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 |
12,227.78 |
12,266.83 |
39.05 |
0.3% |
12,092.38 |
High |
12,285.94 |
12,276.21 |
-9.73 |
-0.1% |
12,285.94 |
Low |
12,180.48 |
12,235.91 |
55.43 |
0.5% |
12,092.30 |
Close |
12,273.26 |
12,268.19 |
-5.07 |
0.0% |
12,273.26 |
Range |
105.46 |
40.30 |
-65.16 |
-61.8% |
193.64 |
ATR |
89.18 |
85.69 |
-3.49 |
-3.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 14-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,381.00 |
12,364.90 |
12,290.36 |
|
R3 |
12,340.70 |
12,324.60 |
12,279.27 |
|
R2 |
12,300.40 |
12,300.40 |
12,275.58 |
|
R1 |
12,284.30 |
12,284.30 |
12,271.88 |
12,292.35 |
PP |
12,260.10 |
12,260.10 |
12,260.10 |
12,264.13 |
S1 |
12,244.00 |
12,244.00 |
12,264.50 |
12,252.05 |
S2 |
12,219.80 |
12,219.80 |
12,260.80 |
|
S3 |
12,179.50 |
12,203.70 |
12,257.11 |
|
S4 |
12,139.20 |
12,163.40 |
12,246.03 |
|
|
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 |
12,150.05 |
135.89 |
1.1% |
76.65 |
0.6% |
87% |
False |
False |
|
10 |
12,285.94 |
11,892.50 |
393.44 |
3.2% |
84.35 |
0.7% |
95% |
False |
False |
|
20 |
12,285.94 |
11,744.77 |
541.17 |
4.4% |
88.10 |
0.7% |
97% |
False |
False |
|
40 |
12,285.94 |
11,442.68 |
843.26 |
6.9% |
80.47 |
0.7% |
98% |
False |
False |
|
60 |
12,285.94 |
10,929.28 |
1,356.66 |
11.1% |
91.76 |
0.7% |
99% |
False |
False |
|
80 |
12,285.94 |
10,929.28 |
1,356.66 |
11.1% |
97.91 |
0.8% |
99% |
False |
False |
|
100 |
12,285.94 |
10,640.92 |
1,645.02 |
13.4% |
104.09 |
0.8% |
99% |
False |
False |
|
120 |
12,285.94 |
9,936.62 |
2,349.32 |
19.1% |
107.27 |
0.9% |
99% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,447.49 |
2.618 |
12,381.72 |
1.618 |
12,341.42 |
1.000 |
12,316.51 |
0.618 |
12,301.12 |
HIGH |
12,276.21 |
0.618 |
12,260.82 |
0.500 |
12,256.06 |
0.382 |
12,251.30 |
LOW |
12,235.91 |
0.618 |
12,211.00 |
1.000 |
12,195.61 |
1.618 |
12,170.70 |
2.618 |
12,130.40 |
4.250 |
12,064.64 |
|
|
Fisher Pivots for day following 14-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
12,264.15 |
12,252.61 |
PP |
12,260.10 |
12,237.02 |
S1 |
12,256.06 |
12,221.44 |
|