Trading Metrics calculated at close of trading on 14-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2011 |
14-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
1,318.25 |
1,326.00 |
7.75 |
0.6% |
1,307.25 |
High |
1,328.75 |
1,331.25 |
2.50 |
0.2% |
1,328.75 |
Low |
1,310.00 |
1,324.50 |
14.50 |
1.1% |
1,306.00 |
Close |
1,327.25 |
1,327.75 |
0.50 |
0.0% |
1,327.25 |
Range |
18.75 |
6.75 |
-12.00 |
-64.0% |
22.75 |
ATR |
13.84 |
13.33 |
-0.51 |
-3.7% |
0.00 |
Volume |
1,879,819 |
1,169,356 |
-710,463 |
-37.8% |
8,709,930 |
|
Daily Pivots for day following 14-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,348.00 |
1,344.75 |
1,331.50 |
|
R3 |
1,341.25 |
1,338.00 |
1,329.50 |
|
R2 |
1,334.50 |
1,334.50 |
1,329.00 |
|
R1 |
1,331.25 |
1,331.25 |
1,328.25 |
1,333.00 |
PP |
1,327.75 |
1,327.75 |
1,327.75 |
1,328.75 |
S1 |
1,324.50 |
1,324.50 |
1,327.25 |
1,326.00 |
S2 |
1,321.00 |
1,321.00 |
1,326.50 |
|
S3 |
1,314.25 |
1,317.75 |
1,326.00 |
|
S4 |
1,307.50 |
1,311.00 |
1,324.00 |
|
|
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 |
1,331.25 |
1,308.50 |
22.75 |
1.7% |
11.50 |
0.9% |
85% |
True |
False |
1,675,634 |
10 |
1,331.25 |
1,281.25 |
50.00 |
3.8% |
12.75 |
1.0% |
93% |
True |
False |
1,677,231 |
20 |
1,331.25 |
1,262.25 |
69.00 |
5.2% |
14.25 |
1.1% |
95% |
True |
False |
1,888,377 |
40 |
1,331.25 |
1,234.00 |
97.25 |
7.3% |
12.25 |
0.9% |
96% |
True |
False |
1,571,883 |
60 |
1,331.25 |
1,167.25 |
164.00 |
12.4% |
13.50 |
1.0% |
98% |
True |
False |
1,227,626 |
80 |
1,331.25 |
1,162.25 |
169.00 |
12.7% |
13.75 |
1.0% |
98% |
True |
False |
921,259 |
100 |
1,331.25 |
1,112.75 |
218.50 |
16.5% |
14.25 |
1.1% |
98% |
True |
False |
737,225 |
120 |
1,331.25 |
1,028.25 |
303.00 |
22.8% |
14.75 |
1.1% |
99% |
True |
False |
614,404 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,360.00 |
2.618 |
1,349.00 |
1.618 |
1,342.25 |
1.000 |
1,338.00 |
0.618 |
1,335.50 |
HIGH |
1,331.25 |
0.618 |
1,328.75 |
0.500 |
1,328.00 |
0.382 |
1,327.00 |
LOW |
1,324.50 |
0.618 |
1,320.25 |
1.000 |
1,317.75 |
1.618 |
1,313.50 |
2.618 |
1,306.75 |
4.250 |
1,295.75 |
|
|
Fisher Pivots for day following 14-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
1,328.00 |
1,325.00 |
PP |
1,327.75 |
1,322.50 |
S1 |
1,327.75 |
1,320.00 |
|