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 |
1,375.8 |
1,380.5 |
4.7 |
0.3% |
1,347.4 |
High |
1,385.4 |
1,388.0 |
2.6 |
0.2% |
1,371.1 |
Low |
1,374.5 |
1,380.5 |
6.0 |
0.4% |
1,347.4 |
Close |
1,378.1 |
1,388.0 |
9.9 |
0.7% |
1,363.5 |
Range |
10.9 |
7.5 |
-3.4 |
-31.2% |
23.7 |
ATR |
15.7 |
15.3 |
-0.4 |
-2.6% |
0.0 |
Volume |
714 |
1,495 |
781 |
109.4% |
9,803 |
|
Daily Pivots for day following 17-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,408.0 |
1,405.5 |
1,392.1 |
|
R3 |
1,400.5 |
1,398.0 |
1,390.1 |
|
R2 |
1,393.0 |
1,393.0 |
1,389.4 |
|
R1 |
1,390.5 |
1,390.5 |
1,388.7 |
1,391.8 |
PP |
1,385.5 |
1,385.5 |
1,385.5 |
1,386.1 |
S1 |
1,383.0 |
1,383.0 |
1,387.3 |
1,384.3 |
S2 |
1,378.0 |
1,378.0 |
1,386.6 |
|
S3 |
1,370.5 |
1,375.5 |
1,385.9 |
|
S4 |
1,363.0 |
1,368.0 |
1,383.9 |
|
|
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 |
1,388.0 |
1,357.5 |
30.5 |
2.2% |
10.3 |
0.7% |
100% |
True |
False |
1,500 |
10 |
1,388.0 |
1,347.4 |
40.6 |
2.9% |
11.0 |
0.8% |
100% |
True |
False |
1,823 |
20 |
1,388.0 |
1,314.2 |
73.8 |
5.3% |
16.0 |
1.2% |
100% |
True |
False |
1,313 |
40 |
1,429.5 |
1,314.2 |
115.3 |
8.3% |
14.8 |
1.1% |
64% |
False |
False |
969 |
60 |
1,436.9 |
1,314.2 |
122.7 |
8.8% |
14.6 |
1.1% |
60% |
False |
False |
771 |
80 |
1,436.9 |
1,314.2 |
122.7 |
8.8% |
14.6 |
1.1% |
60% |
False |
False |
919 |
100 |
1,436.9 |
1,312.0 |
124.9 |
9.0% |
12.5 |
0.9% |
61% |
False |
False |
799 |
120 |
1,436.9 |
1,244.8 |
192.1 |
13.8% |
10.6 |
0.8% |
75% |
False |
False |
712 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,419.9 |
2.618 |
1,407.6 |
1.618 |
1,400.1 |
1.000 |
1,395.5 |
0.618 |
1,392.6 |
HIGH |
1,388.0 |
0.618 |
1,385.1 |
0.500 |
1,384.3 |
0.382 |
1,383.4 |
LOW |
1,380.5 |
0.618 |
1,375.9 |
1.000 |
1,373.0 |
1.618 |
1,368.4 |
2.618 |
1,360.9 |
4.250 |
1,348.6 |
|
|
Fisher Pivots for day following 17-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
1,386.8 |
1,384.8 |
PP |
1,385.5 |
1,381.6 |
S1 |
1,384.3 |
1,378.4 |
|