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 |
12,266.75 |
12,219.79 |
-46.96 |
-0.4% |
12,092.38 |
High |
12,267.66 |
12,303.16 |
35.50 |
0.3% |
12,285.94 |
Low |
12,193.27 |
12,219.79 |
26.52 |
0.2% |
12,092.30 |
Close |
12,226.64 |
12,288.17 |
61.53 |
0.5% |
12,273.26 |
Range |
74.39 |
83.37 |
8.98 |
12.1% |
193.64 |
ATR |
84.92 |
84.81 |
-0.11 |
-0.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 16-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,520.48 |
12,487.70 |
12,334.02 |
|
R3 |
12,437.11 |
12,404.33 |
12,311.10 |
|
R2 |
12,353.74 |
12,353.74 |
12,303.45 |
|
R1 |
12,320.96 |
12,320.96 |
12,295.81 |
12,337.35 |
PP |
12,270.37 |
12,270.37 |
12,270.37 |
12,278.57 |
S1 |
12,237.59 |
12,237.59 |
12,280.53 |
12,253.98 |
S2 |
12,187.00 |
12,187.00 |
12,272.89 |
|
S3 |
12,103.63 |
12,154.22 |
12,265.24 |
|
S4 |
12,020.26 |
12,070.85 |
12,242.32 |
|
|
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 |
12,303.16 |
12,156.94 |
146.22 |
1.2% |
77.25 |
0.6% |
90% |
True |
False |
|
10 |
12,303.16 |
11,981.05 |
322.11 |
2.6% |
80.36 |
0.7% |
95% |
True |
False |
|
20 |
12,303.16 |
11,744.77 |
558.39 |
4.5% |
88.81 |
0.7% |
97% |
True |
False |
|
40 |
12,303.16 |
11,478.29 |
824.87 |
6.7% |
81.25 |
0.7% |
98% |
True |
False |
|
60 |
12,303.16 |
10,929.28 |
1,373.88 |
11.2% |
89.78 |
0.7% |
99% |
True |
False |
|
80 |
12,303.16 |
10,929.28 |
1,373.88 |
11.2% |
97.42 |
0.8% |
99% |
True |
False |
|
100 |
12,303.16 |
10,711.12 |
1,592.04 |
13.0% |
102.44 |
0.8% |
99% |
True |
False |
|
120 |
12,303.16 |
9,936.62 |
2,366.54 |
19.3% |
106.12 |
0.9% |
99% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,657.48 |
2.618 |
12,521.42 |
1.618 |
12,438.05 |
1.000 |
12,386.53 |
0.618 |
12,354.68 |
HIGH |
12,303.16 |
0.618 |
12,271.31 |
0.500 |
12,261.48 |
0.382 |
12,251.64 |
LOW |
12,219.79 |
0.618 |
12,168.27 |
1.000 |
12,136.42 |
1.618 |
12,084.90 |
2.618 |
12,001.53 |
4.250 |
11,865.47 |
|
|
Fisher Pivots for day following 16-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
12,279.27 |
12,274.85 |
PP |
12,270.37 |
12,261.53 |
S1 |
12,261.48 |
12,248.22 |
|