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 |
6,073.5 |
6,060.5 |
-13.0 |
-0.2% |
6,052.0 |
High |
6,080.0 |
6,077.0 |
-3.0 |
0.0% |
6,080.0 |
Low |
6,025.0 |
6,027.0 |
2.0 |
0.0% |
6,001.0 |
Close |
6,061.5 |
6,053.0 |
-8.5 |
-0.1% |
6,053.0 |
Range |
55.0 |
50.0 |
-5.0 |
-9.1% |
79.0 |
ATR |
70.6 |
69.1 |
-1.5 |
-2.1% |
0.0 |
Volume |
83,683 |
82,013 |
-1,670 |
-2.0% |
397,695 |
|
Daily Pivots for day following 18-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,202.5 |
6,177.5 |
6,080.5 |
|
R3 |
6,152.5 |
6,127.5 |
6,067.0 |
|
R2 |
6,102.5 |
6,102.5 |
6,062.0 |
|
R1 |
6,077.5 |
6,077.5 |
6,057.5 |
6,065.0 |
PP |
6,052.5 |
6,052.5 |
6,052.5 |
6,046.0 |
S1 |
6,027.5 |
6,027.5 |
6,048.5 |
6,015.0 |
S2 |
6,002.5 |
6,002.5 |
6,044.0 |
|
S3 |
5,952.5 |
5,977.5 |
6,039.0 |
|
S4 |
5,902.5 |
5,927.5 |
6,025.5 |
|
|
Weekly Pivots for week ending 18-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,281.5 |
6,246.5 |
6,096.5 |
|
R3 |
6,202.5 |
6,167.5 |
6,074.5 |
|
R2 |
6,123.5 |
6,123.5 |
6,067.5 |
|
R1 |
6,088.5 |
6,088.5 |
6,060.0 |
6,106.0 |
PP |
6,044.5 |
6,044.5 |
6,044.5 |
6,053.5 |
S1 |
6,009.5 |
6,009.5 |
6,046.0 |
6,027.0 |
S2 |
5,965.5 |
5,965.5 |
6,038.5 |
|
S3 |
5,886.5 |
5,930.5 |
6,031.5 |
|
S4 |
5,807.5 |
5,851.5 |
6,009.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,080.0 |
6,001.0 |
79.0 |
1.3% |
54.0 |
0.9% |
66% |
False |
False |
79,539 |
10 |
6,080.0 |
5,952.5 |
127.5 |
2.1% |
64.5 |
1.1% |
79% |
False |
False |
82,802 |
20 |
6,080.0 |
5,777.0 |
303.0 |
5.0% |
68.5 |
1.1% |
91% |
False |
False |
89,624 |
40 |
6,080.0 |
5,777.0 |
303.0 |
5.0% |
69.5 |
1.1% |
91% |
False |
False |
86,558 |
60 |
6,080.0 |
5,482.0 |
598.0 |
9.9% |
70.0 |
1.2% |
95% |
False |
False |
74,392 |
80 |
6,080.0 |
5,482.0 |
598.0 |
9.9% |
68.5 |
1.1% |
95% |
False |
False |
55,898 |
100 |
6,080.0 |
5,482.0 |
598.0 |
9.9% |
63.0 |
1.0% |
95% |
False |
False |
44,746 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,289.5 |
2.618 |
6,208.0 |
1.618 |
6,158.0 |
1.000 |
6,127.0 |
0.618 |
6,108.0 |
HIGH |
6,077.0 |
0.618 |
6,058.0 |
0.500 |
6,052.0 |
0.382 |
6,046.0 |
LOW |
6,027.0 |
0.618 |
5,996.0 |
1.000 |
5,977.0 |
1.618 |
5,946.0 |
2.618 |
5,896.0 |
4.250 |
5,814.5 |
|
|
Fisher Pivots for day following 18-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
6,052.5 |
6,051.0 |
PP |
6,052.5 |
6,049.0 |
S1 |
6,052.0 |
6,047.0 |
|