Trading Metrics calculated at close of trading on 15-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2011 |
15-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
1,361.4 |
1,363.5 |
2.1 |
0.2% |
1,348.0 |
High |
1,368.8 |
1,378.6 |
9.8 |
0.7% |
1,371.1 |
Low |
1,356.0 |
1,363.1 |
7.1 |
0.5% |
1,346.0 |
Close |
1,366.6 |
1,375.5 |
8.9 |
0.7% |
1,361.9 |
Range |
12.8 |
15.5 |
2.7 |
21.1% |
25.1 |
ATR |
18.6 |
18.4 |
-0.2 |
-1.2% |
0.0 |
Volume |
3,616 |
2,362 |
-1,254 |
-34.7% |
12,674 |
|
Daily Pivots for day following 15-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,418.9 |
1,412.7 |
1,384.0 |
|
R3 |
1,403.4 |
1,397.2 |
1,379.8 |
|
R2 |
1,387.9 |
1,387.9 |
1,378.3 |
|
R1 |
1,381.7 |
1,381.7 |
1,376.9 |
1,384.8 |
PP |
1,372.4 |
1,372.4 |
1,372.4 |
1,374.0 |
S1 |
1,366.2 |
1,366.2 |
1,374.1 |
1,369.3 |
S2 |
1,356.9 |
1,356.9 |
1,372.7 |
|
S3 |
1,341.4 |
1,350.7 |
1,371.2 |
|
S4 |
1,325.9 |
1,335.2 |
1,367.0 |
|
|
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 |
1,378.6 |
1,353.1 |
25.5 |
1.9% |
13.3 |
1.0% |
88% |
True |
False |
2,649 |
10 |
1,378.6 |
1,327.0 |
51.6 |
3.8% |
15.9 |
1.2% |
94% |
True |
False |
3,875 |
20 |
1,382.4 |
1,310.9 |
71.5 |
5.2% |
19.1 |
1.4% |
90% |
False |
False |
4,375 |
40 |
1,428.5 |
1,310.9 |
117.6 |
8.5% |
17.6 |
1.3% |
55% |
False |
False |
3,367 |
60 |
1,436.7 |
1,310.9 |
125.8 |
9.1% |
18.5 |
1.3% |
51% |
False |
False |
3,246 |
80 |
1,436.7 |
1,310.9 |
125.8 |
9.1% |
19.7 |
1.4% |
51% |
False |
False |
3,041 |
100 |
1,436.7 |
1,288.6 |
148.1 |
10.8% |
19.2 |
1.4% |
59% |
False |
False |
2,684 |
120 |
1,436.7 |
1,242.0 |
194.7 |
14.2% |
16.7 |
1.2% |
69% |
False |
False |
2,303 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,444.5 |
2.618 |
1,419.2 |
1.618 |
1,403.7 |
1.000 |
1,394.1 |
0.618 |
1,388.2 |
HIGH |
1,378.6 |
0.618 |
1,372.7 |
0.500 |
1,370.9 |
0.382 |
1,369.0 |
LOW |
1,363.1 |
0.618 |
1,353.5 |
1.000 |
1,347.6 |
1.618 |
1,338.0 |
2.618 |
1,322.5 |
4.250 |
1,297.2 |
|
|
Fisher Pivots for day following 15-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
1,374.0 |
1,372.8 |
PP |
1,372.4 |
1,370.0 |
S1 |
1,370.9 |
1,367.3 |
|