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 |
4,882.0 |
4,818.0 |
-64.0 |
-1.3% |
4,886.0 |
High |
4,893.0 |
4,840.0 |
-53.0 |
-1.1% |
4,922.0 |
Low |
4,838.0 |
4,805.0 |
-33.0 |
-0.7% |
4,883.0 |
Close |
4,846.0 |
4,829.0 |
-17.0 |
-0.4% |
4,922.0 |
Range |
55.0 |
35.0 |
-20.0 |
-36.4% |
39.0 |
ATR |
39.8 |
39.9 |
0.1 |
0.2% |
0.0 |
Volume |
38,861 |
32,757 |
-6,104 |
-15.7% |
120,789 |
|
Daily Pivots for day following 23-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,929.7 |
4,914.3 |
4,848.3 |
|
R3 |
4,894.7 |
4,879.3 |
4,838.6 |
|
R2 |
4,859.7 |
4,859.7 |
4,835.4 |
|
R1 |
4,844.3 |
4,844.3 |
4,832.2 |
4,852.0 |
PP |
4,824.7 |
4,824.7 |
4,824.7 |
4,828.5 |
S1 |
4,809.3 |
4,809.3 |
4,825.8 |
4,817.0 |
S2 |
4,789.7 |
4,789.7 |
4,822.6 |
|
S3 |
4,754.7 |
4,774.3 |
4,819.4 |
|
S4 |
4,719.7 |
4,739.3 |
4,809.8 |
|
|
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 |
4,805.0 |
117.0 |
2.4% |
35.2 |
0.7% |
21% |
False |
True |
29,816 |
10 |
4,922.0 |
4,805.0 |
117.0 |
2.4% |
31.3 |
0.6% |
21% |
False |
True |
27,510 |
20 |
4,922.0 |
4,688.0 |
234.0 |
4.8% |
32.6 |
0.7% |
60% |
False |
False |
27,118 |
40 |
4,922.0 |
4,674.0 |
248.0 |
5.1% |
39.2 |
0.8% |
63% |
False |
False |
23,672 |
60 |
4,922.0 |
4,567.0 |
355.0 |
7.4% |
36.2 |
0.7% |
74% |
False |
False |
21,032 |
80 |
4,922.0 |
4,552.0 |
370.0 |
7.7% |
27.7 |
0.6% |
75% |
False |
False |
15,780 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,988.8 |
2.618 |
4,931.6 |
1.618 |
4,896.6 |
1.000 |
4,875.0 |
0.618 |
4,861.6 |
HIGH |
4,840.0 |
0.618 |
4,826.6 |
0.500 |
4,822.5 |
0.382 |
4,818.4 |
LOW |
4,805.0 |
0.618 |
4,783.4 |
1.000 |
4,770.0 |
1.618 |
4,748.4 |
2.618 |
4,713.4 |
4.250 |
4,656.3 |
|
|
Fisher Pivots for day following 23-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
4,826.8 |
4,861.5 |
PP |
4,824.7 |
4,850.7 |
S1 |
4,822.5 |
4,839.8 |
|