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 |
12,239.66 |
12,227.78 |
-11.88 |
-0.1% |
12,092.38 |
High |
12,239.66 |
12,285.94 |
46.28 |
0.4% |
12,285.94 |
Low |
12,156.94 |
12,180.48 |
23.54 |
0.2% |
12,092.30 |
Close |
12,229.29 |
12,273.26 |
43.97 |
0.4% |
12,273.26 |
Range |
82.72 |
105.46 |
22.74 |
27.5% |
193.64 |
ATR |
87.93 |
89.18 |
1.25 |
1.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 11-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,562.94 |
12,523.56 |
12,331.26 |
|
R3 |
12,457.48 |
12,418.10 |
12,302.26 |
|
R2 |
12,352.02 |
12,352.02 |
12,292.59 |
|
R1 |
12,312.64 |
12,312.64 |
12,282.93 |
12,332.33 |
PP |
12,246.56 |
12,246.56 |
12,246.56 |
12,256.41 |
S1 |
12,207.18 |
12,207.18 |
12,263.59 |
12,226.87 |
S2 |
12,141.10 |
12,141.10 |
12,253.93 |
|
S3 |
12,035.64 |
12,101.72 |
12,244.26 |
|
S4 |
11,930.18 |
11,996.26 |
12,215.26 |
|
|
Weekly Pivots for week ending 11-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,798.09 |
12,729.31 |
12,379.76 |
|
R3 |
12,604.45 |
12,535.67 |
12,326.51 |
|
R2 |
12,410.81 |
12,410.81 |
12,308.76 |
|
R1 |
12,342.03 |
12,342.03 |
12,291.01 |
12,376.42 |
PP |
12,217.17 |
12,217.17 |
12,217.17 |
12,234.36 |
S1 |
12,148.39 |
12,148.39 |
12,255.51 |
12,182.78 |
S2 |
12,023.53 |
12,023.53 |
12,237.76 |
|
S3 |
11,829.89 |
11,954.75 |
12,220.01 |
|
S4 |
11,636.25 |
11,761.11 |
12,166.76 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,285.94 |
12,092.30 |
193.64 |
1.6% |
87.88 |
0.7% |
93% |
True |
False |
|
10 |
12,285.94 |
11,817.88 |
468.06 |
3.8% |
87.73 |
0.7% |
97% |
True |
False |
|
20 |
12,285.94 |
11,698.83 |
587.11 |
4.8% |
90.85 |
0.7% |
98% |
True |
False |
|
40 |
12,285.94 |
11,421.30 |
864.64 |
7.0% |
81.80 |
0.7% |
99% |
True |
False |
|
60 |
12,285.94 |
10,929.28 |
1,356.66 |
11.1% |
91.94 |
0.7% |
99% |
True |
False |
|
80 |
12,285.94 |
10,929.28 |
1,356.66 |
11.1% |
99.68 |
0.8% |
99% |
True |
False |
|
100 |
12,285.94 |
10,640.92 |
1,645.02 |
13.4% |
104.65 |
0.9% |
99% |
True |
False |
|
120 |
12,285.94 |
9,936.62 |
2,349.32 |
19.1% |
108.45 |
0.9% |
99% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,734.15 |
2.618 |
12,562.03 |
1.618 |
12,456.57 |
1.000 |
12,391.40 |
0.618 |
12,351.11 |
HIGH |
12,285.94 |
0.618 |
12,245.65 |
0.500 |
12,233.21 |
0.382 |
12,220.77 |
LOW |
12,180.48 |
0.618 |
12,115.31 |
1.000 |
12,075.02 |
1.618 |
12,009.85 |
2.618 |
11,904.39 |
4.250 |
11,732.28 |
|
|
Fisher Pivots for day following 11-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
12,259.91 |
12,255.99 |
PP |
12,246.56 |
12,238.71 |
S1 |
12,233.21 |
12,221.44 |
|