Trading Metrics calculated at close of trading on 22-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2011 |
22-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
4,913.0 |
4,882.0 |
-31.0 |
-0.6% |
4,886.0 |
High |
4,918.0 |
4,893.0 |
-25.0 |
-0.5% |
4,922.0 |
Low |
4,863.0 |
4,838.0 |
-25.0 |
-0.5% |
4,883.0 |
Close |
4,895.0 |
4,846.0 |
-49.0 |
-1.0% |
4,922.0 |
Range |
55.0 |
55.0 |
0.0 |
0.0% |
39.0 |
ATR |
38.5 |
39.8 |
1.3 |
3.4% |
0.0 |
Volume |
35,968 |
38,861 |
2,893 |
8.0% |
120,789 |
|
Daily Pivots for day following 22-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,024.0 |
4,990.0 |
4,876.3 |
|
R3 |
4,969.0 |
4,935.0 |
4,861.1 |
|
R2 |
4,914.0 |
4,914.0 |
4,856.1 |
|
R1 |
4,880.0 |
4,880.0 |
4,851.0 |
4,869.5 |
PP |
4,859.0 |
4,859.0 |
4,859.0 |
4,853.8 |
S1 |
4,825.0 |
4,825.0 |
4,841.0 |
4,814.5 |
S2 |
4,804.0 |
4,804.0 |
4,835.9 |
|
S3 |
4,749.0 |
4,770.0 |
4,830.9 |
|
S4 |
4,694.0 |
4,715.0 |
4,815.8 |
|
|
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 |
4,838.0 |
84.0 |
1.7% |
33.0 |
0.7% |
10% |
False |
True |
28,318 |
10 |
4,922.0 |
4,838.0 |
84.0 |
1.7% |
31.1 |
0.6% |
10% |
False |
True |
27,254 |
20 |
4,922.0 |
4,688.0 |
234.0 |
4.8% |
32.7 |
0.7% |
68% |
False |
False |
26,722 |
40 |
4,922.0 |
4,674.0 |
248.0 |
5.1% |
39.4 |
0.8% |
69% |
False |
False |
23,252 |
60 |
4,922.0 |
4,567.0 |
355.0 |
7.3% |
35.9 |
0.7% |
79% |
False |
False |
20,486 |
80 |
4,922.0 |
4,552.0 |
370.0 |
7.6% |
27.3 |
0.6% |
79% |
False |
False |
15,371 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,126.8 |
2.618 |
5,037.0 |
1.618 |
4,982.0 |
1.000 |
4,948.0 |
0.618 |
4,927.0 |
HIGH |
4,893.0 |
0.618 |
4,872.0 |
0.500 |
4,865.5 |
0.382 |
4,859.0 |
LOW |
4,838.0 |
0.618 |
4,804.0 |
1.000 |
4,783.0 |
1.618 |
4,749.0 |
2.618 |
4,694.0 |
4.250 |
4,604.3 |
|
|
Fisher Pivots for day following 22-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
4,865.5 |
4,880.0 |
PP |
4,859.0 |
4,868.7 |
S1 |
4,852.5 |
4,857.3 |
|