Trading Metrics calculated at close of trading on 17-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2011 |
17-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
7,430.0 |
7,422.0 |
-8.0 |
-0.1% |
7,236.0 |
High |
7,443.5 |
7,439.0 |
-4.5 |
-0.1% |
7,403.5 |
Low |
7,406.0 |
7,368.0 |
-38.0 |
-0.5% |
7,218.5 |
Close |
7,428.5 |
7,403.0 |
-25.5 |
-0.3% |
7,385.0 |
Range |
37.5 |
71.0 |
33.5 |
89.3% |
185.0 |
ATR |
74.2 |
73.9 |
-0.2 |
-0.3% |
0.0 |
Volume |
119,895 |
120,987 |
1,092 |
0.9% |
638,359 |
|
Daily Pivots for day following 17-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,616.3 |
7,580.7 |
7,442.1 |
|
R3 |
7,545.3 |
7,509.7 |
7,422.5 |
|
R2 |
7,474.3 |
7,474.3 |
7,416.0 |
|
R1 |
7,438.7 |
7,438.7 |
7,409.5 |
7,421.0 |
PP |
7,403.3 |
7,403.3 |
7,403.3 |
7,394.5 |
S1 |
7,367.7 |
7,367.7 |
7,396.5 |
7,350.0 |
S2 |
7,332.3 |
7,332.3 |
7,390.0 |
|
S3 |
7,261.3 |
7,296.7 |
7,383.5 |
|
S4 |
7,190.3 |
7,225.7 |
7,364.0 |
|
|
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 |
7,443.5 |
7,287.0 |
156.5 |
2.1% |
62.9 |
0.8% |
74% |
False |
False |
116,648 |
10 |
7,443.5 |
7,192.0 |
251.5 |
3.4% |
62.3 |
0.8% |
84% |
False |
False |
119,410 |
20 |
7,443.5 |
7,010.5 |
433.0 |
5.8% |
71.0 |
1.0% |
91% |
False |
False |
119,079 |
40 |
7,443.5 |
6,842.5 |
601.0 |
8.1% |
79.3 |
1.1% |
93% |
False |
False |
106,872 |
60 |
7,443.5 |
6,679.0 |
764.5 |
10.3% |
79.7 |
1.1% |
95% |
False |
False |
82,722 |
80 |
7,443.5 |
6,581.5 |
862.0 |
11.6% |
80.0 |
1.1% |
95% |
False |
False |
62,248 |
100 |
7,443.5 |
6,137.5 |
1,306.0 |
17.6% |
80.2 |
1.1% |
97% |
False |
False |
49,939 |
120 |
7,443.5 |
5,965.5 |
1,478.0 |
20.0% |
80.4 |
1.1% |
97% |
False |
False |
41,973 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,740.8 |
2.618 |
7,624.9 |
1.618 |
7,553.9 |
1.000 |
7,510.0 |
0.618 |
7,482.9 |
HIGH |
7,439.0 |
0.618 |
7,411.9 |
0.500 |
7,403.5 |
0.382 |
7,395.1 |
LOW |
7,368.0 |
0.618 |
7,324.1 |
1.000 |
7,297.0 |
1.618 |
7,253.1 |
2.618 |
7,182.1 |
4.250 |
7,066.3 |
|
|
Fisher Pivots for day following 17-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
7,403.5 |
7,405.8 |
PP |
7,403.3 |
7,404.8 |
S1 |
7,403.2 |
7,403.9 |
|