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 |
1,360.0 |
1,366.9 |
6.9 |
0.5% |
1,347.4 |
High |
1,369.9 |
1,371.1 |
1.2 |
0.1% |
1,371.1 |
Low |
1,356.3 |
1,357.5 |
1.2 |
0.1% |
1,347.4 |
Close |
1,365.6 |
1,363.5 |
-2.1 |
-0.2% |
1,363.5 |
Range |
13.6 |
13.6 |
0.0 |
0.0% |
23.7 |
ATR |
17.3 |
17.0 |
-0.3 |
-1.5% |
0.0 |
Volume |
2,204 |
1,222 |
-982 |
-44.6% |
9,803 |
|
Daily Pivots for day following 11-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,404.8 |
1,397.8 |
1,371.0 |
|
R3 |
1,391.2 |
1,384.2 |
1,367.2 |
|
R2 |
1,377.6 |
1,377.6 |
1,366.0 |
|
R1 |
1,370.6 |
1,370.6 |
1,364.7 |
1,367.3 |
PP |
1,364.0 |
1,364.0 |
1,364.0 |
1,362.4 |
S1 |
1,357.0 |
1,357.0 |
1,362.3 |
1,353.7 |
S2 |
1,350.4 |
1,350.4 |
1,361.0 |
|
S3 |
1,336.8 |
1,343.4 |
1,359.8 |
|
S4 |
1,323.2 |
1,329.8 |
1,356.0 |
|
|
Weekly Pivots for week ending 11-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,431.8 |
1,421.3 |
1,376.5 |
|
R3 |
1,408.1 |
1,397.6 |
1,370.0 |
|
R2 |
1,384.4 |
1,384.4 |
1,367.8 |
|
R1 |
1,373.9 |
1,373.9 |
1,365.7 |
1,379.2 |
PP |
1,360.7 |
1,360.7 |
1,360.7 |
1,363.3 |
S1 |
1,350.2 |
1,350.2 |
1,361.3 |
1,355.5 |
S2 |
1,337.0 |
1,337.0 |
1,359.2 |
|
S3 |
1,313.3 |
1,326.5 |
1,357.0 |
|
S4 |
1,289.6 |
1,302.8 |
1,350.5 |
|
|
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 |
1,347.4 |
23.7 |
1.7% |
11.8 |
0.9% |
68% |
True |
False |
1,960 |
10 |
1,371.1 |
1,328.2 |
42.9 |
3.1% |
15.4 |
1.1% |
82% |
True |
False |
1,516 |
20 |
1,383.8 |
1,314.2 |
69.6 |
5.1% |
17.6 |
1.3% |
71% |
False |
False |
1,255 |
40 |
1,429.5 |
1,314.2 |
115.3 |
8.5% |
14.7 |
1.1% |
43% |
False |
False |
846 |
60 |
1,436.9 |
1,314.2 |
122.7 |
9.0% |
14.9 |
1.1% |
40% |
False |
False |
691 |
80 |
1,436.9 |
1,314.2 |
122.7 |
9.0% |
14.3 |
1.1% |
40% |
False |
False |
844 |
100 |
1,436.9 |
1,296.1 |
140.8 |
10.3% |
12.2 |
0.9% |
48% |
False |
False |
751 |
120 |
1,436.9 |
1,238.8 |
198.1 |
14.5% |
10.3 |
0.8% |
63% |
False |
False |
667 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,428.9 |
2.618 |
1,406.7 |
1.618 |
1,393.1 |
1.000 |
1,384.7 |
0.618 |
1,379.5 |
HIGH |
1,371.1 |
0.618 |
1,365.9 |
0.500 |
1,364.3 |
0.382 |
1,362.7 |
LOW |
1,357.5 |
0.618 |
1,349.1 |
1.000 |
1,343.9 |
1.618 |
1,335.5 |
2.618 |
1,321.9 |
4.250 |
1,299.7 |
|
|
Fisher Pivots for day following 11-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
1,364.3 |
1,363.7 |
PP |
1,364.0 |
1,363.6 |
S1 |
1,363.8 |
1,363.6 |
|