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 |
1,364.2 |
1,364.0 |
-0.2 |
0.0% |
1,348.1 |
High |
1,366.8 |
1,369.7 |
2.9 |
0.2% |
1,369.7 |
Low |
1,351.4 |
1,354.3 |
2.9 |
0.2% |
1,344.1 |
Close |
1,362.5 |
1,360.4 |
-2.1 |
-0.2% |
1,360.4 |
Range |
15.4 |
15.4 |
0.0 |
0.0% |
25.6 |
ATR |
20.0 |
19.7 |
-0.3 |
-1.6% |
0.0 |
Volume |
112,035 |
122,944 |
10,909 |
9.7% |
537,162 |
|
Daily Pivots for day following 11-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,407.7 |
1,399.4 |
1,368.9 |
|
R3 |
1,392.3 |
1,384.0 |
1,364.6 |
|
R2 |
1,376.9 |
1,376.9 |
1,363.2 |
|
R1 |
1,368.6 |
1,368.6 |
1,361.8 |
1,365.1 |
PP |
1,361.5 |
1,361.5 |
1,361.5 |
1,359.7 |
S1 |
1,353.2 |
1,353.2 |
1,359.0 |
1,349.7 |
S2 |
1,346.1 |
1,346.1 |
1,357.6 |
|
S3 |
1,330.7 |
1,337.8 |
1,356.2 |
|
S4 |
1,315.3 |
1,322.4 |
1,351.9 |
|
|
Weekly Pivots for week ending 11-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,434.9 |
1,423.2 |
1,374.5 |
|
R3 |
1,409.3 |
1,397.6 |
1,367.4 |
|
R2 |
1,383.7 |
1,383.7 |
1,365.1 |
|
R1 |
1,372.0 |
1,372.0 |
1,362.7 |
1,377.9 |
PP |
1,358.1 |
1,358.1 |
1,358.1 |
1,361.0 |
S1 |
1,346.4 |
1,346.4 |
1,358.1 |
1,352.3 |
S2 |
1,332.5 |
1,332.5 |
1,355.7 |
|
S3 |
1,306.9 |
1,320.8 |
1,353.4 |
|
S4 |
1,281.3 |
1,295.2 |
1,346.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,369.7 |
1,344.1 |
25.6 |
1.9% |
14.1 |
1.0% |
64% |
True |
False |
107,432 |
10 |
1,369.7 |
1,323.6 |
46.1 |
3.4% |
17.7 |
1.3% |
80% |
True |
False |
123,261 |
20 |
1,380.6 |
1,309.1 |
71.5 |
5.3% |
20.4 |
1.5% |
72% |
False |
False |
90,993 |
40 |
1,426.3 |
1,309.1 |
117.2 |
8.6% |
18.7 |
1.4% |
44% |
False |
False |
50,717 |
60 |
1,434.1 |
1,309.1 |
125.0 |
9.2% |
19.2 |
1.4% |
41% |
False |
False |
35,295 |
80 |
1,434.1 |
1,309.1 |
125.0 |
9.2% |
20.4 |
1.5% |
41% |
False |
False |
27,070 |
100 |
1,434.1 |
1,282.5 |
151.6 |
11.1% |
19.4 |
1.4% |
51% |
False |
False |
21,883 |
120 |
1,434.1 |
1,218.1 |
216.0 |
15.9% |
17.3 |
1.3% |
66% |
False |
False |
18,314 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,435.2 |
2.618 |
1,410.0 |
1.618 |
1,394.6 |
1.000 |
1,385.1 |
0.618 |
1,379.2 |
HIGH |
1,369.7 |
0.618 |
1,363.8 |
0.500 |
1,362.0 |
0.382 |
1,360.2 |
LOW |
1,354.3 |
0.618 |
1,344.8 |
1.000 |
1,338.9 |
1.618 |
1,329.4 |
2.618 |
1,314.0 |
4.250 |
1,288.9 |
|
|
Fisher Pivots for day following 11-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
1,362.0 |
1,360.6 |
PP |
1,361.5 |
1,360.5 |
S1 |
1,360.9 |
1,360.5 |
|