Trading Metrics calculated at close of trading on 17-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2011 |
17-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
1,374.3 |
1,376.5 |
2.2 |
0.2% |
1,348.1 |
High |
1,382.7 |
1,385.8 |
3.1 |
0.2% |
1,369.7 |
Low |
1,368.3 |
1,374.6 |
6.3 |
0.5% |
1,344.1 |
Close |
1,375.1 |
1,385.1 |
10.0 |
0.7% |
1,360.4 |
Range |
14.4 |
11.2 |
-3.2 |
-22.2% |
25.6 |
ATR |
18.6 |
18.1 |
-0.5 |
-2.9% |
0.0 |
Volume |
124,828 |
89,887 |
-34,941 |
-28.0% |
537,162 |
|
Daily Pivots for day following 17-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,415.4 |
1,411.5 |
1,391.3 |
|
R3 |
1,404.2 |
1,400.3 |
1,388.2 |
|
R2 |
1,393.0 |
1,393.0 |
1,387.2 |
|
R1 |
1,389.1 |
1,389.1 |
1,386.1 |
1,391.1 |
PP |
1,381.8 |
1,381.8 |
1,381.8 |
1,382.8 |
S1 |
1,377.9 |
1,377.9 |
1,384.1 |
1,379.9 |
S2 |
1,370.6 |
1,370.6 |
1,383.0 |
|
S3 |
1,359.4 |
1,366.7 |
1,382.0 |
|
S4 |
1,348.2 |
1,355.5 |
1,378.9 |
|
|
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 |
1,385.8 |
1,354.3 |
31.5 |
2.3% |
14.1 |
1.0% |
98% |
True |
False |
105,458 |
10 |
1,385.8 |
1,344.1 |
41.7 |
3.0% |
14.1 |
1.0% |
98% |
True |
False |
107,423 |
20 |
1,385.8 |
1,309.1 |
76.7 |
5.5% |
19.0 |
1.4% |
99% |
True |
False |
105,948 |
40 |
1,426.3 |
1,309.1 |
117.2 |
8.5% |
18.5 |
1.3% |
65% |
False |
False |
60,182 |
60 |
1,434.1 |
1,309.1 |
125.0 |
9.0% |
18.8 |
1.4% |
61% |
False |
False |
41,769 |
80 |
1,434.1 |
1,309.1 |
125.0 |
9.0% |
20.2 |
1.5% |
61% |
False |
False |
32,086 |
100 |
1,434.1 |
1,282.5 |
151.6 |
10.9% |
19.8 |
1.4% |
68% |
False |
False |
25,918 |
120 |
1,434.1 |
1,240.0 |
194.1 |
14.0% |
17.6 |
1.3% |
75% |
False |
False |
21,672 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,433.4 |
2.618 |
1,415.1 |
1.618 |
1,403.9 |
1.000 |
1,397.0 |
0.618 |
1,392.7 |
HIGH |
1,385.8 |
0.618 |
1,381.5 |
0.500 |
1,380.2 |
0.382 |
1,378.9 |
LOW |
1,374.6 |
0.618 |
1,367.7 |
1.000 |
1,363.4 |
1.618 |
1,356.5 |
2.618 |
1,345.3 |
4.250 |
1,327.0 |
|
|
Fisher Pivots for day following 17-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
1,383.5 |
1,381.3 |
PP |
1,381.8 |
1,377.4 |
S1 |
1,380.2 |
1,373.6 |
|