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 |
1,376.5 |
1,385.4 |
8.9 |
0.6% |
1,358.2 |
High |
1,385.8 |
1,392.6 |
6.8 |
0.5% |
1,392.6 |
Low |
1,374.6 |
1,382.0 |
7.4 |
0.5% |
1,354.4 |
Close |
1,385.1 |
1,388.6 |
3.5 |
0.3% |
1,388.6 |
Range |
11.2 |
10.6 |
-0.6 |
-5.4% |
38.2 |
ATR |
18.1 |
17.6 |
-0.5 |
-3.0% |
0.0 |
Volume |
89,887 |
105,686 |
15,799 |
17.6% |
510,036 |
|
Daily Pivots for day following 18-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,419.5 |
1,414.7 |
1,394.4 |
|
R3 |
1,408.9 |
1,404.1 |
1,391.5 |
|
R2 |
1,398.3 |
1,398.3 |
1,390.5 |
|
R1 |
1,393.5 |
1,393.5 |
1,389.6 |
1,395.9 |
PP |
1,387.7 |
1,387.7 |
1,387.7 |
1,389.0 |
S1 |
1,382.9 |
1,382.9 |
1,387.6 |
1,385.3 |
S2 |
1,377.1 |
1,377.1 |
1,386.7 |
|
S3 |
1,366.5 |
1,372.3 |
1,385.7 |
|
S4 |
1,355.9 |
1,361.7 |
1,382.8 |
|
|
Weekly Pivots for week ending 18-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,493.1 |
1,479.1 |
1,409.6 |
|
R3 |
1,454.9 |
1,440.9 |
1,399.1 |
|
R2 |
1,416.7 |
1,416.7 |
1,395.6 |
|
R1 |
1,402.7 |
1,402.7 |
1,392.1 |
1,409.7 |
PP |
1,378.5 |
1,378.5 |
1,378.5 |
1,382.1 |
S1 |
1,364.5 |
1,364.5 |
1,385.1 |
1,371.5 |
S2 |
1,340.3 |
1,340.3 |
1,381.6 |
|
S3 |
1,302.1 |
1,326.3 |
1,378.1 |
|
S4 |
1,263.9 |
1,288.1 |
1,367.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,392.6 |
1,354.4 |
38.2 |
2.8% |
13.1 |
0.9% |
90% |
True |
False |
102,007 |
10 |
1,392.6 |
1,344.1 |
48.5 |
3.5% |
13.6 |
1.0% |
92% |
True |
False |
104,719 |
20 |
1,392.6 |
1,309.1 |
83.5 |
6.0% |
18.9 |
1.4% |
95% |
True |
False |
108,823 |
40 |
1,426.3 |
1,309.1 |
117.2 |
8.4% |
18.6 |
1.3% |
68% |
False |
False |
62,789 |
60 |
1,434.1 |
1,309.1 |
125.0 |
9.0% |
18.6 |
1.3% |
64% |
False |
False |
43,487 |
80 |
1,434.1 |
1,309.1 |
125.0 |
9.0% |
20.2 |
1.5% |
64% |
False |
False |
33,267 |
100 |
1,434.1 |
1,302.7 |
131.4 |
9.5% |
19.6 |
1.4% |
65% |
False |
False |
26,973 |
120 |
1,434.1 |
1,240.0 |
194.1 |
14.0% |
17.7 |
1.3% |
77% |
False |
False |
22,550 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,437.7 |
2.618 |
1,420.4 |
1.618 |
1,409.8 |
1.000 |
1,403.2 |
0.618 |
1,399.2 |
HIGH |
1,392.6 |
0.618 |
1,388.6 |
0.500 |
1,387.3 |
0.382 |
1,386.0 |
LOW |
1,382.0 |
0.618 |
1,375.4 |
1.000 |
1,371.4 |
1.618 |
1,364.8 |
2.618 |
1,354.2 |
4.250 |
1,337.0 |
|
|
Fisher Pivots for day following 18-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
1,388.2 |
1,385.9 |
PP |
1,387.7 |
1,383.2 |
S1 |
1,387.3 |
1,380.5 |
|