Trading Metrics calculated at close of trading on 18-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2011 |
18-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
12,287.72 |
12,318.67 |
30.95 |
0.3% |
12,266.83 |
High |
12,331.31 |
12,391.29 |
59.98 |
0.5% |
12,391.29 |
Low |
12,253.24 |
12,303.23 |
49.99 |
0.4% |
12,193.27 |
Close |
12,318.14 |
12,391.25 |
73.11 |
0.6% |
12,391.25 |
Range |
78.07 |
88.06 |
9.99 |
12.8% |
198.02 |
ATR |
84.33 |
84.59 |
0.27 |
0.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 18-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,626.10 |
12,596.74 |
12,439.68 |
|
R3 |
12,538.04 |
12,508.68 |
12,415.47 |
|
R2 |
12,449.98 |
12,449.98 |
12,407.39 |
|
R1 |
12,420.62 |
12,420.62 |
12,399.32 |
12,435.30 |
PP |
12,361.92 |
12,361.92 |
12,361.92 |
12,369.27 |
S1 |
12,332.56 |
12,332.56 |
12,383.18 |
12,347.24 |
S2 |
12,273.86 |
12,273.86 |
12,375.11 |
|
S3 |
12,185.80 |
12,244.50 |
12,367.03 |
|
S4 |
12,097.74 |
12,156.44 |
12,342.82 |
|
|
Weekly Pivots for week ending 18-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,919.33 |
12,853.31 |
12,500.16 |
|
R3 |
12,721.31 |
12,655.29 |
12,445.71 |
|
R2 |
12,523.29 |
12,523.29 |
12,427.55 |
|
R1 |
12,457.27 |
12,457.27 |
12,409.40 |
12,490.28 |
PP |
12,325.27 |
12,325.27 |
12,325.27 |
12,341.78 |
S1 |
12,259.25 |
12,259.25 |
12,373.10 |
12,292.26 |
S2 |
12,127.25 |
12,127.25 |
12,354.95 |
|
S3 |
11,929.23 |
12,061.23 |
12,336.79 |
|
S4 |
11,731.21 |
11,863.21 |
12,282.34 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,391.29 |
12,193.27 |
198.02 |
1.6% |
72.84 |
0.6% |
100% |
True |
False |
|
10 |
12,391.29 |
12,092.30 |
298.99 |
2.4% |
80.36 |
0.6% |
100% |
True |
False |
|
20 |
12,391.29 |
11,803.04 |
588.25 |
4.7% |
87.97 |
0.7% |
100% |
True |
False |
|
40 |
12,391.29 |
11,518.44 |
872.85 |
7.0% |
82.66 |
0.7% |
100% |
True |
False |
|
60 |
12,391.29 |
10,929.28 |
1,462.01 |
11.8% |
86.89 |
0.7% |
100% |
True |
False |
|
80 |
12,391.29 |
10,929.28 |
1,462.01 |
11.8% |
96.83 |
0.8% |
100% |
True |
False |
|
100 |
12,391.29 |
10,711.12 |
1,680.17 |
13.6% |
101.89 |
0.8% |
100% |
True |
False |
|
120 |
12,391.29 |
9,941.84 |
2,449.45 |
19.8% |
104.45 |
0.8% |
100% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,765.55 |
2.618 |
12,621.83 |
1.618 |
12,533.77 |
1.000 |
12,479.35 |
0.618 |
12,445.71 |
HIGH |
12,391.29 |
0.618 |
12,357.65 |
0.500 |
12,347.26 |
0.382 |
12,336.87 |
LOW |
12,303.23 |
0.618 |
12,248.81 |
1.000 |
12,215.17 |
1.618 |
12,160.75 |
2.618 |
12,072.69 |
4.250 |
11,928.98 |
|
|
Fisher Pivots for day following 18-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
12,376.59 |
12,362.68 |
PP |
12,361.92 |
12,334.11 |
S1 |
12,347.26 |
12,305.54 |
|