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 |
1,377.0 |
1,386.6 |
9.6 |
0.7% |
1,361.4 |
High |
1,386.9 |
1,393.9 |
7.0 |
0.5% |
1,393.9 |
Low |
1,376.2 |
1,383.5 |
7.3 |
0.5% |
1,356.0 |
Close |
1,386.6 |
1,390.1 |
3.5 |
0.3% |
1,390.1 |
Range |
10.7 |
10.4 |
-0.3 |
-2.8% |
37.9 |
ATR |
17.5 |
17.0 |
-0.5 |
-2.9% |
0.0 |
Volume |
1,291 |
1,250 |
-41 |
-3.2% |
10,236 |
|
Daily Pivots for day following 18-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,420.4 |
1,415.6 |
1,395.8 |
|
R3 |
1,410.0 |
1,405.2 |
1,393.0 |
|
R2 |
1,399.6 |
1,399.6 |
1,392.0 |
|
R1 |
1,394.8 |
1,394.8 |
1,391.1 |
1,397.2 |
PP |
1,389.2 |
1,389.2 |
1,389.2 |
1,390.4 |
S1 |
1,384.4 |
1,384.4 |
1,389.1 |
1,386.8 |
S2 |
1,378.8 |
1,378.8 |
1,388.2 |
|
S3 |
1,368.4 |
1,374.0 |
1,387.2 |
|
S4 |
1,358.0 |
1,363.6 |
1,384.4 |
|
|
Weekly Pivots for week ending 18-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,493.7 |
1,479.8 |
1,410.9 |
|
R3 |
1,455.8 |
1,441.9 |
1,400.5 |
|
R2 |
1,417.9 |
1,417.9 |
1,397.0 |
|
R1 |
1,404.0 |
1,404.0 |
1,393.6 |
1,411.0 |
PP |
1,380.0 |
1,380.0 |
1,380.0 |
1,383.5 |
S1 |
1,366.1 |
1,366.1 |
1,386.6 |
1,373.1 |
S2 |
1,342.1 |
1,342.1 |
1,383.2 |
|
S3 |
1,304.2 |
1,328.2 |
1,379.7 |
|
S4 |
1,266.3 |
1,290.3 |
1,369.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,393.9 |
1,356.0 |
37.9 |
2.7% |
12.7 |
0.9% |
90% |
True |
False |
2,047 |
10 |
1,393.9 |
1,346.0 |
47.9 |
3.4% |
13.1 |
0.9% |
92% |
True |
False |
2,291 |
20 |
1,393.9 |
1,310.9 |
83.0 |
6.0% |
18.3 |
1.3% |
95% |
True |
False |
3,794 |
40 |
1,428.5 |
1,310.9 |
117.6 |
8.5% |
17.9 |
1.3% |
67% |
False |
False |
3,361 |
60 |
1,436.7 |
1,310.9 |
125.8 |
9.0% |
18.0 |
1.3% |
63% |
False |
False |
3,151 |
80 |
1,436.7 |
1,310.9 |
125.8 |
9.0% |
19.7 |
1.4% |
63% |
False |
False |
3,033 |
100 |
1,436.7 |
1,305.0 |
131.7 |
9.5% |
19.2 |
1.4% |
65% |
False |
False |
2,717 |
120 |
1,436.7 |
1,248.8 |
187.9 |
13.5% |
17.0 |
1.2% |
75% |
False |
False |
2,335 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,438.1 |
2.618 |
1,421.1 |
1.618 |
1,410.7 |
1.000 |
1,404.3 |
0.618 |
1,400.3 |
HIGH |
1,393.9 |
0.618 |
1,389.9 |
0.500 |
1,388.7 |
0.382 |
1,387.5 |
LOW |
1,383.5 |
0.618 |
1,377.1 |
1.000 |
1,373.1 |
1.618 |
1,366.7 |
2.618 |
1,356.3 |
4.250 |
1,339.3 |
|
|
Fisher Pivots for day following 18-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
1,389.6 |
1,387.4 |
PP |
1,389.2 |
1,384.7 |
S1 |
1,388.7 |
1,382.0 |
|