Trading Metrics calculated at close of trading on 17-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2011 |
17-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
4,908.0 |
4,918.0 |
10.0 |
0.2% |
4,841.0 |
High |
4,919.0 |
4,922.0 |
3.0 |
0.1% |
4,904.0 |
Low |
4,895.0 |
4,910.0 |
15.0 |
0.3% |
4,831.0 |
Close |
4,911.0 |
4,914.0 |
3.0 |
0.1% |
4,851.0 |
Range |
24.0 |
12.0 |
-12.0 |
-50.0% |
73.0 |
ATR |
40.3 |
38.3 |
-2.0 |
-5.0% |
0.0 |
Volume |
25,269 |
20,894 |
-4,375 |
-17.3% |
120,554 |
|
Daily Pivots for day following 17-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,951.3 |
4,944.7 |
4,920.6 |
|
R3 |
4,939.3 |
4,932.7 |
4,917.3 |
|
R2 |
4,927.3 |
4,927.3 |
4,916.2 |
|
R1 |
4,920.7 |
4,920.7 |
4,915.1 |
4,918.0 |
PP |
4,915.3 |
4,915.3 |
4,915.3 |
4,914.0 |
S1 |
4,908.7 |
4,908.7 |
4,912.9 |
4,906.0 |
S2 |
4,903.3 |
4,903.3 |
4,911.8 |
|
S3 |
4,891.3 |
4,896.7 |
4,910.7 |
|
S4 |
4,879.3 |
4,884.7 |
4,907.4 |
|
|
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 |
4,922.0 |
4,847.0 |
75.0 |
1.5% |
26.2 |
0.5% |
89% |
True |
False |
24,584 |
10 |
4,922.0 |
4,794.0 |
128.0 |
2.6% |
28.1 |
0.6% |
94% |
True |
False |
24,879 |
20 |
4,922.0 |
4,688.0 |
234.0 |
4.8% |
33.5 |
0.7% |
97% |
True |
False |
26,018 |
40 |
4,922.0 |
4,674.0 |
248.0 |
5.0% |
38.9 |
0.8% |
97% |
True |
False |
22,173 |
60 |
4,922.0 |
4,552.0 |
370.0 |
7.5% |
33.8 |
0.7% |
98% |
True |
False |
18,898 |
80 |
4,922.0 |
4,552.0 |
370.0 |
7.5% |
25.8 |
0.5% |
98% |
True |
False |
14,180 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,973.0 |
2.618 |
4,953.4 |
1.618 |
4,941.4 |
1.000 |
4,934.0 |
0.618 |
4,929.4 |
HIGH |
4,922.0 |
0.618 |
4,917.4 |
0.500 |
4,916.0 |
0.382 |
4,914.6 |
LOW |
4,910.0 |
0.618 |
4,902.6 |
1.000 |
4,898.0 |
1.618 |
4,890.6 |
2.618 |
4,878.6 |
4.250 |
4,859.0 |
|
|
Fisher Pivots for day following 17-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
4,916.0 |
4,912.2 |
PP |
4,915.3 |
4,910.3 |
S1 |
4,914.7 |
4,908.5 |
|