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 |
12,203 |
12,250 |
47 |
0.4% |
12,046 |
High |
12,283 |
12,310 |
27 |
0.2% |
12,253 |
Low |
12,194 |
12,224 |
30 |
0.2% |
12,035 |
Close |
12,252 |
12,288 |
36 |
0.3% |
12,241 |
Range |
89 |
86 |
-3 |
-3.4% |
218 |
ATR |
98 |
97 |
-1 |
-0.9% |
0 |
Volume |
122,021 |
103,622 |
-18,399 |
-15.1% |
475,437 |
|
Daily Pivots for day following 17-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,532 |
12,496 |
12,335 |
|
R3 |
12,446 |
12,410 |
12,312 |
|
R2 |
12,360 |
12,360 |
12,304 |
|
R1 |
12,324 |
12,324 |
12,296 |
12,342 |
PP |
12,274 |
12,274 |
12,274 |
12,283 |
S1 |
12,238 |
12,238 |
12,280 |
12,256 |
S2 |
12,188 |
12,188 |
12,272 |
|
S3 |
12,102 |
12,152 |
12,264 |
|
S4 |
12,016 |
12,066 |
12,241 |
|
|
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 |
12,310 |
12,130 |
180 |
1.5% |
86 |
0.7% |
88% |
True |
False |
98,228 |
10 |
12,310 |
11,980 |
330 |
2.7% |
87 |
0.7% |
93% |
True |
False |
95,618 |
20 |
12,310 |
11,690 |
620 |
5.0% |
102 |
0.8% |
96% |
True |
False |
102,846 |
40 |
12,310 |
11,453 |
857 |
7.0% |
95 |
0.8% |
97% |
True |
False |
88,488 |
60 |
12,310 |
10,855 |
1,455 |
11.8% |
104 |
0.8% |
98% |
True |
False |
71,332 |
80 |
12,310 |
10,855 |
1,455 |
11.8% |
110 |
0.9% |
98% |
True |
False |
53,515 |
100 |
12,310 |
10,575 |
1,735 |
14.1% |
115 |
0.9% |
99% |
True |
False |
42,824 |
120 |
12,310 |
9,814 |
2,496 |
20.3% |
110 |
0.9% |
99% |
True |
False |
35,691 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,676 |
2.618 |
12,535 |
1.618 |
12,449 |
1.000 |
12,396 |
0.618 |
12,363 |
HIGH |
12,310 |
0.618 |
12,277 |
0.500 |
12,267 |
0.382 |
12,257 |
LOW |
12,224 |
0.618 |
12,171 |
1.000 |
12,138 |
1.618 |
12,085 |
2.618 |
11,999 |
4.250 |
11,859 |
|
|
Fisher Pivots for day following 17-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
12,281 |
12,272 |
PP |
12,274 |
12,255 |
S1 |
12,267 |
12,239 |
|