Trading Metrics calculated at close of trading on 16-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2011 |
16-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
1,368.9 |
1,375.8 |
6.9 |
0.5% |
1,347.4 |
High |
1,378.0 |
1,385.4 |
7.4 |
0.5% |
1,371.1 |
Low |
1,368.8 |
1,374.5 |
5.7 |
0.4% |
1,347.4 |
Close |
1,377.0 |
1,378.1 |
1.1 |
0.1% |
1,363.5 |
Range |
9.2 |
10.9 |
1.7 |
18.5% |
23.7 |
ATR |
16.1 |
15.7 |
-0.4 |
-2.3% |
0.0 |
Volume |
1,171 |
714 |
-457 |
-39.0% |
9,803 |
|
Daily Pivots for day following 16-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,412.0 |
1,406.0 |
1,384.1 |
|
R3 |
1,401.1 |
1,395.1 |
1,381.1 |
|
R2 |
1,390.2 |
1,390.2 |
1,380.1 |
|
R1 |
1,384.2 |
1,384.2 |
1,379.1 |
1,387.2 |
PP |
1,379.3 |
1,379.3 |
1,379.3 |
1,380.9 |
S1 |
1,373.3 |
1,373.3 |
1,377.1 |
1,376.3 |
S2 |
1,368.4 |
1,368.4 |
1,376.1 |
|
S3 |
1,357.5 |
1,362.4 |
1,375.1 |
|
S4 |
1,346.6 |
1,351.5 |
1,372.1 |
|
|
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 |
1,385.4 |
1,356.3 |
29.1 |
2.1% |
11.5 |
0.8% |
75% |
True |
False |
1,642 |
10 |
1,385.4 |
1,328.7 |
56.7 |
4.1% |
13.3 |
1.0% |
87% |
True |
False |
1,805 |
20 |
1,385.4 |
1,314.2 |
71.2 |
5.2% |
16.9 |
1.2% |
90% |
True |
False |
1,265 |
40 |
1,429.5 |
1,314.2 |
115.3 |
8.4% |
14.8 |
1.1% |
55% |
False |
False |
941 |
60 |
1,436.9 |
1,314.2 |
122.7 |
8.9% |
14.8 |
1.1% |
52% |
False |
False |
749 |
80 |
1,436.9 |
1,314.2 |
122.7 |
8.9% |
14.5 |
1.1% |
52% |
False |
False |
901 |
100 |
1,436.9 |
1,305.0 |
131.9 |
9.6% |
12.4 |
0.9% |
55% |
False |
False |
787 |
120 |
1,436.9 |
1,243.8 |
193.1 |
14.0% |
10.5 |
0.8% |
70% |
False |
False |
700 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,431.7 |
2.618 |
1,413.9 |
1.618 |
1,403.0 |
1.000 |
1,396.3 |
0.618 |
1,392.1 |
HIGH |
1,385.4 |
0.618 |
1,381.2 |
0.500 |
1,380.0 |
0.382 |
1,378.7 |
LOW |
1,374.5 |
0.618 |
1,367.8 |
1.000 |
1,363.6 |
1.618 |
1,356.9 |
2.618 |
1,346.0 |
4.250 |
1,328.2 |
|
|
Fisher Pivots for day following 16-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
1,380.0 |
1,376.0 |
PP |
1,379.3 |
1,373.8 |
S1 |
1,378.7 |
1,371.7 |
|