Trading Metrics calculated at close of trading on 17-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2011 |
17-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
1,321.00 |
1,328.00 |
7.00 |
0.5% |
1,301.50 |
High |
1,331.00 |
1,335.25 |
4.25 |
0.3% |
1,323.75 |
Low |
1,321.00 |
1,324.00 |
3.00 |
0.2% |
1,301.50 |
Close |
1,328.00 |
1,333.00 |
5.00 |
0.4% |
1,322.50 |
Range |
10.00 |
11.25 |
1.25 |
12.5% |
22.25 |
ATR |
12.24 |
12.17 |
-0.07 |
-0.6% |
0.00 |
Volume |
2,222 |
1,329 |
-893 |
-40.2% |
4,650 |
|
Daily Pivots for day following 17-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,364.50 |
1,360.00 |
1,339.25 |
|
R3 |
1,353.25 |
1,348.75 |
1,336.00 |
|
R2 |
1,342.00 |
1,342.00 |
1,335.00 |
|
R1 |
1,337.50 |
1,337.50 |
1,334.00 |
1,339.75 |
PP |
1,330.75 |
1,330.75 |
1,330.75 |
1,332.00 |
S1 |
1,326.25 |
1,326.25 |
1,332.00 |
1,328.50 |
S2 |
1,319.50 |
1,319.50 |
1,331.00 |
|
S3 |
1,308.25 |
1,315.00 |
1,330.00 |
|
S4 |
1,297.00 |
1,303.75 |
1,326.75 |
|
|
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 |
1,335.25 |
1,305.25 |
30.00 |
2.3% |
10.50 |
0.8% |
93% |
True |
False |
1,532 |
10 |
1,335.25 |
1,293.25 |
42.00 |
3.2% |
10.75 |
0.8% |
95% |
True |
False |
1,225 |
20 |
1,335.25 |
1,257.75 |
77.50 |
5.8% |
13.00 |
1.0% |
97% |
True |
False |
1,323 |
40 |
1,335.25 |
1,241.00 |
94.25 |
7.1% |
11.75 |
0.9% |
98% |
True |
False |
1,097 |
60 |
1,335.25 |
1,163.00 |
172.25 |
12.9% |
12.25 |
0.9% |
99% |
True |
False |
801 |
80 |
1,335.25 |
1,158.25 |
177.00 |
13.3% |
12.75 |
0.9% |
99% |
True |
False |
604 |
100 |
1,335.25 |
1,117.50 |
217.75 |
16.3% |
13.00 |
1.0% |
99% |
True |
False |
485 |
120 |
1,335.25 |
1,030.50 |
304.75 |
22.9% |
12.25 |
0.9% |
99% |
True |
False |
405 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,383.00 |
2.618 |
1,364.75 |
1.618 |
1,353.50 |
1.000 |
1,346.50 |
0.618 |
1,342.25 |
HIGH |
1,335.25 |
0.618 |
1,331.00 |
0.500 |
1,329.50 |
0.382 |
1,328.25 |
LOW |
1,324.00 |
0.618 |
1,317.00 |
1.000 |
1,312.75 |
1.618 |
1,305.75 |
2.618 |
1,294.50 |
4.250 |
1,276.25 |
|
|
Fisher Pivots for day following 17-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
1,332.00 |
1,330.75 |
PP |
1,330.75 |
1,328.50 |
S1 |
1,329.50 |
1,326.50 |
|