Trading Metrics calculated at close of trading on 16-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2011 |
16-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
7,413.0 |
7,430.0 |
17.0 |
0.2% |
7,236.0 |
High |
7,427.0 |
7,443.5 |
16.5 |
0.2% |
7,403.5 |
Low |
7,382.0 |
7,406.0 |
24.0 |
0.3% |
7,218.5 |
Close |
7,406.0 |
7,428.5 |
22.5 |
0.3% |
7,385.0 |
Range |
45.0 |
37.5 |
-7.5 |
-16.7% |
185.0 |
ATR |
77.0 |
74.2 |
-2.8 |
-3.7% |
0.0 |
Volume |
110,580 |
119,895 |
9,315 |
8.4% |
638,359 |
|
Daily Pivots for day following 16-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,538.5 |
7,521.0 |
7,449.1 |
|
R3 |
7,501.0 |
7,483.5 |
7,438.8 |
|
R2 |
7,463.5 |
7,463.5 |
7,435.4 |
|
R1 |
7,446.0 |
7,446.0 |
7,431.9 |
7,436.0 |
PP |
7,426.0 |
7,426.0 |
7,426.0 |
7,421.0 |
S1 |
7,408.5 |
7,408.5 |
7,425.1 |
7,398.5 |
S2 |
7,388.5 |
7,388.5 |
7,421.6 |
|
S3 |
7,351.0 |
7,371.0 |
7,418.2 |
|
S4 |
7,313.5 |
7,333.5 |
7,407.9 |
|
|
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 |
7,443.5 |
7,275.0 |
168.5 |
2.3% |
65.7 |
0.9% |
91% |
True |
False |
122,174 |
10 |
7,443.5 |
7,152.5 |
291.0 |
3.9% |
62.2 |
0.8% |
95% |
True |
False |
119,034 |
20 |
7,443.5 |
7,010.5 |
433.0 |
5.8% |
71.5 |
1.0% |
97% |
True |
False |
113,030 |
40 |
7,443.5 |
6,842.5 |
601.0 |
8.1% |
78.6 |
1.1% |
98% |
True |
False |
105,496 |
60 |
7,443.5 |
6,679.0 |
764.5 |
10.3% |
80.4 |
1.1% |
98% |
True |
False |
80,717 |
80 |
7,443.5 |
6,581.5 |
862.0 |
11.6% |
79.8 |
1.1% |
98% |
True |
False |
60,741 |
100 |
7,443.5 |
6,137.5 |
1,306.0 |
17.6% |
80.6 |
1.1% |
99% |
True |
False |
48,731 |
120 |
7,443.5 |
5,863.5 |
1,580.0 |
21.3% |
80.5 |
1.1% |
99% |
True |
False |
40,966 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,602.9 |
2.618 |
7,541.7 |
1.618 |
7,504.2 |
1.000 |
7,481.0 |
0.618 |
7,466.7 |
HIGH |
7,443.5 |
0.618 |
7,429.2 |
0.500 |
7,424.8 |
0.382 |
7,420.3 |
LOW |
7,406.0 |
0.618 |
7,382.8 |
1.000 |
7,368.5 |
1.618 |
7,345.3 |
2.618 |
7,307.8 |
4.250 |
7,246.6 |
|
|
Fisher Pivots for day following 16-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
7,427.3 |
7,423.3 |
PP |
7,426.0 |
7,418.0 |
S1 |
7,424.8 |
7,412.8 |
|