Trading Metrics calculated at close of trading on 24-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2011 |
24-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
4,818.0 |
4,811.0 |
-7.0 |
-0.1% |
4,886.0 |
High |
4,840.0 |
4,818.0 |
-22.0 |
-0.5% |
4,922.0 |
Low |
4,805.0 |
4,786.0 |
-19.0 |
-0.4% |
4,883.0 |
Close |
4,829.0 |
4,792.0 |
-37.0 |
-0.8% |
4,922.0 |
Range |
35.0 |
32.0 |
-3.0 |
-8.6% |
39.0 |
ATR |
39.9 |
40.1 |
0.2 |
0.6% |
0.0 |
Volume |
32,757 |
29,337 |
-3,420 |
-10.4% |
120,789 |
|
Daily Pivots for day following 24-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,894.7 |
4,875.3 |
4,809.6 |
|
R3 |
4,862.7 |
4,843.3 |
4,800.8 |
|
R2 |
4,830.7 |
4,830.7 |
4,797.9 |
|
R1 |
4,811.3 |
4,811.3 |
4,794.9 |
4,805.0 |
PP |
4,798.7 |
4,798.7 |
4,798.7 |
4,795.5 |
S1 |
4,779.3 |
4,779.3 |
4,789.1 |
4,773.0 |
S2 |
4,766.7 |
4,766.7 |
4,786.1 |
|
S3 |
4,734.7 |
4,747.3 |
4,783.2 |
|
S4 |
4,702.7 |
4,715.3 |
4,774.4 |
|
|
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 |
4,786.0 |
136.0 |
2.8% |
39.2 |
0.8% |
4% |
False |
True |
31,504 |
10 |
4,922.0 |
4,786.0 |
136.0 |
2.8% |
32.7 |
0.7% |
4% |
False |
True |
28,044 |
20 |
4,922.0 |
4,688.0 |
234.0 |
4.9% |
33.2 |
0.7% |
44% |
False |
False |
27,702 |
40 |
4,922.0 |
4,674.0 |
248.0 |
5.2% |
39.0 |
0.8% |
48% |
False |
False |
24,222 |
60 |
4,922.0 |
4,567.0 |
355.0 |
7.4% |
36.5 |
0.8% |
63% |
False |
False |
21,519 |
80 |
4,922.0 |
4,552.0 |
370.0 |
7.7% |
28.1 |
0.6% |
65% |
False |
False |
16,147 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,954.0 |
2.618 |
4,901.8 |
1.618 |
4,869.8 |
1.000 |
4,850.0 |
0.618 |
4,837.8 |
HIGH |
4,818.0 |
0.618 |
4,805.8 |
0.500 |
4,802.0 |
0.382 |
4,798.2 |
LOW |
4,786.0 |
0.618 |
4,766.2 |
1.000 |
4,754.0 |
1.618 |
4,734.2 |
2.618 |
4,702.2 |
4.250 |
4,650.0 |
|
|
Fisher Pivots for day following 24-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
4,802.0 |
4,839.5 |
PP |
4,798.7 |
4,823.7 |
S1 |
4,795.3 |
4,807.8 |
|