Trading Metrics calculated at close of trading on 15-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2011 |
15-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
12,241 |
12,226 |
-15 |
-0.1% |
12,046 |
High |
12,268 |
12,237 |
-31 |
-0.3% |
12,253 |
Low |
12,208 |
12,167 |
-41 |
-0.3% |
12,035 |
Close |
12,224 |
12,202 |
-22 |
-0.2% |
12,241 |
Range |
60 |
70 |
10 |
16.7% |
218 |
ATR |
101 |
99 |
-2 |
-2.2% |
0 |
Volume |
68,951 |
105,995 |
37,044 |
53.7% |
475,437 |
|
Daily Pivots for day following 15-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,412 |
12,377 |
12,241 |
|
R3 |
12,342 |
12,307 |
12,221 |
|
R2 |
12,272 |
12,272 |
12,215 |
|
R1 |
12,237 |
12,237 |
12,209 |
12,220 |
PP |
12,202 |
12,202 |
12,202 |
12,193 |
S1 |
12,167 |
12,167 |
12,196 |
12,150 |
S2 |
12,132 |
12,132 |
12,189 |
|
S3 |
12,062 |
12,097 |
12,183 |
|
S4 |
11,992 |
12,027 |
12,164 |
|
|
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 |
12,121 |
147 |
1.2% |
83 |
0.7% |
55% |
False |
False |
97,957 |
10 |
12,268 |
11,933 |
335 |
2.7% |
86 |
0.7% |
80% |
False |
False |
90,229 |
20 |
12,268 |
11,690 |
578 |
4.7% |
103 |
0.8% |
89% |
False |
False |
102,030 |
40 |
12,268 |
11,378 |
890 |
7.3% |
95 |
0.8% |
93% |
False |
False |
86,034 |
60 |
12,268 |
10,855 |
1,413 |
11.6% |
106 |
0.9% |
95% |
False |
False |
67,573 |
80 |
12,268 |
10,855 |
1,413 |
11.6% |
110 |
0.9% |
95% |
False |
False |
50,697 |
100 |
12,268 |
10,534 |
1,734 |
14.2% |
116 |
0.9% |
96% |
False |
False |
40,568 |
120 |
12,268 |
9,808 |
2,460 |
20.2% |
111 |
0.9% |
97% |
False |
False |
33,811 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,535 |
2.618 |
12,420 |
1.618 |
12,350 |
1.000 |
12,307 |
0.618 |
12,280 |
HIGH |
12,237 |
0.618 |
12,210 |
0.500 |
12,202 |
0.382 |
12,194 |
LOW |
12,167 |
0.618 |
12,124 |
1.000 |
12,097 |
1.618 |
12,054 |
2.618 |
11,984 |
4.250 |
11,870 |
|
|
Fisher Pivots for day following 15-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
12,202 |
12,201 |
PP |
12,202 |
12,200 |
S1 |
12,202 |
12,199 |
|