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 |
12,266.83 |
12,266.75 |
-0.08 |
0.0% |
12,092.38 |
High |
12,276.21 |
12,267.66 |
-8.55 |
-0.1% |
12,285.94 |
Low |
12,235.91 |
12,193.27 |
-42.64 |
-0.3% |
12,092.30 |
Close |
12,268.19 |
12,226.64 |
-41.55 |
-0.3% |
12,273.26 |
Range |
40.30 |
74.39 |
34.09 |
84.6% |
193.64 |
ATR |
85.69 |
84.92 |
-0.77 |
-0.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 15-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,452.36 |
12,413.89 |
12,267.55 |
|
R3 |
12,377.97 |
12,339.50 |
12,247.10 |
|
R2 |
12,303.58 |
12,303.58 |
12,240.28 |
|
R1 |
12,265.11 |
12,265.11 |
12,233.46 |
12,247.15 |
PP |
12,229.19 |
12,229.19 |
12,229.19 |
12,220.21 |
S1 |
12,190.72 |
12,190.72 |
12,219.82 |
12,172.76 |
S2 |
12,154.80 |
12,154.80 |
12,213.00 |
|
S3 |
12,080.41 |
12,116.33 |
12,206.18 |
|
S4 |
12,006.02 |
12,041.94 |
12,185.73 |
|
|
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 |
12,156.94 |
129.00 |
1.1% |
73.78 |
0.6% |
54% |
False |
False |
|
10 |
12,285.94 |
11,981.05 |
304.89 |
2.5% |
75.96 |
0.6% |
81% |
False |
False |
|
20 |
12,285.94 |
11,744.77 |
541.17 |
4.4% |
87.78 |
0.7% |
89% |
False |
False |
|
40 |
12,285.94 |
11,442.68 |
843.26 |
6.9% |
81.03 |
0.7% |
93% |
False |
False |
|
60 |
12,285.94 |
10,929.28 |
1,356.66 |
11.1% |
89.84 |
0.7% |
96% |
False |
False |
|
80 |
12,285.94 |
10,929.28 |
1,356.66 |
11.1% |
97.00 |
0.8% |
96% |
False |
False |
|
100 |
12,285.94 |
10,664.31 |
1,621.63 |
13.3% |
103.62 |
0.8% |
96% |
False |
False |
|
120 |
12,285.94 |
9,936.62 |
2,349.32 |
19.2% |
106.56 |
0.9% |
97% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,583.82 |
2.618 |
12,462.41 |
1.618 |
12,388.02 |
1.000 |
12,342.05 |
0.618 |
12,313.63 |
HIGH |
12,267.66 |
0.618 |
12,239.24 |
0.500 |
12,230.47 |
0.382 |
12,221.69 |
LOW |
12,193.27 |
0.618 |
12,147.30 |
1.000 |
12,118.88 |
1.618 |
12,072.91 |
2.618 |
11,998.52 |
4.250 |
11,877.11 |
|
|
Fisher Pivots for day following 15-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
12,230.47 |
12,233.21 |
PP |
12,229.19 |
12,231.02 |
S1 |
12,227.92 |
12,228.83 |
|