Trading Metrics calculated at close of trading on 17-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2011 |
17-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
10,750 |
10,885 |
135 |
1.3% |
10,650 |
High |
10,910 |
10,895 |
-15 |
-0.1% |
10,735 |
Low |
10,750 |
10,820 |
70 |
0.7% |
10,555 |
Close |
10,880 |
10,870 |
-10 |
-0.1% |
10,715 |
Range |
160 |
75 |
-85 |
-53.1% |
180 |
ATR |
129 |
125 |
-4 |
-3.0% |
0 |
Volume |
8,602 |
5,989 |
-2,613 |
-30.4% |
42,320 |
|
Daily Pivots for day following 17-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,087 |
11,053 |
10,911 |
|
R3 |
11,012 |
10,978 |
10,891 |
|
R2 |
10,937 |
10,937 |
10,884 |
|
R1 |
10,903 |
10,903 |
10,877 |
10,883 |
PP |
10,862 |
10,862 |
10,862 |
10,851 |
S1 |
10,828 |
10,828 |
10,863 |
10,808 |
S2 |
10,787 |
10,787 |
10,856 |
|
S3 |
10,712 |
10,753 |
10,850 |
|
S4 |
10,637 |
10,678 |
10,829 |
|
|
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 |
10,590 |
320 |
2.9% |
109 |
1.0% |
88% |
False |
False |
8,397 |
10 |
10,910 |
10,515 |
395 |
3.6% |
114 |
1.0% |
90% |
False |
False |
8,767 |
20 |
10,910 |
10,170 |
740 |
6.8% |
133 |
1.2% |
95% |
False |
False |
9,205 |
40 |
10,910 |
10,150 |
760 |
7.0% |
129 |
1.2% |
95% |
False |
False |
8,013 |
60 |
10,910 |
9,905 |
1,005 |
9.2% |
121 |
1.1% |
96% |
False |
False |
7,149 |
80 |
10,910 |
9,175 |
1,735 |
16.0% |
94 |
0.9% |
98% |
False |
False |
5,364 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,214 |
2.618 |
11,091 |
1.618 |
11,016 |
1.000 |
10,970 |
0.618 |
10,941 |
HIGH |
10,895 |
0.618 |
10,866 |
0.500 |
10,858 |
0.382 |
10,849 |
LOW |
10,820 |
0.618 |
10,774 |
1.000 |
10,745 |
1.618 |
10,699 |
2.618 |
10,624 |
4.250 |
10,501 |
|
|
Fisher Pivots for day following 17-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
10,866 |
10,853 |
PP |
10,862 |
10,835 |
S1 |
10,858 |
10,818 |
|