Trading Metrics calculated at close of trading on 14-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2011 |
14-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
1,364.0 |
1,358.2 |
-5.8 |
-0.4% |
1,348.1 |
High |
1,369.7 |
1,367.5 |
-2.2 |
-0.2% |
1,369.7 |
Low |
1,354.3 |
1,354.4 |
0.1 |
0.0% |
1,344.1 |
Close |
1,360.4 |
1,365.1 |
4.7 |
0.3% |
1,360.4 |
Range |
15.4 |
13.1 |
-2.3 |
-14.9% |
25.6 |
ATR |
19.7 |
19.2 |
-0.5 |
-2.4% |
0.0 |
Volume |
122,944 |
89,181 |
-33,763 |
-27.5% |
537,162 |
|
Daily Pivots for day following 14-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,401.6 |
1,396.5 |
1,372.3 |
|
R3 |
1,388.5 |
1,383.4 |
1,368.7 |
|
R2 |
1,375.4 |
1,375.4 |
1,367.5 |
|
R1 |
1,370.3 |
1,370.3 |
1,366.3 |
1,372.9 |
PP |
1,362.3 |
1,362.3 |
1,362.3 |
1,363.6 |
S1 |
1,357.2 |
1,357.2 |
1,363.9 |
1,359.8 |
S2 |
1,349.2 |
1,349.2 |
1,362.7 |
|
S3 |
1,336.1 |
1,344.1 |
1,361.5 |
|
S4 |
1,323.0 |
1,331.0 |
1,357.9 |
|
|
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 |
1,348.9 |
20.8 |
1.5% |
14.6 |
1.1% |
78% |
False |
False |
109,927 |
10 |
1,369.7 |
1,325.3 |
44.4 |
3.3% |
16.7 |
1.2% |
90% |
False |
False |
117,636 |
20 |
1,380.6 |
1,309.1 |
71.5 |
5.2% |
19.9 |
1.5% |
78% |
False |
False |
93,565 |
40 |
1,426.3 |
1,309.1 |
117.2 |
8.6% |
18.4 |
1.3% |
48% |
False |
False |
52,678 |
60 |
1,434.1 |
1,309.1 |
125.0 |
9.2% |
19.2 |
1.4% |
45% |
False |
False |
36,734 |
80 |
1,434.1 |
1,309.1 |
125.0 |
9.2% |
20.4 |
1.5% |
45% |
False |
False |
28,176 |
100 |
1,434.1 |
1,282.5 |
151.6 |
11.1% |
19.5 |
1.4% |
54% |
False |
False |
22,773 |
120 |
1,434.1 |
1,240.0 |
194.1 |
14.2% |
17.3 |
1.3% |
64% |
False |
False |
19,057 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,423.2 |
2.618 |
1,401.8 |
1.618 |
1,388.7 |
1.000 |
1,380.6 |
0.618 |
1,375.6 |
HIGH |
1,367.5 |
0.618 |
1,362.5 |
0.500 |
1,361.0 |
0.382 |
1,359.4 |
LOW |
1,354.4 |
0.618 |
1,346.3 |
1.000 |
1,341.3 |
1.618 |
1,333.2 |
2.618 |
1,320.1 |
4.250 |
1,298.7 |
|
|
Fisher Pivots for day following 14-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
1,363.7 |
1,363.6 |
PP |
1,362.3 |
1,362.1 |
S1 |
1,361.0 |
1,360.6 |
|