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 |
10,655 |
10,730 |
75 |
0.7% |
10,650 |
High |
10,735 |
10,780 |
45 |
0.4% |
10,735 |
Low |
10,590 |
10,680 |
90 |
0.8% |
10,555 |
Close |
10,715 |
10,755 |
40 |
0.4% |
10,715 |
Range |
145 |
100 |
-45 |
-31.0% |
180 |
ATR |
133 |
131 |
-2 |
-1.8% |
0 |
Volume |
8,316 |
10,379 |
2,063 |
24.8% |
42,320 |
|
Daily Pivots for day following 14-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,038 |
10,997 |
10,810 |
|
R3 |
10,938 |
10,897 |
10,783 |
|
R2 |
10,838 |
10,838 |
10,773 |
|
R1 |
10,797 |
10,797 |
10,764 |
10,818 |
PP |
10,738 |
10,738 |
10,738 |
10,749 |
S1 |
10,697 |
10,697 |
10,746 |
10,718 |
S2 |
10,638 |
10,638 |
10,737 |
|
S3 |
10,538 |
10,597 |
10,728 |
|
S4 |
10,438 |
10,497 |
10,700 |
|
|
Weekly Pivots for week ending 11-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,208 |
11,142 |
10,814 |
|
R3 |
11,028 |
10,962 |
10,765 |
|
R2 |
10,848 |
10,848 |
10,748 |
|
R1 |
10,782 |
10,782 |
10,732 |
10,815 |
PP |
10,668 |
10,668 |
10,668 |
10,685 |
S1 |
10,602 |
10,602 |
10,699 |
10,635 |
S2 |
10,488 |
10,488 |
10,682 |
|
S3 |
10,308 |
10,422 |
10,666 |
|
S4 |
10,128 |
10,242 |
10,616 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,780 |
10,555 |
225 |
2.1% |
120 |
1.1% |
89% |
True |
False |
9,276 |
10 |
10,780 |
10,245 |
535 |
5.0% |
127 |
1.2% |
95% |
True |
False |
8,902 |
20 |
10,780 |
10,170 |
610 |
5.7% |
139 |
1.3% |
96% |
True |
False |
9,473 |
40 |
10,780 |
10,150 |
630 |
5.9% |
131 |
1.2% |
96% |
True |
False |
7,828 |
60 |
10,780 |
9,905 |
875 |
8.1% |
119 |
1.1% |
97% |
True |
False |
6,763 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,205 |
2.618 |
11,042 |
1.618 |
10,942 |
1.000 |
10,880 |
0.618 |
10,842 |
HIGH |
10,780 |
0.618 |
10,742 |
0.500 |
10,730 |
0.382 |
10,718 |
LOW |
10,680 |
0.618 |
10,618 |
1.000 |
10,580 |
1.618 |
10,518 |
2.618 |
10,418 |
4.250 |
10,255 |
|
|
Fisher Pivots for day following 14-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
10,747 |
10,726 |
PP |
10,738 |
10,697 |
S1 |
10,730 |
10,668 |
|