Trading Metrics calculated at close of trading on 18-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2011 |
18-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
7,422.0 |
7,419.0 |
-3.0 |
0.0% |
7,408.5 |
High |
7,439.0 |
7,430.5 |
-8.5 |
-0.1% |
7,443.5 |
Low |
7,368.0 |
7,383.5 |
15.5 |
0.2% |
7,368.0 |
Close |
7,403.0 |
7,421.0 |
18.0 |
0.2% |
7,421.0 |
Range |
71.0 |
47.0 |
-24.0 |
-33.8% |
75.5 |
ATR |
73.9 |
72.0 |
-1.9 |
-2.6% |
0.0 |
Volume |
120,987 |
0 |
-120,987 |
-100.0% |
448,128 |
|
Daily Pivots for day following 18-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,552.7 |
7,533.8 |
7,446.9 |
|
R3 |
7,505.7 |
7,486.8 |
7,433.9 |
|
R2 |
7,458.7 |
7,458.7 |
7,429.6 |
|
R1 |
7,439.8 |
7,439.8 |
7,425.3 |
7,449.3 |
PP |
7,411.7 |
7,411.7 |
7,411.7 |
7,416.4 |
S1 |
7,392.8 |
7,392.8 |
7,416.7 |
7,402.3 |
S2 |
7,364.7 |
7,364.7 |
7,412.4 |
|
S3 |
7,317.7 |
7,345.8 |
7,408.1 |
|
S4 |
7,270.7 |
7,298.8 |
7,395.2 |
|
|
Weekly Pivots for week ending 18-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,637.3 |
7,604.7 |
7,462.5 |
|
R3 |
7,561.8 |
7,529.2 |
7,441.8 |
|
R2 |
7,486.3 |
7,486.3 |
7,434.8 |
|
R1 |
7,453.7 |
7,453.7 |
7,427.9 |
7,470.0 |
PP |
7,410.8 |
7,410.8 |
7,410.8 |
7,419.0 |
S1 |
7,378.2 |
7,378.2 |
7,414.1 |
7,394.5 |
S2 |
7,335.3 |
7,335.3 |
7,407.2 |
|
S3 |
7,259.8 |
7,302.7 |
7,400.2 |
|
S4 |
7,184.3 |
7,227.2 |
7,379.5 |
|
|
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 |
7,368.0 |
75.5 |
1.0% |
49.0 |
0.7% |
70% |
False |
False |
89,625 |
10 |
7,443.5 |
7,218.5 |
225.0 |
3.0% |
62.6 |
0.8% |
90% |
False |
False |
108,648 |
20 |
7,443.5 |
7,010.5 |
433.0 |
5.8% |
68.5 |
0.9% |
95% |
False |
False |
119,079 |
40 |
7,443.5 |
6,842.5 |
601.0 |
8.1% |
80.0 |
1.1% |
96% |
False |
False |
105,785 |
60 |
7,443.5 |
6,679.0 |
764.5 |
10.3% |
78.0 |
1.1% |
97% |
False |
False |
82,713 |
80 |
7,443.5 |
6,597.0 |
846.5 |
11.4% |
79.7 |
1.1% |
97% |
False |
False |
62,219 |
100 |
7,443.5 |
6,137.5 |
1,306.0 |
17.6% |
79.8 |
1.1% |
98% |
False |
False |
49,936 |
120 |
7,443.5 |
6,085.0 |
1,358.5 |
18.3% |
79.6 |
1.1% |
98% |
False |
False |
41,970 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,630.3 |
2.618 |
7,553.5 |
1.618 |
7,506.5 |
1.000 |
7,477.5 |
0.618 |
7,459.5 |
HIGH |
7,430.5 |
0.618 |
7,412.5 |
0.500 |
7,407.0 |
0.382 |
7,401.5 |
LOW |
7,383.5 |
0.618 |
7,354.5 |
1.000 |
7,336.5 |
1.618 |
7,307.5 |
2.618 |
7,260.5 |
4.250 |
7,183.8 |
|
|
Fisher Pivots for day following 18-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
7,416.3 |
7,415.9 |
PP |
7,411.7 |
7,410.8 |
S1 |
7,407.0 |
7,405.8 |
|