Trading Metrics calculated at close of trading on 11-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2011 |
11-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
1,318.50 |
1,318.25 |
-0.25 |
0.0% |
1,307.25 |
High |
1,320.50 |
1,328.75 |
8.25 |
0.6% |
1,328.75 |
Low |
1,308.50 |
1,310.00 |
1.50 |
0.1% |
1,306.00 |
Close |
1,318.75 |
1,327.25 |
8.50 |
0.6% |
1,327.25 |
Range |
12.00 |
18.75 |
6.75 |
56.3% |
22.75 |
ATR |
13.46 |
13.84 |
0.38 |
2.8% |
0.00 |
Volume |
2,054,732 |
1,879,819 |
-174,913 |
-8.5% |
8,709,930 |
|
Daily Pivots for day following 11-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,378.25 |
1,371.50 |
1,337.50 |
|
R3 |
1,359.50 |
1,352.75 |
1,332.50 |
|
R2 |
1,340.75 |
1,340.75 |
1,330.75 |
|
R1 |
1,334.00 |
1,334.00 |
1,329.00 |
1,337.50 |
PP |
1,322.00 |
1,322.00 |
1,322.00 |
1,323.75 |
S1 |
1,315.25 |
1,315.25 |
1,325.50 |
1,318.50 |
S2 |
1,303.25 |
1,303.25 |
1,323.75 |
|
S3 |
1,284.50 |
1,296.50 |
1,322.00 |
|
S4 |
1,265.75 |
1,277.75 |
1,317.00 |
|
|
Weekly Pivots for week ending 11-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,389.00 |
1,380.75 |
1,339.75 |
|
R3 |
1,366.25 |
1,358.00 |
1,333.50 |
|
R2 |
1,343.50 |
1,343.50 |
1,331.50 |
|
R1 |
1,335.25 |
1,335.25 |
1,329.25 |
1,339.50 |
PP |
1,320.75 |
1,320.75 |
1,320.75 |
1,322.75 |
S1 |
1,312.50 |
1,312.50 |
1,325.25 |
1,316.50 |
S2 |
1,298.00 |
1,298.00 |
1,323.00 |
|
S3 |
1,275.25 |
1,289.75 |
1,321.00 |
|
S4 |
1,252.50 |
1,267.00 |
1,314.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,328.75 |
1,306.00 |
22.75 |
1.7% |
12.75 |
1.0% |
93% |
True |
False |
1,741,986 |
10 |
1,328.75 |
1,262.25 |
66.50 |
5.0% |
14.25 |
1.1% |
98% |
True |
False |
1,791,683 |
20 |
1,328.75 |
1,262.25 |
66.50 |
5.0% |
14.75 |
1.1% |
98% |
True |
False |
1,911,348 |
40 |
1,328.75 |
1,227.50 |
101.25 |
7.6% |
12.50 |
0.9% |
99% |
True |
False |
1,585,373 |
60 |
1,328.75 |
1,167.25 |
161.50 |
12.2% |
13.50 |
1.0% |
99% |
True |
False |
1,208,190 |
80 |
1,328.75 |
1,155.50 |
173.25 |
13.1% |
14.00 |
1.0% |
99% |
True |
False |
906,656 |
100 |
1,328.75 |
1,112.75 |
216.00 |
16.3% |
14.50 |
1.1% |
99% |
True |
False |
725,536 |
120 |
1,328.75 |
1,028.25 |
300.50 |
22.6% |
14.75 |
1.1% |
100% |
True |
False |
604,660 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,408.50 |
2.618 |
1,377.75 |
1.618 |
1,359.00 |
1.000 |
1,347.50 |
0.618 |
1,340.25 |
HIGH |
1,328.75 |
0.618 |
1,321.50 |
0.500 |
1,319.50 |
0.382 |
1,317.25 |
LOW |
1,310.00 |
0.618 |
1,298.50 |
1.000 |
1,291.25 |
1.618 |
1,279.75 |
2.618 |
1,261.00 |
4.250 |
1,230.25 |
|
|
Fisher Pivots for day following 11-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
1,324.50 |
1,324.50 |
PP |
1,322.00 |
1,321.50 |
S1 |
1,319.50 |
1,318.50 |
|