Trading Metrics calculated at close of trading on 21-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2011 |
21-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
4,922.0 |
4,913.0 |
-9.0 |
-0.2% |
4,886.0 |
High |
4,922.0 |
4,918.0 |
-4.0 |
-0.1% |
4,922.0 |
Low |
4,903.0 |
4,863.0 |
-40.0 |
-0.8% |
4,883.0 |
Close |
4,922.0 |
4,895.0 |
-27.0 |
-0.5% |
4,922.0 |
Range |
19.0 |
55.0 |
36.0 |
189.5% |
39.0 |
ATR |
36.9 |
38.5 |
1.6 |
4.3% |
0.0 |
Volume |
20,600 |
35,968 |
15,368 |
74.6% |
120,789 |
|
Daily Pivots for day following 21-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,057.0 |
5,031.0 |
4,925.3 |
|
R3 |
5,002.0 |
4,976.0 |
4,910.1 |
|
R2 |
4,947.0 |
4,947.0 |
4,905.1 |
|
R1 |
4,921.0 |
4,921.0 |
4,900.0 |
4,906.5 |
PP |
4,892.0 |
4,892.0 |
4,892.0 |
4,884.8 |
S1 |
4,866.0 |
4,866.0 |
4,890.0 |
4,851.5 |
S2 |
4,837.0 |
4,837.0 |
4,884.9 |
|
S3 |
4,782.0 |
4,811.0 |
4,879.9 |
|
S4 |
4,727.0 |
4,756.0 |
4,864.8 |
|
|
Weekly Pivots for week ending 18-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,026.0 |
5,013.0 |
4,943.5 |
|
R3 |
4,987.0 |
4,974.0 |
4,932.7 |
|
R2 |
4,948.0 |
4,948.0 |
4,929.2 |
|
R1 |
4,935.0 |
4,935.0 |
4,925.6 |
4,941.5 |
PP |
4,909.0 |
4,909.0 |
4,909.0 |
4,912.3 |
S1 |
4,896.0 |
4,896.0 |
4,918.4 |
4,902.5 |
S2 |
4,870.0 |
4,870.0 |
4,914.9 |
|
S3 |
4,831.0 |
4,857.0 |
4,911.3 |
|
S4 |
4,792.0 |
4,818.0 |
4,900.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,922.0 |
4,863.0 |
59.0 |
1.2% |
26.8 |
0.5% |
54% |
False |
True |
25,720 |
10 |
4,922.0 |
4,847.0 |
75.0 |
1.5% |
27.8 |
0.6% |
64% |
False |
False |
25,637 |
20 |
4,922.0 |
4,688.0 |
234.0 |
4.8% |
32.2 |
0.7% |
88% |
False |
False |
25,908 |
40 |
4,922.0 |
4,674.0 |
248.0 |
5.1% |
38.5 |
0.8% |
89% |
False |
False |
22,591 |
60 |
4,922.0 |
4,552.0 |
370.0 |
7.6% |
35.0 |
0.7% |
93% |
False |
False |
19,840 |
80 |
4,922.0 |
4,552.0 |
370.0 |
7.6% |
26.6 |
0.5% |
93% |
False |
False |
14,885 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,151.8 |
2.618 |
5,062.0 |
1.618 |
5,007.0 |
1.000 |
4,973.0 |
0.618 |
4,952.0 |
HIGH |
4,918.0 |
0.618 |
4,897.0 |
0.500 |
4,890.5 |
0.382 |
4,884.0 |
LOW |
4,863.0 |
0.618 |
4,829.0 |
1.000 |
4,808.0 |
1.618 |
4,774.0 |
2.618 |
4,719.0 |
4.250 |
4,629.3 |
|
|
Fisher Pivots for day following 21-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
4,893.5 |
4,894.2 |
PP |
4,892.0 |
4,893.3 |
S1 |
4,890.5 |
4,892.5 |
|