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 |
10,730 |
10,740 |
10 |
0.1% |
10,650 |
High |
10,780 |
10,790 |
10 |
0.1% |
10,735 |
Low |
10,680 |
10,725 |
45 |
0.4% |
10,555 |
Close |
10,755 |
10,765 |
10 |
0.1% |
10,715 |
Range |
100 |
65 |
-35 |
-35.0% |
180 |
ATR |
131 |
126 |
-5 |
-3.6% |
0 |
Volume |
10,379 |
8,700 |
-1,679 |
-16.2% |
42,320 |
|
Daily Pivots for day following 15-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,955 |
10,925 |
10,801 |
|
R3 |
10,890 |
10,860 |
10,783 |
|
R2 |
10,825 |
10,825 |
10,777 |
|
R1 |
10,795 |
10,795 |
10,771 |
10,810 |
PP |
10,760 |
10,760 |
10,760 |
10,768 |
S1 |
10,730 |
10,730 |
10,759 |
10,745 |
S2 |
10,695 |
10,695 |
10,753 |
|
S3 |
10,630 |
10,665 |
10,747 |
|
S4 |
10,565 |
10,600 |
10,729 |
|
|
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 |
10,790 |
10,555 |
235 |
2.2% |
117 |
1.1% |
89% |
True |
False |
9,177 |
10 |
10,790 |
10,330 |
460 |
4.3% |
119 |
1.1% |
95% |
True |
False |
8,998 |
20 |
10,790 |
10,170 |
620 |
5.8% |
136 |
1.3% |
96% |
True |
False |
9,491 |
40 |
10,790 |
10,150 |
640 |
5.9% |
130 |
1.2% |
96% |
True |
False |
7,901 |
60 |
10,790 |
9,905 |
885 |
8.2% |
120 |
1.1% |
97% |
True |
False |
6,908 |
80 |
10,790 |
9,175 |
1,615 |
15.0% |
91 |
0.8% |
98% |
True |
False |
5,182 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,066 |
2.618 |
10,960 |
1.618 |
10,895 |
1.000 |
10,855 |
0.618 |
10,830 |
HIGH |
10,790 |
0.618 |
10,765 |
0.500 |
10,758 |
0.382 |
10,750 |
LOW |
10,725 |
0.618 |
10,685 |
1.000 |
10,660 |
1.618 |
10,620 |
2.618 |
10,555 |
4.250 |
10,449 |
|
|
Fisher Pivots for day following 15-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
10,763 |
10,740 |
PP |
10,760 |
10,715 |
S1 |
10,758 |
10,690 |
|