| 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 |
12,226 |
12,203 |
-23 |
-0.2% |
12,046 |
| High |
12,237 |
12,283 |
46 |
0.4% |
12,253 |
| Low |
12,167 |
12,194 |
27 |
0.2% |
12,035 |
| Close |
12,202 |
12,252 |
50 |
0.4% |
12,241 |
| Range |
70 |
89 |
19 |
27.1% |
218 |
| ATR |
99 |
98 |
-1 |
-0.7% |
0 |
| Volume |
105,995 |
122,021 |
16,026 |
15.1% |
475,437 |
|
| Daily Pivots for day following 16-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,510 |
12,470 |
12,301 |
|
| R3 |
12,421 |
12,381 |
12,277 |
|
| R2 |
12,332 |
12,332 |
12,268 |
|
| R1 |
12,292 |
12,292 |
12,260 |
12,312 |
| PP |
12,243 |
12,243 |
12,243 |
12,253 |
| S1 |
12,203 |
12,203 |
12,244 |
12,223 |
| S2 |
12,154 |
12,154 |
12,236 |
|
| S3 |
12,065 |
12,114 |
12,228 |
|
| S4 |
11,976 |
12,025 |
12,203 |
|
|
| Weekly Pivots for week ending 11-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,830 |
12,754 |
12,361 |
|
| R3 |
12,612 |
12,536 |
12,301 |
|
| R2 |
12,394 |
12,394 |
12,281 |
|
| R1 |
12,318 |
12,318 |
12,261 |
12,356 |
| PP |
12,176 |
12,176 |
12,176 |
12,196 |
| S1 |
12,100 |
12,100 |
12,221 |
12,138 |
| S2 |
11,958 |
11,958 |
12,201 |
|
| S3 |
11,740 |
11,882 |
12,181 |
|
| S4 |
11,522 |
11,664 |
12,121 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,283 |
12,121 |
162 |
1.3% |
87 |
0.7% |
81% |
True |
False |
100,693 |
| 10 |
12,283 |
11,933 |
350 |
2.9% |
88 |
0.7% |
91% |
True |
False |
95,107 |
| 20 |
12,283 |
11,690 |
593 |
4.8% |
103 |
0.8% |
95% |
True |
False |
102,898 |
| 40 |
12,283 |
11,402 |
881 |
7.2% |
95 |
0.8% |
96% |
True |
False |
87,207 |
| 60 |
12,283 |
10,855 |
1,428 |
11.7% |
106 |
0.9% |
98% |
True |
False |
69,606 |
| 80 |
12,283 |
10,855 |
1,428 |
11.7% |
110 |
0.9% |
98% |
True |
False |
52,221 |
| 100 |
12,283 |
10,575 |
1,708 |
13.9% |
115 |
0.9% |
98% |
True |
False |
41,788 |
| 120 |
12,283 |
9,808 |
2,475 |
20.2% |
111 |
0.9% |
99% |
True |
False |
34,827 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,661 |
|
2.618 |
12,516 |
|
1.618 |
12,427 |
|
1.000 |
12,372 |
|
0.618 |
12,338 |
|
HIGH |
12,283 |
|
0.618 |
12,249 |
|
0.500 |
12,239 |
|
0.382 |
12,228 |
|
LOW |
12,194 |
|
0.618 |
12,139 |
|
1.000 |
12,105 |
|
1.618 |
12,050 |
|
2.618 |
11,961 |
|
4.250 |
11,816 |
|
|
| Fisher Pivots for day following 16-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
12,248 |
12,243 |
| PP |
12,243 |
12,234 |
| S1 |
12,239 |
12,225 |
|