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 |
7,351.0 |
7,346.0 |
-5.0 |
-0.1% |
7,255.0 |
High |
7,380.5 |
7,422.0 |
41.5 |
0.6% |
7,422.0 |
Low |
7,300.0 |
7,310.0 |
10.0 |
0.1% |
7,243.0 |
Close |
7,363.0 |
7,408.5 |
45.5 |
0.6% |
7,408.5 |
Range |
80.5 |
112.0 |
31.5 |
39.1% |
179.0 |
ATR |
71.5 |
74.4 |
2.9 |
4.0% |
0.0 |
Volume |
770 |
2,236 |
1,466 |
190.4% |
4,616 |
|
Daily Pivots for day following 11-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,716.2 |
7,674.3 |
7,470.1 |
|
R3 |
7,604.2 |
7,562.3 |
7,439.3 |
|
R2 |
7,492.2 |
7,492.2 |
7,429.0 |
|
R1 |
7,450.3 |
7,450.3 |
7,418.8 |
7,471.3 |
PP |
7,380.2 |
7,380.2 |
7,380.2 |
7,390.6 |
S1 |
7,338.3 |
7,338.3 |
7,398.2 |
7,359.3 |
S2 |
7,268.2 |
7,268.2 |
7,388.0 |
|
S3 |
7,156.2 |
7,226.3 |
7,377.7 |
|
S4 |
7,044.2 |
7,114.3 |
7,346.9 |
|
|
Weekly Pivots for week ending 11-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,894.8 |
7,830.7 |
7,507.0 |
|
R3 |
7,715.8 |
7,651.7 |
7,457.7 |
|
R2 |
7,536.8 |
7,536.8 |
7,441.3 |
|
R1 |
7,472.7 |
7,472.7 |
7,424.9 |
7,504.8 |
PP |
7,357.8 |
7,357.8 |
7,357.8 |
7,373.9 |
S1 |
7,293.7 |
7,293.7 |
7,392.1 |
7,325.8 |
S2 |
7,178.8 |
7,178.8 |
7,375.7 |
|
S3 |
6,999.8 |
7,114.7 |
7,359.3 |
|
S4 |
6,820.8 |
6,935.7 |
7,310.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,422.0 |
7,243.0 |
179.0 |
2.4% |
71.6 |
1.0% |
92% |
True |
False |
923 |
10 |
7,422.0 |
7,070.0 |
352.0 |
4.8% |
67.3 |
0.9% |
96% |
True |
False |
659 |
20 |
7,422.0 |
7,040.0 |
382.0 |
5.2% |
68.3 |
0.9% |
96% |
True |
False |
544 |
40 |
7,422.0 |
6,867.5 |
554.5 |
7.5% |
68.3 |
0.9% |
98% |
True |
False |
667 |
60 |
7,422.0 |
6,700.0 |
722.0 |
9.7% |
73.0 |
1.0% |
98% |
True |
False |
904 |
80 |
7,422.0 |
6,602.5 |
819.5 |
11.1% |
69.7 |
0.9% |
98% |
True |
False |
736 |
100 |
7,422.0 |
6,158.0 |
1,264.0 |
17.1% |
70.0 |
0.9% |
99% |
True |
False |
644 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,898.0 |
2.618 |
7,715.2 |
1.618 |
7,603.2 |
1.000 |
7,534.0 |
0.618 |
7,491.2 |
HIGH |
7,422.0 |
0.618 |
7,379.2 |
0.500 |
7,366.0 |
0.382 |
7,352.8 |
LOW |
7,310.0 |
0.618 |
7,240.8 |
1.000 |
7,198.0 |
1.618 |
7,128.8 |
2.618 |
7,016.8 |
4.250 |
6,834.0 |
|
|
Fisher Pivots for day following 11-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
7,394.3 |
7,392.7 |
PP |
7,380.2 |
7,376.8 |
S1 |
7,366.0 |
7,361.0 |
|