Trading Metrics calculated at close of trading on 15-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2011 |
15-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
1,326.00 |
1,328.00 |
2.00 |
0.2% |
1,307.25 |
High |
1,331.25 |
1,329.25 |
-2.00 |
-0.2% |
1,328.75 |
Low |
1,324.50 |
1,322.25 |
-2.25 |
-0.2% |
1,306.00 |
Close |
1,327.75 |
1,326.25 |
-1.50 |
-0.1% |
1,327.25 |
Range |
6.75 |
7.00 |
0.25 |
3.7% |
22.75 |
ATR |
13.33 |
12.88 |
-0.45 |
-3.4% |
0.00 |
Volume |
1,169,356 |
1,447,179 |
277,823 |
23.8% |
8,709,930 |
|
Daily Pivots for day following 15-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,347.00 |
1,343.50 |
1,330.00 |
|
R3 |
1,340.00 |
1,336.50 |
1,328.25 |
|
R2 |
1,333.00 |
1,333.00 |
1,327.50 |
|
R1 |
1,329.50 |
1,329.50 |
1,327.00 |
1,327.75 |
PP |
1,326.00 |
1,326.00 |
1,326.00 |
1,325.00 |
S1 |
1,322.50 |
1,322.50 |
1,325.50 |
1,320.75 |
S2 |
1,319.00 |
1,319.00 |
1,325.00 |
|
S3 |
1,312.00 |
1,315.50 |
1,324.25 |
|
S4 |
1,305.00 |
1,308.50 |
1,322.50 |
|
|
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% |
11.00 |
0.8% |
78% |
False |
False |
1,675,162 |
10 |
1,331.25 |
1,291.50 |
39.75 |
3.0% |
11.00 |
0.8% |
87% |
False |
False |
1,613,025 |
20 |
1,331.25 |
1,262.25 |
69.00 |
5.2% |
14.00 |
1.1% |
93% |
False |
False |
1,879,178 |
40 |
1,331.25 |
1,234.00 |
97.25 |
7.3% |
12.25 |
0.9% |
95% |
False |
False |
1,574,601 |
60 |
1,331.25 |
1,167.25 |
164.00 |
12.4% |
13.25 |
1.0% |
97% |
False |
False |
1,251,671 |
80 |
1,331.25 |
1,163.00 |
168.25 |
12.7% |
13.50 |
1.0% |
97% |
False |
False |
939,341 |
100 |
1,331.25 |
1,113.75 |
217.50 |
16.4% |
14.25 |
1.1% |
98% |
False |
False |
751,693 |
120 |
1,331.25 |
1,028.25 |
303.00 |
22.8% |
14.50 |
1.1% |
98% |
False |
False |
626,464 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,359.00 |
2.618 |
1,347.50 |
1.618 |
1,340.50 |
1.000 |
1,336.25 |
0.618 |
1,333.50 |
HIGH |
1,329.25 |
0.618 |
1,326.50 |
0.500 |
1,325.75 |
0.382 |
1,325.00 |
LOW |
1,322.25 |
0.618 |
1,318.00 |
1.000 |
1,315.25 |
1.618 |
1,311.00 |
2.618 |
1,304.00 |
4.250 |
1,292.50 |
|
|
Fisher Pivots for day following 15-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
1,326.00 |
1,324.50 |
PP |
1,326.00 |
1,322.50 |
S1 |
1,325.75 |
1,320.50 |
|