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 |
1,380.5 |
1,387.1 |
6.6 |
0.5% |
1,359.4 |
High |
1,388.0 |
1,394.6 |
6.6 |
0.5% |
1,394.6 |
Low |
1,380.5 |
1,385.6 |
5.1 |
0.4% |
1,358.0 |
Close |
1,388.0 |
1,391.5 |
3.5 |
0.3% |
1,391.5 |
Range |
7.5 |
9.0 |
1.5 |
20.0% |
36.6 |
ATR |
15.3 |
14.8 |
-0.4 |
-2.9% |
0.0 |
Volume |
1,495 |
1,183 |
-312 |
-20.9% |
7,464 |
|
Daily Pivots for day following 18-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,417.6 |
1,413.5 |
1,396.5 |
|
R3 |
1,408.6 |
1,404.5 |
1,394.0 |
|
R2 |
1,399.6 |
1,399.6 |
1,393.2 |
|
R1 |
1,395.5 |
1,395.5 |
1,392.3 |
1,397.6 |
PP |
1,390.6 |
1,390.6 |
1,390.6 |
1,391.6 |
S1 |
1,386.5 |
1,386.5 |
1,390.7 |
1,388.6 |
S2 |
1,381.6 |
1,381.6 |
1,389.9 |
|
S3 |
1,372.6 |
1,377.5 |
1,389.0 |
|
S4 |
1,363.6 |
1,368.5 |
1,386.6 |
|
|
Weekly Pivots for week ending 18-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,491.2 |
1,477.9 |
1,411.6 |
|
R3 |
1,454.6 |
1,441.3 |
1,401.6 |
|
R2 |
1,418.0 |
1,418.0 |
1,398.2 |
|
R1 |
1,404.7 |
1,404.7 |
1,394.9 |
1,411.4 |
PP |
1,381.4 |
1,381.4 |
1,381.4 |
1,384.7 |
S1 |
1,368.1 |
1,368.1 |
1,388.1 |
1,374.8 |
S2 |
1,344.8 |
1,344.8 |
1,384.8 |
|
S3 |
1,308.2 |
1,331.5 |
1,381.4 |
|
S4 |
1,271.6 |
1,294.9 |
1,371.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,394.6 |
1,358.0 |
36.6 |
2.6% |
9.4 |
0.7% |
92% |
True |
False |
1,492 |
10 |
1,394.6 |
1,347.4 |
47.2 |
3.4% |
10.6 |
0.8% |
93% |
True |
False |
1,726 |
20 |
1,394.6 |
1,314.2 |
80.4 |
5.8% |
16.1 |
1.2% |
96% |
True |
False |
1,334 |
40 |
1,429.5 |
1,314.2 |
115.3 |
8.3% |
15.0 |
1.1% |
67% |
False |
False |
997 |
60 |
1,436.9 |
1,314.2 |
122.7 |
8.8% |
14.4 |
1.0% |
63% |
False |
False |
786 |
80 |
1,436.9 |
1,314.2 |
122.7 |
8.8% |
14.7 |
1.1% |
63% |
False |
False |
925 |
100 |
1,436.9 |
1,312.0 |
124.9 |
9.0% |
12.5 |
0.9% |
64% |
False |
False |
810 |
120 |
1,436.9 |
1,245.0 |
191.9 |
13.8% |
10.7 |
0.8% |
76% |
False |
False |
714 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,432.9 |
2.618 |
1,418.2 |
1.618 |
1,409.2 |
1.000 |
1,403.6 |
0.618 |
1,400.2 |
HIGH |
1,394.6 |
0.618 |
1,391.2 |
0.500 |
1,390.1 |
0.382 |
1,389.0 |
LOW |
1,385.6 |
0.618 |
1,380.0 |
1.000 |
1,376.6 |
1.618 |
1,371.0 |
2.618 |
1,362.0 |
4.250 |
1,347.4 |
|
|
Fisher Pivots for day following 18-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
1,391.0 |
1,389.2 |
PP |
1,390.6 |
1,386.9 |
S1 |
1,390.1 |
1,384.6 |
|