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 |
1,365.5 |
1,365.3 |
-0.2 |
0.0% |
1,348.0 |
High |
1,367.3 |
1,371.1 |
3.8 |
0.3% |
1,371.1 |
Low |
1,353.1 |
1,355.9 |
2.8 |
0.2% |
1,346.0 |
Close |
1,363.9 |
1,361.9 |
-2.0 |
-0.1% |
1,361.9 |
Range |
14.2 |
15.2 |
1.0 |
7.0% |
25.1 |
ATR |
19.3 |
19.0 |
-0.3 |
-1.5% |
0.0 |
Volume |
2,713 |
1,762 |
-951 |
-35.1% |
12,674 |
|
Daily Pivots for day following 11-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,408.6 |
1,400.4 |
1,370.3 |
|
R3 |
1,393.4 |
1,385.2 |
1,366.1 |
|
R2 |
1,378.2 |
1,378.2 |
1,364.7 |
|
R1 |
1,370.0 |
1,370.0 |
1,363.3 |
1,366.5 |
PP |
1,363.0 |
1,363.0 |
1,363.0 |
1,361.2 |
S1 |
1,354.8 |
1,354.8 |
1,360.5 |
1,351.3 |
S2 |
1,347.8 |
1,347.8 |
1,359.1 |
|
S3 |
1,332.6 |
1,339.6 |
1,357.7 |
|
S4 |
1,317.4 |
1,324.4 |
1,353.5 |
|
|
Weekly Pivots for week ending 11-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,435.0 |
1,423.5 |
1,375.7 |
|
R3 |
1,409.9 |
1,398.4 |
1,368.8 |
|
R2 |
1,384.8 |
1,384.8 |
1,366.5 |
|
R1 |
1,373.3 |
1,373.3 |
1,364.2 |
1,379.1 |
PP |
1,359.7 |
1,359.7 |
1,359.7 |
1,362.5 |
S1 |
1,348.2 |
1,348.2 |
1,359.6 |
1,354.0 |
S2 |
1,334.6 |
1,334.6 |
1,357.3 |
|
S3 |
1,309.5 |
1,323.1 |
1,355.0 |
|
S4 |
1,284.4 |
1,298.0 |
1,348.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,371.1 |
1,346.0 |
25.1 |
1.8% |
13.6 |
1.0% |
63% |
True |
False |
2,534 |
10 |
1,371.1 |
1,325.3 |
45.8 |
3.4% |
17.1 |
1.3% |
80% |
True |
False |
4,565 |
20 |
1,382.4 |
1,310.9 |
71.5 |
5.3% |
19.6 |
1.4% |
71% |
False |
False |
4,452 |
40 |
1,428.5 |
1,310.9 |
117.6 |
8.6% |
17.9 |
1.3% |
43% |
False |
False |
3,378 |
60 |
1,436.7 |
1,310.9 |
125.8 |
9.2% |
18.5 |
1.4% |
41% |
False |
False |
3,197 |
80 |
1,436.7 |
1,310.9 |
125.8 |
9.2% |
19.9 |
1.5% |
41% |
False |
False |
2,994 |
100 |
1,436.7 |
1,288.6 |
148.1 |
10.9% |
19.1 |
1.4% |
49% |
False |
False |
2,636 |
120 |
1,436.7 |
1,216.2 |
220.5 |
16.2% |
16.7 |
1.2% |
66% |
False |
False |
2,257 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,435.7 |
2.618 |
1,410.9 |
1.618 |
1,395.7 |
1.000 |
1,386.3 |
0.618 |
1,380.5 |
HIGH |
1,371.1 |
0.618 |
1,365.3 |
0.500 |
1,363.5 |
0.382 |
1,361.7 |
LOW |
1,355.9 |
0.618 |
1,346.5 |
1.000 |
1,340.7 |
1.618 |
1,331.3 |
2.618 |
1,316.1 |
4.250 |
1,291.3 |
|
|
Fisher Pivots for day following 11-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
1,363.5 |
1,362.1 |
PP |
1,363.0 |
1,362.0 |
S1 |
1,362.4 |
1,362.0 |
|