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 |
1,333.00 |
1,337.75 |
4.75 |
0.4% |
1,326.00 |
High |
1,340.00 |
1,343.00 |
3.00 |
0.2% |
1,343.00 |
Low |
1,328.50 |
1,335.00 |
6.50 |
0.5% |
1,322.25 |
Close |
1,337.75 |
1,342.50 |
4.75 |
0.4% |
1,342.50 |
Range |
11.50 |
8.00 |
-3.50 |
-30.4% |
20.75 |
ATR |
12.61 |
12.28 |
-0.33 |
-2.6% |
0.00 |
Volume |
1,676,969 |
1,511,791 |
-165,178 |
-9.8% |
7,604,352 |
|
Daily Pivots for day following 18-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,364.25 |
1,361.25 |
1,347.00 |
|
R3 |
1,356.25 |
1,353.25 |
1,344.75 |
|
R2 |
1,348.25 |
1,348.25 |
1,344.00 |
|
R1 |
1,345.25 |
1,345.25 |
1,343.25 |
1,346.75 |
PP |
1,340.25 |
1,340.25 |
1,340.25 |
1,341.00 |
S1 |
1,337.25 |
1,337.25 |
1,341.75 |
1,338.75 |
S2 |
1,332.25 |
1,332.25 |
1,341.00 |
|
S3 |
1,324.25 |
1,329.25 |
1,340.25 |
|
S4 |
1,316.25 |
1,321.25 |
1,338.00 |
|
|
Weekly Pivots for week ending 18-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,398.25 |
1,391.00 |
1,354.00 |
|
R3 |
1,377.50 |
1,370.25 |
1,348.25 |
|
R2 |
1,356.75 |
1,356.75 |
1,346.25 |
|
R1 |
1,349.50 |
1,349.50 |
1,344.50 |
1,353.00 |
PP |
1,336.00 |
1,336.00 |
1,336.00 |
1,337.75 |
S1 |
1,328.75 |
1,328.75 |
1,340.50 |
1,332.50 |
S2 |
1,315.25 |
1,315.25 |
1,338.75 |
|
S3 |
1,294.50 |
1,308.00 |
1,336.75 |
|
S4 |
1,273.75 |
1,287.25 |
1,331.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,343.00 |
1,322.25 |
20.75 |
1.5% |
8.75 |
0.6% |
98% |
True |
False |
1,520,870 |
10 |
1,343.00 |
1,306.00 |
37.00 |
2.8% |
10.75 |
0.8% |
99% |
True |
False |
1,631,428 |
20 |
1,343.00 |
1,262.25 |
80.75 |
6.0% |
13.00 |
1.0% |
99% |
True |
False |
1,795,723 |
40 |
1,343.00 |
1,245.50 |
97.50 |
7.3% |
12.50 |
0.9% |
99% |
True |
False |
1,630,571 |
60 |
1,343.00 |
1,167.25 |
175.75 |
13.1% |
13.00 |
1.0% |
100% |
True |
False |
1,334,351 |
80 |
1,343.00 |
1,163.00 |
180.00 |
13.4% |
13.50 |
1.0% |
100% |
True |
False |
1,001,652 |
100 |
1,343.00 |
1,122.00 |
221.00 |
16.5% |
14.00 |
1.0% |
100% |
True |
False |
801,555 |
120 |
1,343.00 |
1,029.00 |
314.00 |
23.4% |
14.25 |
1.1% |
100% |
True |
False |
668,028 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,377.00 |
2.618 |
1,364.00 |
1.618 |
1,356.00 |
1.000 |
1,351.00 |
0.618 |
1,348.00 |
HIGH |
1,343.00 |
0.618 |
1,340.00 |
0.500 |
1,339.00 |
0.382 |
1,338.00 |
LOW |
1,335.00 |
0.618 |
1,330.00 |
1.000 |
1,327.00 |
1.618 |
1,322.00 |
2.618 |
1,314.00 |
4.250 |
1,301.00 |
|
|
Fisher Pivots for day following 18-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
1,341.25 |
1,339.75 |
PP |
1,340.25 |
1,337.00 |
S1 |
1,339.00 |
1,334.50 |
|