Trading Metrics calculated at close of trading on 14-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2011 |
14-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
12,189 |
12,241 |
52 |
0.4% |
12,046 |
High |
12,253 |
12,268 |
15 |
0.1% |
12,253 |
Low |
12,130 |
12,208 |
78 |
0.6% |
12,035 |
Close |
12,241 |
12,224 |
-17 |
-0.1% |
12,241 |
Range |
123 |
60 |
-63 |
-51.2% |
218 |
ATR |
104 |
101 |
-3 |
-3.0% |
0 |
Volume |
90,551 |
68,951 |
-21,600 |
-23.9% |
475,437 |
|
Daily Pivots for day following 14-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,413 |
12,379 |
12,257 |
|
R3 |
12,353 |
12,319 |
12,241 |
|
R2 |
12,293 |
12,293 |
12,235 |
|
R1 |
12,259 |
12,259 |
12,230 |
12,246 |
PP |
12,233 |
12,233 |
12,233 |
12,227 |
S1 |
12,199 |
12,199 |
12,219 |
12,186 |
S2 |
12,173 |
12,173 |
12,213 |
|
S3 |
12,113 |
12,139 |
12,208 |
|
S4 |
12,053 |
12,079 |
12,191 |
|
|
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 |
12,268 |
12,100 |
168 |
1.4% |
88 |
0.7% |
74% |
True |
False |
93,196 |
10 |
12,268 |
11,832 |
436 |
3.6% |
95 |
0.8% |
90% |
True |
False |
91,255 |
20 |
12,268 |
11,688 |
580 |
4.7% |
106 |
0.9% |
92% |
True |
False |
101,180 |
40 |
12,268 |
11,378 |
890 |
7.3% |
95 |
0.8% |
95% |
True |
False |
84,920 |
60 |
12,268 |
10,855 |
1,413 |
11.6% |
108 |
0.9% |
97% |
True |
False |
65,808 |
80 |
12,268 |
10,855 |
1,413 |
11.6% |
111 |
0.9% |
97% |
True |
False |
49,373 |
100 |
12,268 |
10,512 |
1,756 |
14.4% |
116 |
1.0% |
97% |
True |
False |
39,510 |
120 |
12,268 |
9,790 |
2,478 |
20.3% |
112 |
0.9% |
98% |
True |
False |
32,927 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,523 |
2.618 |
12,425 |
1.618 |
12,365 |
1.000 |
12,328 |
0.618 |
12,305 |
HIGH |
12,268 |
0.618 |
12,245 |
0.500 |
12,238 |
0.382 |
12,231 |
LOW |
12,208 |
0.618 |
12,171 |
1.000 |
12,148 |
1.618 |
12,111 |
2.618 |
12,051 |
4.250 |
11,953 |
|
|
Fisher Pivots for day following 14-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
12,238 |
12,214 |
PP |
12,233 |
12,204 |
S1 |
12,229 |
12,195 |
|