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 |
10,885 |
10,855 |
-30 |
-0.3% |
10,730 |
High |
10,895 |
10,880 |
-15 |
-0.1% |
10,910 |
Low |
10,820 |
10,830 |
10 |
0.1% |
10,680 |
Close |
10,870 |
10,855 |
-15 |
-0.1% |
10,855 |
Range |
75 |
50 |
-25 |
-33.3% |
230 |
ATR |
125 |
119 |
-5 |
-4.3% |
0 |
Volume |
5,989 |
5,902 |
-87 |
-1.5% |
39,572 |
|
Daily Pivots for day following 18-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,005 |
10,980 |
10,883 |
|
R3 |
10,955 |
10,930 |
10,869 |
|
R2 |
10,905 |
10,905 |
10,864 |
|
R1 |
10,880 |
10,880 |
10,860 |
10,880 |
PP |
10,855 |
10,855 |
10,855 |
10,855 |
S1 |
10,830 |
10,830 |
10,851 |
10,830 |
S2 |
10,805 |
10,805 |
10,846 |
|
S3 |
10,755 |
10,780 |
10,841 |
|
S4 |
10,705 |
10,730 |
10,828 |
|
|
Weekly Pivots for week ending 18-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,505 |
11,410 |
10,982 |
|
R3 |
11,275 |
11,180 |
10,918 |
|
R2 |
11,045 |
11,045 |
10,897 |
|
R1 |
10,950 |
10,950 |
10,876 |
10,998 |
PP |
10,815 |
10,815 |
10,815 |
10,839 |
S1 |
10,720 |
10,720 |
10,834 |
10,768 |
S2 |
10,585 |
10,585 |
10,813 |
|
S3 |
10,355 |
10,490 |
10,792 |
|
S4 |
10,125 |
10,260 |
10,729 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,910 |
10,680 |
230 |
2.1% |
90 |
0.8% |
76% |
False |
False |
7,914 |
10 |
10,910 |
10,555 |
355 |
3.3% |
106 |
1.0% |
85% |
False |
False |
8,189 |
20 |
10,910 |
10,170 |
740 |
6.8% |
124 |
1.1% |
93% |
False |
False |
8,884 |
40 |
10,910 |
10,150 |
760 |
7.0% |
129 |
1.2% |
93% |
False |
False |
8,040 |
60 |
10,910 |
9,905 |
1,005 |
9.3% |
122 |
1.1% |
95% |
False |
False |
7,248 |
80 |
10,910 |
9,175 |
1,735 |
16.0% |
95 |
0.9% |
97% |
False |
False |
5,438 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,093 |
2.618 |
11,011 |
1.618 |
10,961 |
1.000 |
10,930 |
0.618 |
10,911 |
HIGH |
10,880 |
0.618 |
10,861 |
0.500 |
10,855 |
0.382 |
10,849 |
LOW |
10,830 |
0.618 |
10,799 |
1.000 |
10,780 |
1.618 |
10,749 |
2.618 |
10,699 |
4.250 |
10,618 |
|
|
Fisher Pivots for day following 18-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
10,855 |
10,847 |
PP |
10,855 |
10,838 |
S1 |
10,855 |
10,830 |
|