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 |
1,313.75 |
1,311.00 |
-2.75 |
-0.2% |
1,301.50 |
High |
1,315.75 |
1,323.75 |
8.00 |
0.6% |
1,323.75 |
Low |
1,304.00 |
1,305.25 |
1.25 |
0.1% |
1,301.50 |
Close |
1,314.00 |
1,322.50 |
8.50 |
0.6% |
1,322.50 |
Range |
11.75 |
18.50 |
6.75 |
57.4% |
22.25 |
ATR |
12.98 |
13.38 |
0.39 |
3.0% |
0.00 |
Volume |
677 |
1,062 |
385 |
56.9% |
4,650 |
|
Daily Pivots for day following 11-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,372.75 |
1,366.00 |
1,332.75 |
|
R3 |
1,354.25 |
1,347.50 |
1,327.50 |
|
R2 |
1,335.75 |
1,335.75 |
1,326.00 |
|
R1 |
1,329.00 |
1,329.00 |
1,324.25 |
1,332.50 |
PP |
1,317.25 |
1,317.25 |
1,317.25 |
1,318.75 |
S1 |
1,310.50 |
1,310.50 |
1,320.75 |
1,314.00 |
S2 |
1,298.75 |
1,298.75 |
1,319.00 |
|
S3 |
1,280.25 |
1,292.00 |
1,317.50 |
|
S4 |
1,261.75 |
1,273.50 |
1,312.25 |
|
|
Weekly Pivots for week ending 11-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,382.75 |
1,374.75 |
1,334.75 |
|
R3 |
1,360.50 |
1,352.50 |
1,328.50 |
|
R2 |
1,338.25 |
1,338.25 |
1,326.50 |
|
R1 |
1,330.25 |
1,330.25 |
1,324.50 |
1,334.25 |
PP |
1,316.00 |
1,316.00 |
1,316.00 |
1,318.00 |
S1 |
1,308.00 |
1,308.00 |
1,320.50 |
1,312.00 |
S2 |
1,293.75 |
1,293.75 |
1,318.50 |
|
S3 |
1,271.50 |
1,285.75 |
1,316.50 |
|
S4 |
1,249.25 |
1,263.50 |
1,310.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,323.75 |
1,301.50 |
22.25 |
1.7% |
12.50 |
0.9% |
94% |
True |
False |
930 |
10 |
1,323.75 |
1,257.75 |
66.00 |
5.0% |
14.00 |
1.1% |
98% |
True |
False |
1,390 |
20 |
1,323.75 |
1,257.75 |
66.00 |
5.0% |
14.25 |
1.1% |
98% |
True |
False |
1,336 |
40 |
1,323.75 |
1,224.00 |
99.75 |
7.5% |
12.00 |
0.9% |
99% |
True |
False |
987 |
60 |
1,323.75 |
1,163.00 |
160.75 |
12.2% |
12.75 |
1.0% |
99% |
True |
False |
692 |
80 |
1,323.75 |
1,150.50 |
173.25 |
13.1% |
12.75 |
1.0% |
99% |
True |
False |
522 |
100 |
1,323.75 |
1,107.75 |
216.00 |
16.3% |
13.25 |
1.0% |
99% |
True |
False |
420 |
120 |
1,323.75 |
1,030.50 |
293.25 |
22.2% |
12.00 |
0.9% |
100% |
True |
False |
351 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,402.50 |
2.618 |
1,372.25 |
1.618 |
1,353.75 |
1.000 |
1,342.25 |
0.618 |
1,335.25 |
HIGH |
1,323.75 |
0.618 |
1,316.75 |
0.500 |
1,314.50 |
0.382 |
1,312.25 |
LOW |
1,305.25 |
0.618 |
1,293.75 |
1.000 |
1,286.75 |
1.618 |
1,275.25 |
2.618 |
1,256.75 |
4.250 |
1,226.50 |
|
|
Fisher Pivots for day following 11-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
1,319.75 |
1,319.50 |
PP |
1,317.25 |
1,316.75 |
S1 |
1,314.50 |
1,314.00 |
|