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 |
1,311.00 |
1,322.00 |
11.00 |
0.8% |
1,301.50 |
High |
1,323.75 |
1,326.25 |
2.50 |
0.2% |
1,323.75 |
Low |
1,305.25 |
1,320.00 |
14.75 |
1.1% |
1,301.50 |
Close |
1,322.50 |
1,322.75 |
0.25 |
0.0% |
1,322.50 |
Range |
18.50 |
6.25 |
-12.25 |
-66.2% |
22.25 |
ATR |
13.38 |
12.87 |
-0.51 |
-3.8% |
0.00 |
Volume |
1,062 |
2,262 |
1,200 |
113.0% |
4,650 |
|
Daily Pivots for day following 14-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,341.75 |
1,338.50 |
1,326.25 |
|
R3 |
1,335.50 |
1,332.25 |
1,324.50 |
|
R2 |
1,329.25 |
1,329.25 |
1,324.00 |
|
R1 |
1,326.00 |
1,326.00 |
1,323.25 |
1,327.50 |
PP |
1,323.00 |
1,323.00 |
1,323.00 |
1,323.75 |
S1 |
1,319.75 |
1,319.75 |
1,322.25 |
1,321.50 |
S2 |
1,316.75 |
1,316.75 |
1,321.50 |
|
S3 |
1,310.50 |
1,313.50 |
1,321.00 |
|
S4 |
1,304.25 |
1,307.25 |
1,319.25 |
|
|
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 |
1,326.25 |
1,304.00 |
22.25 |
1.7% |
11.00 |
0.8% |
84% |
True |
False |
1,175 |
10 |
1,326.25 |
1,276.75 |
49.50 |
3.7% |
12.50 |
0.9% |
93% |
True |
False |
1,341 |
20 |
1,326.25 |
1,257.75 |
68.50 |
5.2% |
14.00 |
1.1% |
95% |
True |
False |
1,331 |
40 |
1,326.25 |
1,229.50 |
96.75 |
7.3% |
11.75 |
0.9% |
96% |
True |
False |
1,040 |
60 |
1,326.25 |
1,163.00 |
163.25 |
12.3% |
12.75 |
1.0% |
98% |
True |
False |
729 |
80 |
1,326.25 |
1,157.75 |
168.50 |
12.7% |
12.75 |
1.0% |
98% |
True |
False |
550 |
100 |
1,326.25 |
1,107.75 |
218.50 |
16.5% |
13.25 |
1.0% |
98% |
True |
False |
442 |
120 |
1,326.25 |
1,030.50 |
295.75 |
22.4% |
12.00 |
0.9% |
99% |
True |
False |
370 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,352.75 |
2.618 |
1,342.50 |
1.618 |
1,336.25 |
1.000 |
1,332.50 |
0.618 |
1,330.00 |
HIGH |
1,326.25 |
0.618 |
1,323.75 |
0.500 |
1,323.00 |
0.382 |
1,322.50 |
LOW |
1,320.00 |
0.618 |
1,316.25 |
1.000 |
1,313.75 |
1.618 |
1,310.00 |
2.618 |
1,303.75 |
4.250 |
1,293.50 |
|
|
Fisher Pivots for day following 14-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
1,323.00 |
1,320.25 |
PP |
1,323.00 |
1,317.75 |
S1 |
1,323.00 |
1,315.00 |
|