Trading Metrics calculated at close of trading on 16-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2011 |
16-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
1,322.75 |
1,321.00 |
-1.75 |
-0.1% |
1,301.50 |
High |
1,324.00 |
1,331.00 |
7.00 |
0.5% |
1,323.75 |
Low |
1,317.50 |
1,321.00 |
3.50 |
0.3% |
1,301.50 |
Close |
1,321.50 |
1,328.00 |
6.50 |
0.5% |
1,322.50 |
Range |
6.50 |
10.00 |
3.50 |
53.8% |
22.25 |
ATR |
12.41 |
12.24 |
-0.17 |
-1.4% |
0.00 |
Volume |
785 |
2,222 |
1,437 |
183.1% |
4,650 |
|
Daily Pivots for day following 16-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,356.75 |
1,352.25 |
1,333.50 |
|
R3 |
1,346.75 |
1,342.25 |
1,330.75 |
|
R2 |
1,336.75 |
1,336.75 |
1,329.75 |
|
R1 |
1,332.25 |
1,332.25 |
1,329.00 |
1,334.50 |
PP |
1,326.75 |
1,326.75 |
1,326.75 |
1,327.75 |
S1 |
1,322.25 |
1,322.25 |
1,327.00 |
1,324.50 |
S2 |
1,316.75 |
1,316.75 |
1,326.25 |
|
S3 |
1,306.75 |
1,312.25 |
1,325.25 |
|
S4 |
1,296.75 |
1,302.25 |
1,322.50 |
|
|
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 |
1,331.00 |
1,304.00 |
27.00 |
2.0% |
10.50 |
0.8% |
89% |
True |
False |
1,401 |
10 |
1,331.00 |
1,287.00 |
44.00 |
3.3% |
11.00 |
0.8% |
93% |
True |
False |
1,430 |
20 |
1,331.00 |
1,257.75 |
73.25 |
5.5% |
13.00 |
1.0% |
96% |
True |
False |
1,278 |
40 |
1,331.00 |
1,236.50 |
94.50 |
7.1% |
11.75 |
0.9% |
97% |
True |
False |
1,086 |
60 |
1,331.00 |
1,163.00 |
168.00 |
12.7% |
12.50 |
0.9% |
98% |
True |
False |
779 |
80 |
1,331.00 |
1,158.25 |
172.75 |
13.0% |
12.75 |
1.0% |
98% |
True |
False |
588 |
100 |
1,331.00 |
1,117.50 |
213.50 |
16.1% |
13.00 |
1.0% |
99% |
True |
False |
472 |
120 |
1,331.00 |
1,030.50 |
300.50 |
22.6% |
12.25 |
0.9% |
99% |
True |
False |
394 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,373.50 |
2.618 |
1,357.25 |
1.618 |
1,347.25 |
1.000 |
1,341.00 |
0.618 |
1,337.25 |
HIGH |
1,331.00 |
0.618 |
1,327.25 |
0.500 |
1,326.00 |
0.382 |
1,324.75 |
LOW |
1,321.00 |
0.618 |
1,314.75 |
1.000 |
1,311.00 |
1.618 |
1,304.75 |
2.618 |
1,294.75 |
4.250 |
1,278.50 |
|
|
Fisher Pivots for day following 16-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
1,327.25 |
1,326.75 |
PP |
1,326.75 |
1,325.50 |
S1 |
1,326.00 |
1,324.25 |
|