Trading Metrics calculated at close of trading on 11-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2011 |
11-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
7,336.0 |
7,320.0 |
-16.0 |
-0.2% |
7,236.0 |
High |
7,360.0 |
7,403.5 |
43.5 |
0.6% |
7,403.5 |
Low |
7,275.0 |
7,287.0 |
12.0 |
0.2% |
7,218.5 |
Close |
7,341.0 |
7,385.0 |
44.0 |
0.6% |
7,385.0 |
Range |
85.0 |
116.5 |
31.5 |
37.1% |
185.0 |
ATR |
79.5 |
82.1 |
2.6 |
3.3% |
0.0 |
Volume |
148,617 |
135,114 |
-13,503 |
-9.1% |
638,359 |
|
Daily Pivots for day following 11-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,708.0 |
7,663.0 |
7,449.1 |
|
R3 |
7,591.5 |
7,546.5 |
7,417.0 |
|
R2 |
7,475.0 |
7,475.0 |
7,406.4 |
|
R1 |
7,430.0 |
7,430.0 |
7,395.7 |
7,452.5 |
PP |
7,358.5 |
7,358.5 |
7,358.5 |
7,369.8 |
S1 |
7,313.5 |
7,313.5 |
7,374.3 |
7,336.0 |
S2 |
7,242.0 |
7,242.0 |
7,363.6 |
|
S3 |
7,125.5 |
7,197.0 |
7,353.0 |
|
S4 |
7,009.0 |
7,080.5 |
7,320.9 |
|
|
Weekly Pivots for week ending 11-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,890.7 |
7,822.8 |
7,486.8 |
|
R3 |
7,705.7 |
7,637.8 |
7,435.9 |
|
R2 |
7,520.7 |
7,520.7 |
7,418.9 |
|
R1 |
7,452.8 |
7,452.8 |
7,402.0 |
7,486.8 |
PP |
7,335.7 |
7,335.7 |
7,335.7 |
7,352.6 |
S1 |
7,267.8 |
7,267.8 |
7,368.0 |
7,301.8 |
S2 |
7,150.7 |
7,150.7 |
7,351.1 |
|
S3 |
6,965.7 |
7,082.8 |
7,334.1 |
|
S4 |
6,780.7 |
6,897.8 |
7,283.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,403.5 |
7,218.5 |
185.0 |
2.5% |
76.2 |
1.0% |
90% |
True |
False |
127,671 |
10 |
7,403.5 |
7,041.0 |
362.5 |
4.9% |
72.4 |
1.0% |
95% |
True |
False |
125,688 |
20 |
7,403.5 |
7,010.5 |
393.0 |
5.3% |
79.5 |
1.1% |
95% |
True |
False |
115,014 |
40 |
7,403.5 |
6,842.5 |
561.0 |
7.6% |
80.3 |
1.1% |
97% |
True |
False |
104,928 |
60 |
7,403.5 |
6,679.0 |
724.5 |
9.8% |
82.3 |
1.1% |
97% |
True |
False |
75,318 |
80 |
7,403.5 |
6,532.5 |
871.0 |
11.8% |
80.6 |
1.1% |
98% |
True |
False |
56,666 |
100 |
7,403.5 |
6,137.5 |
1,266.0 |
17.1% |
82.8 |
1.1% |
99% |
True |
False |
45,524 |
120 |
7,403.5 |
5,863.5 |
1,540.0 |
20.9% |
81.6 |
1.1% |
99% |
True |
False |
38,251 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,898.6 |
2.618 |
7,708.5 |
1.618 |
7,592.0 |
1.000 |
7,520.0 |
0.618 |
7,475.5 |
HIGH |
7,403.5 |
0.618 |
7,359.0 |
0.500 |
7,345.3 |
0.382 |
7,331.5 |
LOW |
7,287.0 |
0.618 |
7,215.0 |
1.000 |
7,170.5 |
1.618 |
7,098.5 |
2.618 |
6,982.0 |
4.250 |
6,791.9 |
|
|
Fisher Pivots for day following 11-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
7,371.8 |
7,369.8 |
PP |
7,358.5 |
7,354.5 |
S1 |
7,345.3 |
7,339.3 |
|