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 |
1,365.3 |
1,361.4 |
-3.9 |
-0.3% |
1,348.0 |
High |
1,371.1 |
1,368.8 |
-2.3 |
-0.2% |
1,371.1 |
Low |
1,355.9 |
1,356.0 |
0.1 |
0.0% |
1,346.0 |
Close |
1,361.9 |
1,366.6 |
4.7 |
0.3% |
1,361.9 |
Range |
15.2 |
12.8 |
-2.4 |
-15.8% |
25.1 |
ATR |
19.0 |
18.6 |
-0.4 |
-2.3% |
0.0 |
Volume |
1,762 |
3,616 |
1,854 |
105.2% |
12,674 |
|
Daily Pivots for day following 14-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,402.2 |
1,397.2 |
1,373.6 |
|
R3 |
1,389.4 |
1,384.4 |
1,370.1 |
|
R2 |
1,376.6 |
1,376.6 |
1,368.9 |
|
R1 |
1,371.6 |
1,371.6 |
1,367.8 |
1,374.1 |
PP |
1,363.8 |
1,363.8 |
1,363.8 |
1,365.1 |
S1 |
1,358.8 |
1,358.8 |
1,365.4 |
1,361.3 |
S2 |
1,351.0 |
1,351.0 |
1,364.3 |
|
S3 |
1,338.2 |
1,346.0 |
1,363.1 |
|
S4 |
1,325.4 |
1,333.2 |
1,359.6 |
|
|
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 |
1,350.3 |
20.8 |
1.5% |
14.2 |
1.0% |
78% |
False |
False |
2,594 |
10 |
1,371.1 |
1,327.0 |
44.1 |
3.2% |
16.1 |
1.2% |
90% |
False |
False |
4,154 |
20 |
1,382.4 |
1,310.9 |
71.5 |
5.2% |
19.1 |
1.4% |
78% |
False |
False |
4,363 |
40 |
1,428.5 |
1,310.9 |
117.6 |
8.6% |
17.6 |
1.3% |
47% |
False |
False |
3,357 |
60 |
1,436.7 |
1,310.9 |
125.8 |
9.2% |
18.5 |
1.4% |
44% |
False |
False |
3,231 |
80 |
1,436.7 |
1,310.9 |
125.8 |
9.2% |
19.9 |
1.5% |
44% |
False |
False |
3,023 |
100 |
1,436.7 |
1,288.6 |
148.1 |
10.8% |
19.1 |
1.4% |
53% |
False |
False |
2,669 |
120 |
1,436.7 |
1,242.0 |
194.7 |
14.2% |
16.6 |
1.2% |
64% |
False |
False |
2,287 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,423.2 |
2.618 |
1,402.3 |
1.618 |
1,389.5 |
1.000 |
1,381.6 |
0.618 |
1,376.7 |
HIGH |
1,368.8 |
0.618 |
1,363.9 |
0.500 |
1,362.4 |
0.382 |
1,360.9 |
LOW |
1,356.0 |
0.618 |
1,348.1 |
1.000 |
1,343.2 |
1.618 |
1,335.3 |
2.618 |
1,322.5 |
4.250 |
1,301.6 |
|
|
Fisher Pivots for day following 14-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
1,365.2 |
1,365.1 |
PP |
1,363.8 |
1,363.6 |
S1 |
1,362.4 |
1,362.1 |
|