Trading Metrics calculated at close of trading on 16-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2011 |
16-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
1,328.00 |
1,326.25 |
-1.75 |
-0.1% |
1,307.25 |
High |
1,329.25 |
1,336.00 |
6.75 |
0.5% |
1,328.75 |
Low |
1,322.25 |
1,325.75 |
3.50 |
0.3% |
1,306.00 |
Close |
1,326.25 |
1,333.00 |
6.75 |
0.5% |
1,327.25 |
Range |
7.00 |
10.25 |
3.25 |
46.4% |
22.75 |
ATR |
12.88 |
12.69 |
-0.19 |
-1.5% |
0.00 |
Volume |
1,447,179 |
1,799,057 |
351,878 |
24.3% |
8,709,930 |
|
Daily Pivots for day following 16-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,362.25 |
1,358.00 |
1,338.75 |
|
R3 |
1,352.00 |
1,347.75 |
1,335.75 |
|
R2 |
1,341.75 |
1,341.75 |
1,335.00 |
|
R1 |
1,337.50 |
1,337.50 |
1,334.00 |
1,339.50 |
PP |
1,331.50 |
1,331.50 |
1,331.50 |
1,332.75 |
S1 |
1,327.25 |
1,327.25 |
1,332.00 |
1,329.50 |
S2 |
1,321.25 |
1,321.25 |
1,331.00 |
|
S3 |
1,311.00 |
1,317.00 |
1,330.25 |
|
S4 |
1,300.75 |
1,306.75 |
1,327.25 |
|
|
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 |
1,336.00 |
1,308.50 |
27.50 |
2.1% |
11.00 |
0.8% |
89% |
True |
False |
1,670,028 |
10 |
1,336.00 |
1,291.50 |
44.50 |
3.3% |
11.25 |
0.8% |
93% |
True |
False |
1,653,638 |
20 |
1,336.00 |
1,262.25 |
73.75 |
5.5% |
13.50 |
1.0% |
96% |
True |
False |
1,853,022 |
40 |
1,336.00 |
1,240.75 |
95.25 |
7.1% |
12.25 |
0.9% |
97% |
True |
False |
1,590,932 |
60 |
1,336.00 |
1,167.25 |
168.75 |
12.7% |
13.25 |
1.0% |
98% |
True |
False |
1,281,509 |
80 |
1,336.00 |
1,163.00 |
173.00 |
13.0% |
13.75 |
1.0% |
98% |
True |
False |
961,820 |
100 |
1,336.00 |
1,121.75 |
214.25 |
16.1% |
14.00 |
1.1% |
99% |
True |
False |
769,678 |
120 |
1,336.00 |
1,028.25 |
307.75 |
23.1% |
14.50 |
1.1% |
99% |
True |
False |
641,456 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,379.50 |
2.618 |
1,362.75 |
1.618 |
1,352.50 |
1.000 |
1,346.25 |
0.618 |
1,342.25 |
HIGH |
1,336.00 |
0.618 |
1,332.00 |
0.500 |
1,331.00 |
0.382 |
1,329.75 |
LOW |
1,325.75 |
0.618 |
1,319.50 |
1.000 |
1,315.50 |
1.618 |
1,309.25 |
2.618 |
1,299.00 |
4.250 |
1,282.25 |
|
|
Fisher Pivots for day following 16-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
1,332.25 |
1,331.75 |
PP |
1,331.50 |
1,330.50 |
S1 |
1,331.00 |
1,329.00 |
|