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 |
7,346.0 |
7,429.0 |
83.0 |
1.1% |
7,255.0 |
High |
7,422.0 |
7,450.5 |
28.5 |
0.4% |
7,422.0 |
Low |
7,310.0 |
7,411.5 |
101.5 |
1.4% |
7,243.0 |
Close |
7,408.5 |
7,423.0 |
14.5 |
0.2% |
7,408.5 |
Range |
112.0 |
39.0 |
-73.0 |
-65.2% |
179.0 |
ATR |
74.4 |
72.1 |
-2.3 |
-3.1% |
0.0 |
Volume |
2,236 |
202 |
-2,034 |
-91.0% |
4,616 |
|
Daily Pivots for day following 14-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,545.3 |
7,523.2 |
7,444.5 |
|
R3 |
7,506.3 |
7,484.2 |
7,433.7 |
|
R2 |
7,467.3 |
7,467.3 |
7,430.2 |
|
R1 |
7,445.2 |
7,445.2 |
7,426.6 |
7,436.8 |
PP |
7,428.3 |
7,428.3 |
7,428.3 |
7,424.1 |
S1 |
7,406.2 |
7,406.2 |
7,419.4 |
7,397.8 |
S2 |
7,389.3 |
7,389.3 |
7,415.9 |
|
S3 |
7,350.3 |
7,367.2 |
7,412.3 |
|
S4 |
7,311.3 |
7,328.2 |
7,401.6 |
|
|
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 |
7,450.5 |
7,300.0 |
150.5 |
2.0% |
65.0 |
0.9% |
82% |
True |
False |
878 |
10 |
7,450.5 |
7,135.5 |
315.0 |
4.2% |
64.6 |
0.9% |
91% |
True |
False |
665 |
20 |
7,450.5 |
7,040.0 |
410.5 |
5.5% |
68.9 |
0.9% |
93% |
True |
False |
545 |
40 |
7,450.5 |
6,867.5 |
583.0 |
7.9% |
68.3 |
0.9% |
95% |
True |
False |
507 |
60 |
7,450.5 |
6,700.0 |
750.5 |
10.1% |
72.5 |
1.0% |
96% |
True |
False |
899 |
80 |
7,450.5 |
6,606.0 |
844.5 |
11.4% |
69.4 |
0.9% |
97% |
True |
False |
736 |
100 |
7,450.5 |
6,158.0 |
1,292.5 |
17.4% |
69.9 |
0.9% |
98% |
True |
False |
643 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,616.3 |
2.618 |
7,552.6 |
1.618 |
7,513.6 |
1.000 |
7,489.5 |
0.618 |
7,474.6 |
HIGH |
7,450.5 |
0.618 |
7,435.6 |
0.500 |
7,431.0 |
0.382 |
7,426.4 |
LOW |
7,411.5 |
0.618 |
7,387.4 |
1.000 |
7,372.5 |
1.618 |
7,348.4 |
2.618 |
7,309.4 |
4.250 |
7,245.8 |
|
|
Fisher Pivots for day following 14-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
7,431.0 |
7,407.1 |
PP |
7,428.3 |
7,391.2 |
S1 |
7,425.7 |
7,375.3 |
|