 |
-604 |
-2.3% |
120,554 |
|
Daily Pivots for day following 16-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,980.3 |
4,969.7 |
4,924.2 |
|
R3 |
4,956.3 |
4,945.7 |
4,917.6 |
|
R2 |
4,932.3 |
4,932.3 |
4,915.4 |
|
R1 |
4,921.7 |
4,921.7 |
4,913.2 |
4,927.0 |
PP |
4,908.3 |
4,908.3 |
4,908.3 |
4,911.0 |
S1 |
4,897.7 |
4,897.7 |
4,908.8 |
4,903.0 |
S2 |
4,884.3 |
4,884.3 |
4,906.6 |
|
S3 |
4,860.3 |
4,873.7 |
4,904.4 |
|
S4 |
4,836.3 |
4,849.7 |
4,897.8 |
|
|
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% |
27.4 |
0.6% |
89% |
True |
False |
25,204 |
10 |
4,919.0 |
4,760.0 |
159.0 |
3.2% |
30.1 |
0.6% |
95% |
True |
False |
25,103 |
20 |
4,919.0 |
4,688.0 |
231.0 |
4.7% |
35.8 |
0.7% |
97% |
True |
False |
26,435 |
40 |
4,919.0 |
4,674.0 |
245.0 |
5.0% |
39.6 |
0.8% |
97% |
True |
False |
22,103 |
60 |
4,919.0 |
4,552.0 |
367.0 |
7.5% |
33.6 |
0.7% |
98% |
True |
False |
18,550 |
80 |
4,919.0 |
4,552.0 |
367.0 |
7.5% |
25.6 |
0.5% |
98% |
True |
False |
13,919 |
|
|
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 16-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
4,909.7 |
4,907.7 |
PP |
4,908.3 |
4,904.3 |
S1 |
4,907.0 |
4,901.0 |
|