Trading Metrics calculated at close of trading on 18-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2011 |
18-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
4,918.0 |
4,922.0 |
4.0 |
0.1% |
4,886.0 |
High |
4,922.0 |
4,922.0 |
0.0 |
0.0% |
4,922.0 |
Low |
4,910.0 |
4,903.0 |
-7.0 |
-0.1% |
4,883.0 |
Close |
4,914.0 |
4,922.0 |
8.0 |
0.2% |
4,922.0 |
Range |
12.0 |
19.0 |
7.0 |
58.3% |
39.0 |
ATR |
38.3 |
36.9 |
-1.4 |
-3.6% |
0.0 |
Volume |
20,894 |
20,600 |
-294 |
-1.4% |
120,789 |
|
Daily Pivots for day following 18-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,972.7 |
4,966.3 |
4,932.5 |
|
R3 |
4,953.7 |
4,947.3 |
4,927.2 |
|
R2 |
4,934.7 |
4,934.7 |
4,925.5 |
|
R1 |
4,928.3 |
4,928.3 |
4,923.7 |
4,931.5 |
PP |
4,915.7 |
4,915.7 |
4,915.7 |
4,917.3 |
S1 |
4,909.3 |
4,909.3 |
4,920.3 |
4,912.5 |
S2 |
4,896.7 |
4,896.7 |
4,918.5 |
|
S3 |
4,877.7 |
4,890.3 |
4,916.8 |
|
S4 |
4,858.7 |
4,871.3 |
4,911.6 |
|
|
Weekly Pivots for week ending 18-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,026.0 |
5,013.0 |
4,943.5 |
|
R3 |
4,987.0 |
4,974.0 |
4,932.7 |
|
R2 |
4,948.0 |
4,948.0 |
4,929.2 |
|
R1 |
4,935.0 |
4,935.0 |
4,925.6 |
4,941.5 |
PP |
4,909.0 |
4,909.0 |
4,909.0 |
4,912.3 |
S1 |
4,896.0 |
4,896.0 |
4,918.4 |
4,902.5 |
S2 |
4,870.0 |
4,870.0 |
4,914.9 |
|
S3 |
4,831.0 |
4,857.0 |
4,911.3 |
|
S4 |
4,792.0 |
4,818.0 |
4,900.6 |
|
|
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 |
4,883.0 |
39.0 |
0.8% |
23.0 |
0.5% |
100% |
True |
False |
24,157 |
10 |
4,922.0 |
4,831.0 |
91.0 |
1.8% |
24.3 |
0.5% |
100% |
True |
False |
24,134 |
20 |
4,922.0 |
4,688.0 |
234.0 |
4.8% |
32.4 |
0.7% |
100% |
True |
False |
25,584 |
40 |
4,922.0 |
4,674.0 |
248.0 |
5.0% |
38.0 |
0.8% |
100% |
True |
False |
22,202 |
60 |
4,922.0 |
4,552.0 |
370.0 |
7.5% |
34.1 |
0.7% |
100% |
True |
False |
19,241 |
80 |
4,922.0 |
4,552.0 |
370.0 |
7.5% |
26.0 |
0.5% |
100% |
True |
False |
14,438 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,002.8 |
2.618 |
4,971.7 |
1.618 |
4,952.7 |
1.000 |
4,941.0 |
0.618 |
4,933.7 |
HIGH |
4,922.0 |
0.618 |
4,914.7 |
0.500 |
4,912.5 |
0.382 |
4,910.3 |
LOW |
4,903.0 |
0.618 |
4,891.3 |
1.000 |
4,884.0 |
1.618 |
4,872.3 |
2.618 |
4,853.3 |
4.250 |
4,822.3 |
|
|
Fisher Pivots for day following 18-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
4,918.8 |
4,917.5 |
PP |
4,915.7 |
4,913.0 |
S1 |
4,912.5 |
4,908.5 |
|