Trading Metrics calculated at close of trading on 14-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2011 |
14-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
7,320.0 |
7,408.5 |
88.5 |
1.2% |
7,236.0 |
High |
7,403.5 |
7,429.0 |
25.5 |
0.3% |
7,403.5 |
Low |
7,287.0 |
7,384.5 |
97.5 |
1.3% |
7,218.5 |
Close |
7,385.0 |
7,399.5 |
14.5 |
0.2% |
7,385.0 |
Range |
116.5 |
44.5 |
-72.0 |
-61.8% |
185.0 |
ATR |
82.1 |
79.4 |
-2.7 |
-3.3% |
0.0 |
Volume |
135,114 |
96,666 |
-38,448 |
-28.5% |
638,359 |
|
Daily Pivots for day following 14-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,537.8 |
7,513.2 |
7,424.0 |
|
R3 |
7,493.3 |
7,468.7 |
7,411.7 |
|
R2 |
7,448.8 |
7,448.8 |
7,407.7 |
|
R1 |
7,424.2 |
7,424.2 |
7,403.6 |
7,414.3 |
PP |
7,404.3 |
7,404.3 |
7,404.3 |
7,399.4 |
S1 |
7,379.7 |
7,379.7 |
7,395.4 |
7,369.8 |
S2 |
7,359.8 |
7,359.8 |
7,391.3 |
|
S3 |
7,315.3 |
7,335.2 |
7,387.3 |
|
S4 |
7,270.8 |
7,290.7 |
7,375.0 |
|
|
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 |
7,429.0 |
7,275.0 |
154.0 |
2.1% |
69.8 |
0.9% |
81% |
True |
False |
123,797 |
10 |
7,429.0 |
7,113.0 |
316.0 |
4.3% |
69.3 |
0.9% |
91% |
True |
False |
121,349 |
20 |
7,429.0 |
7,010.5 |
418.5 |
5.7% |
77.3 |
1.0% |
93% |
True |
False |
113,789 |
40 |
7,429.0 |
6,842.5 |
586.5 |
7.9% |
80.3 |
1.1% |
95% |
True |
False |
104,856 |
60 |
7,429.0 |
6,679.0 |
750.0 |
10.1% |
81.8 |
1.1% |
96% |
True |
False |
76,895 |
80 |
7,429.0 |
6,581.5 |
847.5 |
11.5% |
79.8 |
1.1% |
97% |
True |
False |
57,869 |
100 |
7,429.0 |
6,137.5 |
1,291.5 |
17.5% |
82.0 |
1.1% |
98% |
True |
False |
46,486 |
120 |
7,429.0 |
5,863.5 |
1,565.5 |
21.2% |
81.5 |
1.1% |
98% |
True |
False |
39,056 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,618.1 |
2.618 |
7,545.5 |
1.618 |
7,501.0 |
1.000 |
7,473.5 |
0.618 |
7,456.5 |
HIGH |
7,429.0 |
0.618 |
7,412.0 |
0.500 |
7,406.8 |
0.382 |
7,401.5 |
LOW |
7,384.5 |
0.618 |
7,357.0 |
1.000 |
7,340.0 |
1.618 |
7,312.5 |
2.618 |
7,268.0 |
4.250 |
7,195.4 |
|
|
Fisher Pivots for day following 14-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
7,406.8 |
7,383.7 |
PP |
7,404.3 |
7,367.8 |
S1 |
7,401.9 |
7,352.0 |
|