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 |
1,366.9 |
1,359.4 |
-7.5 |
-0.5% |
1,347.4 |
High |
1,371.1 |
1,368.2 |
-2.9 |
-0.2% |
1,371.1 |
Low |
1,357.5 |
1,358.0 |
0.5 |
0.0% |
1,347.4 |
Close |
1,363.5 |
1,368.2 |
4.7 |
0.3% |
1,363.5 |
Range |
13.6 |
10.2 |
-3.4 |
-25.0% |
23.7 |
ATR |
17.0 |
16.6 |
-0.5 |
-2.9% |
0.0 |
Volume |
1,222 |
2,901 |
1,679 |
137.4% |
9,803 |
|
Daily Pivots for day following 14-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,395.4 |
1,392.0 |
1,373.8 |
|
R3 |
1,385.2 |
1,381.8 |
1,371.0 |
|
R2 |
1,375.0 |
1,375.0 |
1,370.1 |
|
R1 |
1,371.6 |
1,371.6 |
1,369.1 |
1,373.3 |
PP |
1,364.8 |
1,364.8 |
1,364.8 |
1,365.7 |
S1 |
1,361.4 |
1,361.4 |
1,367.3 |
1,363.1 |
S2 |
1,354.6 |
1,354.6 |
1,366.3 |
|
S3 |
1,344.4 |
1,351.2 |
1,365.4 |
|
S4 |
1,334.2 |
1,341.0 |
1,362.6 |
|
|
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 |
1,351.8 |
19.3 |
1.4% |
12.1 |
0.9% |
85% |
False |
False |
2,110 |
10 |
1,371.1 |
1,328.7 |
42.4 |
3.1% |
14.5 |
1.1% |
93% |
False |
False |
1,754 |
20 |
1,383.8 |
1,314.2 |
69.6 |
5.1% |
17.1 |
1.3% |
78% |
False |
False |
1,350 |
40 |
1,429.5 |
1,314.2 |
115.3 |
8.4% |
14.4 |
1.1% |
47% |
False |
False |
908 |
60 |
1,436.9 |
1,314.2 |
122.7 |
9.0% |
14.9 |
1.1% |
44% |
False |
False |
736 |
80 |
1,436.9 |
1,314.2 |
122.7 |
9.0% |
14.4 |
1.0% |
44% |
False |
False |
879 |
100 |
1,436.9 |
1,296.1 |
140.8 |
10.3% |
12.3 |
0.9% |
51% |
False |
False |
778 |
120 |
1,436.9 |
1,243.6 |
193.3 |
14.1% |
10.4 |
0.8% |
64% |
False |
False |
691 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,411.6 |
2.618 |
1,394.9 |
1.618 |
1,384.7 |
1.000 |
1,378.4 |
0.618 |
1,374.5 |
HIGH |
1,368.2 |
0.618 |
1,364.3 |
0.500 |
1,363.1 |
0.382 |
1,361.9 |
LOW |
1,358.0 |
0.618 |
1,351.7 |
1.000 |
1,347.8 |
1.618 |
1,341.5 |
2.618 |
1,331.3 |
4.250 |
1,314.7 |
|
|
Fisher Pivots for day following 14-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
1,366.5 |
1,366.7 |
PP |
1,364.8 |
1,365.2 |
S1 |
1,363.1 |
1,363.7 |
|