Trading Metrics calculated at close of trading on 11-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2011 |
11-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
12,200 |
12,189 |
-11 |
-0.1% |
12,046 |
High |
12,215 |
12,253 |
38 |
0.3% |
12,253 |
Low |
12,121 |
12,130 |
9 |
0.1% |
12,035 |
Close |
12,194 |
12,241 |
47 |
0.4% |
12,241 |
Range |
94 |
123 |
29 |
30.9% |
218 |
ATR |
103 |
104 |
1 |
1.4% |
0 |
Volume |
115,950 |
90,551 |
-25,399 |
-21.9% |
475,437 |
|
Daily Pivots for day following 11-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,577 |
12,532 |
12,309 |
|
R3 |
12,454 |
12,409 |
12,275 |
|
R2 |
12,331 |
12,331 |
12,264 |
|
R1 |
12,286 |
12,286 |
12,252 |
12,309 |
PP |
12,208 |
12,208 |
12,208 |
12,219 |
S1 |
12,163 |
12,163 |
12,230 |
12,186 |
S2 |
12,085 |
12,085 |
12,219 |
|
S3 |
11,962 |
12,040 |
12,207 |
|
S4 |
11,839 |
11,917 |
12,173 |
|
|
Weekly Pivots for week ending 11-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,830 |
12,754 |
12,361 |
|
R3 |
12,612 |
12,536 |
12,301 |
|
R2 |
12,394 |
12,394 |
12,281 |
|
R1 |
12,318 |
12,318 |
12,261 |
12,356 |
PP |
12,176 |
12,176 |
12,176 |
12,196 |
S1 |
12,100 |
12,100 |
12,221 |
12,138 |
S2 |
11,958 |
11,958 |
12,201 |
|
S3 |
11,740 |
11,882 |
12,181 |
|
S4 |
11,522 |
11,664 |
12,121 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,253 |
12,035 |
218 |
1.8% |
97 |
0.8% |
94% |
True |
False |
95,087 |
10 |
12,253 |
11,690 |
563 |
4.6% |
106 |
0.9% |
98% |
True |
False |
95,748 |
20 |
12,253 |
11,627 |
626 |
5.1% |
109 |
0.9% |
98% |
True |
False |
102,183 |
40 |
12,253 |
11,353 |
900 |
7.4% |
96 |
0.8% |
99% |
True |
False |
85,708 |
60 |
12,253 |
10,855 |
1,398 |
11.4% |
108 |
0.9% |
99% |
True |
False |
64,661 |
80 |
12,253 |
10,841 |
1,412 |
11.5% |
112 |
0.9% |
99% |
True |
False |
48,512 |
100 |
12,253 |
10,512 |
1,741 |
14.2% |
117 |
1.0% |
99% |
True |
False |
38,821 |
120 |
12,253 |
9,790 |
2,463 |
20.1% |
111 |
0.9% |
100% |
True |
False |
32,353 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,776 |
2.618 |
12,575 |
1.618 |
12,452 |
1.000 |
12,376 |
0.618 |
12,329 |
HIGH |
12,253 |
0.618 |
12,206 |
0.500 |
12,192 |
0.382 |
12,177 |
LOW |
12,130 |
0.618 |
12,054 |
1.000 |
12,007 |
1.618 |
11,931 |
2.618 |
11,808 |
4.250 |
11,607 |
|
|
Fisher Pivots for day following 11-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
12,225 |
12,223 |
PP |
12,208 |
12,205 |
S1 |
12,192 |
12,187 |
|