Trading Metrics calculated at close of trading on 23-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2011 |
23-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
1,395.1 |
1,397.8 |
2.7 |
0.2% |
1,357.8 |
High |
1,408.7 |
1,413.8 |
5.1 |
0.4% |
1,391.8 |
Low |
1,395.1 |
1,397.8 |
2.7 |
0.2% |
1,356.6 |
Close |
1,400.5 |
1,413.4 |
12.9 |
0.9% |
1,388.2 |
Range |
13.6 |
16.0 |
2.4 |
17.6% |
35.2 |
ATR |
16.7 |
16.7 |
-0.1 |
-0.3% |
0.0 |
Volume |
0 |
318 |
318 |
|
869 |
|
Daily Pivots for day following 23-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,456.3 |
1,450.9 |
1,422.2 |
|
R3 |
1,440.3 |
1,434.9 |
1,417.8 |
|
R2 |
1,424.3 |
1,424.3 |
1,416.3 |
|
R1 |
1,418.9 |
1,418.9 |
1,414.9 |
1,421.6 |
PP |
1,408.3 |
1,408.3 |
1,408.3 |
1,409.7 |
S1 |
1,402.9 |
1,402.9 |
1,411.9 |
1,405.6 |
S2 |
1,392.3 |
1,392.3 |
1,410.5 |
|
S3 |
1,376.3 |
1,386.9 |
1,409.0 |
|
S4 |
1,360.3 |
1,370.9 |
1,404.6 |
|
|
Weekly Pivots for week ending 18-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,484.5 |
1,471.5 |
1,407.6 |
|
R3 |
1,449.3 |
1,436.3 |
1,397.9 |
|
R2 |
1,414.1 |
1,414.1 |
1,394.7 |
|
R1 |
1,401.1 |
1,401.1 |
1,391.4 |
1,407.6 |
PP |
1,378.9 |
1,378.9 |
1,378.9 |
1,382.1 |
S1 |
1,365.9 |
1,365.9 |
1,385.0 |
1,372.4 |
S2 |
1,343.7 |
1,343.7 |
1,381.7 |
|
S3 |
1,308.5 |
1,330.7 |
1,378.5 |
|
S4 |
1,273.3 |
1,295.5 |
1,368.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,413.8 |
1,370.5 |
43.3 |
3.1% |
11.8 |
0.8% |
99% |
True |
False |
137 |
10 |
1,413.8 |
1,351.7 |
62.1 |
4.4% |
11.3 |
0.8% |
99% |
True |
False |
213 |
20 |
1,413.8 |
1,307.7 |
106.1 |
7.5% |
17.1 |
1.2% |
100% |
True |
False |
23,626 |
40 |
1,424.4 |
1,307.7 |
116.7 |
8.3% |
18.0 |
1.3% |
91% |
False |
False |
84,370 |
60 |
1,432.5 |
1,307.7 |
124.8 |
8.8% |
18.4 |
1.3% |
85% |
False |
False |
97,358 |
80 |
1,432.5 |
1,307.7 |
124.8 |
8.8% |
20.3 |
1.4% |
85% |
False |
False |
80,682 |
100 |
1,432.5 |
1,307.7 |
124.8 |
8.8% |
20.4 |
1.4% |
85% |
False |
False |
65,501 |
120 |
1,432.5 |
1,240.0 |
192.5 |
13.6% |
19.0 |
1.3% |
90% |
False |
False |
54,892 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,481.8 |
2.618 |
1,455.7 |
1.618 |
1,439.7 |
1.000 |
1,429.8 |
0.618 |
1,423.7 |
HIGH |
1,413.8 |
0.618 |
1,407.7 |
0.500 |
1,405.8 |
0.382 |
1,403.9 |
LOW |
1,397.8 |
0.618 |
1,387.9 |
1.000 |
1,381.8 |
1.618 |
1,371.9 |
2.618 |
1,355.9 |
4.250 |
1,329.8 |
|
|
Fisher Pivots for day following 23-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
1,410.9 |
1,408.2 |
PP |
1,408.3 |
1,403.0 |
S1 |
1,405.8 |
1,397.8 |
|