Trading Metrics calculated at close of trading on 15-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2011 |
15-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
7,408.5 |
7,413.0 |
4.5 |
0.1% |
7,236.0 |
High |
7,429.0 |
7,427.0 |
-2.0 |
0.0% |
7,403.5 |
Low |
7,384.5 |
7,382.0 |
-2.5 |
0.0% |
7,218.5 |
Close |
7,399.5 |
7,406.0 |
6.5 |
0.1% |
7,385.0 |
Range |
44.5 |
45.0 |
0.5 |
1.1% |
185.0 |
ATR |
79.4 |
77.0 |
-2.5 |
-3.1% |
0.0 |
Volume |
96,666 |
110,580 |
13,914 |
14.4% |
638,359 |
|
Daily Pivots for day following 15-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,540.0 |
7,518.0 |
7,430.8 |
|
R3 |
7,495.0 |
7,473.0 |
7,418.4 |
|
R2 |
7,450.0 |
7,450.0 |
7,414.3 |
|
R1 |
7,428.0 |
7,428.0 |
7,410.1 |
7,416.5 |
PP |
7,405.0 |
7,405.0 |
7,405.0 |
7,399.3 |
S1 |
7,383.0 |
7,383.0 |
7,401.9 |
7,371.5 |
S2 |
7,360.0 |
7,360.0 |
7,397.8 |
|
S3 |
7,315.0 |
7,338.0 |
7,393.6 |
|
S4 |
7,270.0 |
7,293.0 |
7,381.3 |
|
|
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% |
66.1 |
0.9% |
85% |
False |
False |
121,523 |
10 |
7,429.0 |
7,152.5 |
276.5 |
3.7% |
64.6 |
0.9% |
92% |
False |
False |
118,882 |
20 |
7,429.0 |
7,010.5 |
418.5 |
5.7% |
75.6 |
1.0% |
95% |
False |
False |
113,631 |
40 |
7,429.0 |
6,842.5 |
586.5 |
7.9% |
79.8 |
1.1% |
96% |
False |
False |
104,836 |
60 |
7,429.0 |
6,679.0 |
750.0 |
10.1% |
81.5 |
1.1% |
97% |
False |
False |
78,724 |
80 |
7,429.0 |
6,581.5 |
847.5 |
11.4% |
80.0 |
1.1% |
97% |
False |
False |
59,248 |
100 |
7,429.0 |
6,137.5 |
1,291.5 |
17.4% |
80.8 |
1.1% |
98% |
False |
False |
47,533 |
120 |
7,429.0 |
5,863.5 |
1,565.5 |
21.1% |
80.9 |
1.1% |
99% |
False |
False |
39,974 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,618.3 |
2.618 |
7,544.8 |
1.618 |
7,499.8 |
1.000 |
7,472.0 |
0.618 |
7,454.8 |
HIGH |
7,427.0 |
0.618 |
7,409.8 |
0.500 |
7,404.5 |
0.382 |
7,399.2 |
LOW |
7,382.0 |
0.618 |
7,354.2 |
1.000 |
7,337.0 |
1.618 |
7,309.2 |
2.618 |
7,264.2 |
4.250 |
7,190.8 |
|
|
Fisher Pivots for day following 15-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
7,405.5 |
7,390.0 |
PP |
7,405.0 |
7,374.0 |
S1 |
7,404.5 |
7,358.0 |
|