Trading Metrics calculated at close of trading on 16-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2011 |
16-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
1,362.1 |
1,374.3 |
12.2 |
0.9% |
1,348.1 |
High |
1,377.5 |
1,382.7 |
5.2 |
0.4% |
1,369.7 |
Low |
1,361.3 |
1,368.3 |
7.0 |
0.5% |
1,344.1 |
Close |
1,374.1 |
1,375.1 |
1.0 |
0.1% |
1,360.4 |
Range |
16.2 |
14.4 |
-1.8 |
-11.1% |
25.6 |
ATR |
19.0 |
18.6 |
-0.3 |
-1.7% |
0.0 |
Volume |
100,454 |
124,828 |
24,374 |
24.3% |
537,162 |
|
Daily Pivots for day following 16-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,418.6 |
1,411.2 |
1,383.0 |
|
R3 |
1,404.2 |
1,396.8 |
1,379.1 |
|
R2 |
1,389.8 |
1,389.8 |
1,377.7 |
|
R1 |
1,382.4 |
1,382.4 |
1,376.4 |
1,386.1 |
PP |
1,375.4 |
1,375.4 |
1,375.4 |
1,377.2 |
S1 |
1,368.0 |
1,368.0 |
1,373.8 |
1,371.7 |
S2 |
1,361.0 |
1,361.0 |
1,372.5 |
|
S3 |
1,346.6 |
1,353.6 |
1,371.1 |
|
S4 |
1,332.2 |
1,339.2 |
1,367.2 |
|
|
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 |
1,382.7 |
1,351.4 |
31.3 |
2.3% |
14.9 |
1.1% |
76% |
True |
False |
109,888 |
10 |
1,382.7 |
1,325.3 |
57.4 |
4.2% |
16.1 |
1.2% |
87% |
True |
False |
116,000 |
20 |
1,382.7 |
1,309.1 |
73.6 |
5.4% |
19.9 |
1.4% |
90% |
True |
False |
102,609 |
40 |
1,426.3 |
1,309.1 |
117.2 |
8.5% |
18.5 |
1.3% |
56% |
False |
False |
58,009 |
60 |
1,434.1 |
1,309.1 |
125.0 |
9.1% |
18.9 |
1.4% |
53% |
False |
False |
40,296 |
80 |
1,434.1 |
1,309.1 |
125.0 |
9.1% |
20.3 |
1.5% |
53% |
False |
False |
30,971 |
100 |
1,434.1 |
1,282.5 |
151.6 |
11.0% |
19.7 |
1.4% |
61% |
False |
False |
25,021 |
120 |
1,434.1 |
1,240.0 |
194.1 |
14.1% |
17.5 |
1.3% |
70% |
False |
False |
20,930 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,443.9 |
2.618 |
1,420.4 |
1.618 |
1,406.0 |
1.000 |
1,397.1 |
0.618 |
1,391.6 |
HIGH |
1,382.7 |
0.618 |
1,377.2 |
0.500 |
1,375.5 |
0.382 |
1,373.8 |
LOW |
1,368.3 |
0.618 |
1,359.4 |
1.000 |
1,353.9 |
1.618 |
1,345.0 |
2.618 |
1,330.6 |
4.250 |
1,307.1 |
|
|
Fisher Pivots for day following 16-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
1,375.5 |
1,372.9 |
PP |
1,375.4 |
1,370.7 |
S1 |
1,375.2 |
1,368.6 |
|