Trading Metrics calculated at close of trading on 15-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2011 |
15-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
1,322.00 |
1,322.75 |
0.75 |
0.1% |
1,301.50 |
High |
1,326.25 |
1,324.00 |
-2.25 |
-0.2% |
1,323.75 |
Low |
1,320.00 |
1,317.50 |
-2.50 |
-0.2% |
1,301.50 |
Close |
1,322.75 |
1,321.50 |
-1.25 |
-0.1% |
1,322.50 |
Range |
6.25 |
6.50 |
0.25 |
4.0% |
22.25 |
ATR |
12.87 |
12.41 |
-0.45 |
-3.5% |
0.00 |
Volume |
2,262 |
785 |
-1,477 |
-65.3% |
4,650 |
|
Daily Pivots for day following 15-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,340.50 |
1,337.50 |
1,325.00 |
|
R3 |
1,334.00 |
1,331.00 |
1,323.25 |
|
R2 |
1,327.50 |
1,327.50 |
1,322.75 |
|
R1 |
1,324.50 |
1,324.50 |
1,322.00 |
1,322.75 |
PP |
1,321.00 |
1,321.00 |
1,321.00 |
1,320.00 |
S1 |
1,318.00 |
1,318.00 |
1,321.00 |
1,316.25 |
S2 |
1,314.50 |
1,314.50 |
1,320.25 |
|
S3 |
1,308.00 |
1,311.50 |
1,319.75 |
|
S4 |
1,301.50 |
1,305.00 |
1,318.00 |
|
|
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% |
10.50 |
0.8% |
79% |
False |
False |
1,179 |
10 |
1,326.25 |
1,287.00 |
39.25 |
3.0% |
10.75 |
0.8% |
88% |
False |
False |
1,353 |
20 |
1,326.25 |
1,257.75 |
68.50 |
5.2% |
13.75 |
1.0% |
93% |
False |
False |
1,294 |
40 |
1,326.25 |
1,229.50 |
96.75 |
7.3% |
11.75 |
0.9% |
95% |
False |
False |
1,053 |
60 |
1,326.25 |
1,163.00 |
163.25 |
12.4% |
12.50 |
0.9% |
97% |
False |
False |
742 |
80 |
1,326.25 |
1,158.25 |
168.00 |
12.7% |
12.50 |
1.0% |
97% |
False |
False |
560 |
100 |
1,326.25 |
1,109.25 |
217.00 |
16.4% |
13.00 |
1.0% |
98% |
False |
False |
450 |
120 |
1,326.25 |
1,030.50 |
295.75 |
22.4% |
12.25 |
0.9% |
98% |
False |
False |
376 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,351.50 |
2.618 |
1,341.00 |
1.618 |
1,334.50 |
1.000 |
1,330.50 |
0.618 |
1,328.00 |
HIGH |
1,324.00 |
0.618 |
1,321.50 |
0.500 |
1,320.75 |
0.382 |
1,320.00 |
LOW |
1,317.50 |
0.618 |
1,313.50 |
1.000 |
1,311.00 |
1.618 |
1,307.00 |
2.618 |
1,300.50 |
4.250 |
1,290.00 |
|
|
Fisher Pivots for day following 15-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
1,321.25 |
1,319.50 |
PP |
1,321.00 |
1,317.75 |
S1 |
1,320.75 |
1,315.75 |
|