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 |
12,250 |
12,288 |
38 |
0.3% |
12,241 |
High |
12,310 |
12,379 |
69 |
0.6% |
12,379 |
Low |
12,224 |
12,272 |
48 |
0.4% |
12,167 |
Close |
12,288 |
12,375 |
87 |
0.7% |
12,375 |
Range |
86 |
107 |
21 |
24.4% |
212 |
ATR |
97 |
98 |
1 |
0.7% |
0 |
Volume |
103,622 |
78,622 |
-25,000 |
-24.1% |
479,211 |
|
Daily Pivots for day following 18-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,663 |
12,626 |
12,434 |
|
R3 |
12,556 |
12,519 |
12,405 |
|
R2 |
12,449 |
12,449 |
12,395 |
|
R1 |
12,412 |
12,412 |
12,385 |
12,431 |
PP |
12,342 |
12,342 |
12,342 |
12,351 |
S1 |
12,305 |
12,305 |
12,365 |
12,324 |
S2 |
12,235 |
12,235 |
12,356 |
|
S3 |
12,128 |
12,198 |
12,346 |
|
S4 |
12,021 |
12,091 |
12,316 |
|
|
Weekly Pivots for week ending 18-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,943 |
12,871 |
12,492 |
|
R3 |
12,731 |
12,659 |
12,433 |
|
R2 |
12,519 |
12,519 |
12,414 |
|
R1 |
12,447 |
12,447 |
12,395 |
12,483 |
PP |
12,307 |
12,307 |
12,307 |
12,325 |
S1 |
12,235 |
12,235 |
12,356 |
12,271 |
S2 |
12,095 |
12,095 |
12,336 |
|
S3 |
11,883 |
12,023 |
12,317 |
|
S4 |
11,671 |
11,811 |
12,259 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,379 |
12,167 |
212 |
1.7% |
83 |
0.7% |
98% |
True |
False |
95,842 |
10 |
12,379 |
12,035 |
344 |
2.8% |
90 |
0.7% |
99% |
True |
False |
95,464 |
20 |
12,379 |
11,690 |
689 |
5.6% |
102 |
0.8% |
99% |
True |
False |
102,036 |
40 |
12,379 |
11,453 |
926 |
7.5% |
97 |
0.8% |
100% |
True |
False |
89,457 |
60 |
12,379 |
10,855 |
1,524 |
12.3% |
103 |
0.8% |
100% |
True |
False |
72,641 |
80 |
12,379 |
10,855 |
1,524 |
12.3% |
110 |
0.9% |
100% |
True |
False |
54,498 |
100 |
12,379 |
10,575 |
1,804 |
14.6% |
114 |
0.9% |
100% |
True |
False |
43,609 |
120 |
12,379 |
9,814 |
2,565 |
20.7% |
110 |
0.9% |
100% |
True |
False |
36,346 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,834 |
2.618 |
12,659 |
1.618 |
12,552 |
1.000 |
12,486 |
0.618 |
12,445 |
HIGH |
12,379 |
0.618 |
12,338 |
0.500 |
12,326 |
0.382 |
12,313 |
LOW |
12,272 |
0.618 |
12,206 |
1.000 |
12,165 |
1.618 |
12,099 |
2.618 |
11,992 |
4.250 |
11,817 |
|
|
Fisher Pivots for day following 18-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
12,359 |
12,346 |
PP |
12,342 |
12,316 |
S1 |
12,326 |
12,287 |
|