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 |
1,375.3 |
1,377.0 |
1.7 |
0.1% |
1,348.0 |
High |
1,384.1 |
1,386.9 |
2.8 |
0.2% |
1,371.1 |
Low |
1,370.0 |
1,376.2 |
6.2 |
0.5% |
1,346.0 |
Close |
1,376.6 |
1,386.6 |
10.0 |
0.7% |
1,361.9 |
Range |
14.1 |
10.7 |
-3.4 |
-24.1% |
25.1 |
ATR |
18.1 |
17.5 |
-0.5 |
-2.9% |
0.0 |
Volume |
1,717 |
1,291 |
-426 |
-24.8% |
12,674 |
|
Daily Pivots for day following 17-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,415.3 |
1,411.7 |
1,392.5 |
|
R3 |
1,404.6 |
1,401.0 |
1,389.5 |
|
R2 |
1,393.9 |
1,393.9 |
1,388.6 |
|
R1 |
1,390.3 |
1,390.3 |
1,387.6 |
1,392.1 |
PP |
1,383.2 |
1,383.2 |
1,383.2 |
1,384.2 |
S1 |
1,379.6 |
1,379.6 |
1,385.6 |
1,381.4 |
S2 |
1,372.5 |
1,372.5 |
1,384.6 |
|
S3 |
1,361.8 |
1,368.9 |
1,383.7 |
|
S4 |
1,351.1 |
1,358.2 |
1,380.7 |
|
|
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 |
1,386.9 |
1,355.9 |
31.0 |
2.2% |
13.7 |
1.0% |
99% |
True |
False |
2,149 |
10 |
1,386.9 |
1,346.0 |
40.9 |
2.9% |
13.5 |
1.0% |
99% |
True |
False |
2,889 |
20 |
1,386.9 |
1,310.9 |
76.0 |
5.5% |
18.4 |
1.3% |
100% |
True |
False |
4,050 |
40 |
1,428.5 |
1,310.9 |
117.6 |
8.5% |
17.8 |
1.3% |
64% |
False |
False |
3,348 |
60 |
1,436.7 |
1,310.9 |
125.8 |
9.1% |
18.3 |
1.3% |
60% |
False |
False |
3,228 |
80 |
1,436.7 |
1,310.9 |
125.8 |
9.1% |
19.7 |
1.4% |
60% |
False |
False |
3,067 |
100 |
1,436.7 |
1,288.6 |
148.1 |
10.7% |
19.4 |
1.4% |
66% |
False |
False |
2,706 |
120 |
1,436.7 |
1,243.4 |
193.3 |
13.9% |
16.9 |
1.2% |
74% |
False |
False |
2,326 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,432.4 |
2.618 |
1,414.9 |
1.618 |
1,404.2 |
1.000 |
1,397.6 |
0.618 |
1,393.5 |
HIGH |
1,386.9 |
0.618 |
1,382.8 |
0.500 |
1,381.6 |
0.382 |
1,380.3 |
LOW |
1,376.2 |
0.618 |
1,369.6 |
1.000 |
1,365.5 |
1.618 |
1,358.9 |
2.618 |
1,348.2 |
4.250 |
1,330.7 |
|
|
Fisher Pivots for day following 17-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
1,384.9 |
1,382.7 |
PP |
1,383.2 |
1,378.9 |
S1 |
1,381.6 |
1,375.0 |
|