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 |
10,740 |
10,750 |
10 |
0.1% |
10,650 |
High |
10,790 |
10,910 |
120 |
1.1% |
10,735 |
Low |
10,725 |
10,750 |
25 |
0.2% |
10,555 |
Close |
10,765 |
10,880 |
115 |
1.1% |
10,715 |
Range |
65 |
160 |
95 |
146.2% |
180 |
ATR |
126 |
129 |
2 |
1.9% |
0 |
Volume |
8,700 |
8,602 |
-98 |
-1.1% |
42,320 |
|
Daily Pivots for day following 16-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,327 |
11,263 |
10,968 |
|
R3 |
11,167 |
11,103 |
10,924 |
|
R2 |
11,007 |
11,007 |
10,909 |
|
R1 |
10,943 |
10,943 |
10,895 |
10,975 |
PP |
10,847 |
10,847 |
10,847 |
10,863 |
S1 |
10,783 |
10,783 |
10,865 |
10,815 |
S2 |
10,687 |
10,687 |
10,851 |
|
S3 |
10,527 |
10,623 |
10,836 |
|
S4 |
10,367 |
10,463 |
10,792 |
|
|
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 |
10,910 |
10,555 |
355 |
3.3% |
122 |
1.1% |
92% |
True |
False |
9,328 |
10 |
10,910 |
10,425 |
485 |
4.5% |
117 |
1.1% |
94% |
True |
False |
9,061 |
20 |
10,910 |
10,170 |
740 |
6.8% |
135 |
1.2% |
96% |
True |
False |
9,565 |
40 |
10,910 |
10,150 |
760 |
7.0% |
131 |
1.2% |
96% |
True |
False |
7,980 |
60 |
10,910 |
9,905 |
1,005 |
9.2% |
119 |
1.1% |
97% |
True |
False |
7,051 |
80 |
10,910 |
9,175 |
1,735 |
15.9% |
93 |
0.9% |
98% |
True |
False |
5,289 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,590 |
2.618 |
11,329 |
1.618 |
11,169 |
1.000 |
11,070 |
0.618 |
11,009 |
HIGH |
10,910 |
0.618 |
10,849 |
0.500 |
10,830 |
0.382 |
10,811 |
LOW |
10,750 |
0.618 |
10,651 |
1.000 |
10,590 |
1.618 |
10,491 |
2.618 |
10,331 |
4.250 |
10,070 |
|
|
Fisher Pivots for day following 16-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
10,863 |
10,852 |
PP |
10,847 |
10,823 |
S1 |
10,830 |
10,795 |
|