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 |
6,042.0 |
6,004.0 |
-38.0 |
-0.6% |
5,985.0 |
High |
6,049.5 |
6,059.5 |
10.0 |
0.2% |
6,077.0 |
Low |
5,966.0 |
5,952.5 |
-13.5 |
-0.2% |
5,952.5 |
Close |
6,004.0 |
6,043.5 |
39.5 |
0.7% |
6,043.5 |
Range |
83.5 |
107.0 |
23.5 |
28.1% |
124.5 |
ATR |
73.5 |
75.9 |
2.4 |
3.3% |
0.0 |
Volume |
96,193 |
88,044 |
-8,149 |
-8.5% |
430,331 |
|
Daily Pivots for day following 11-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,339.5 |
6,298.5 |
6,102.5 |
|
R3 |
6,232.5 |
6,191.5 |
6,073.0 |
|
R2 |
6,125.5 |
6,125.5 |
6,063.0 |
|
R1 |
6,084.5 |
6,084.5 |
6,053.5 |
6,105.0 |
PP |
6,018.5 |
6,018.5 |
6,018.5 |
6,029.0 |
S1 |
5,977.5 |
5,977.5 |
6,033.5 |
5,998.0 |
S2 |
5,911.5 |
5,911.5 |
6,024.0 |
|
S3 |
5,804.5 |
5,870.5 |
6,014.0 |
|
S4 |
5,697.5 |
5,763.5 |
5,984.5 |
|
|
Weekly Pivots for week ending 11-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,398.0 |
6,345.0 |
6,112.0 |
|
R3 |
6,273.5 |
6,220.5 |
6,077.5 |
|
R2 |
6,149.0 |
6,149.0 |
6,066.5 |
|
R1 |
6,096.0 |
6,096.0 |
6,055.0 |
6,122.5 |
PP |
6,024.5 |
6,024.5 |
6,024.5 |
6,037.5 |
S1 |
5,971.5 |
5,971.5 |
6,032.0 |
5,998.0 |
S2 |
5,900.0 |
5,900.0 |
6,020.5 |
|
S3 |
5,775.5 |
5,847.0 |
6,009.5 |
|
S4 |
5,651.0 |
5,722.5 |
5,975.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,077.0 |
5,952.5 |
124.5 |
2.1% |
74.5 |
1.2% |
73% |
False |
True |
86,066 |
10 |
6,077.0 |
5,777.0 |
300.0 |
5.0% |
70.5 |
1.2% |
89% |
False |
False |
90,656 |
20 |
6,077.0 |
5,777.0 |
300.0 |
5.0% |
77.5 |
1.3% |
89% |
False |
False |
96,254 |
40 |
6,077.0 |
5,777.0 |
300.0 |
5.0% |
69.0 |
1.1% |
89% |
False |
False |
88,813 |
60 |
6,077.0 |
5,482.0 |
595.0 |
9.8% |
71.5 |
1.2% |
94% |
False |
False |
67,861 |
80 |
6,077.0 |
5,482.0 |
595.0 |
9.8% |
68.0 |
1.1% |
94% |
False |
False |
50,950 |
100 |
6,077.0 |
5,410.0 |
667.0 |
11.0% |
63.0 |
1.0% |
95% |
False |
False |
40,772 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,514.0 |
2.618 |
6,339.5 |
1.618 |
6,232.5 |
1.000 |
6,166.5 |
0.618 |
6,125.5 |
HIGH |
6,059.5 |
0.618 |
6,018.5 |
0.500 |
6,006.0 |
0.382 |
5,993.5 |
LOW |
5,952.5 |
0.618 |
5,886.5 |
1.000 |
5,845.5 |
1.618 |
5,779.5 |
2.618 |
5,672.5 |
4.250 |
5,498.0 |
|
|
Fisher Pivots for day following 11-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
6,031.0 |
6,033.5 |
PP |
6,018.5 |
6,024.0 |
S1 |
6,006.0 |
6,014.0 |
|