Trading Metrics calculated at close of trading on 25-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2011 |
25-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
4,811.0 |
4,783.0 |
-28.0 |
-0.6% |
4,913.0 |
High |
4,818.0 |
4,833.0 |
15.0 |
0.3% |
4,918.0 |
Low |
4,786.0 |
4,775.0 |
-11.0 |
-0.2% |
4,775.0 |
Close |
4,792.0 |
4,818.0 |
26.0 |
0.5% |
4,818.0 |
Range |
32.0 |
58.0 |
26.0 |
81.3% |
143.0 |
ATR |
40.1 |
41.4 |
1.3 |
3.2% |
0.0 |
Volume |
29,337 |
34,430 |
5,093 |
17.4% |
171,353 |
|
Daily Pivots for day following 25-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,982.7 |
4,958.3 |
4,849.9 |
|
R3 |
4,924.7 |
4,900.3 |
4,834.0 |
|
R2 |
4,866.7 |
4,866.7 |
4,828.6 |
|
R1 |
4,842.3 |
4,842.3 |
4,823.3 |
4,854.5 |
PP |
4,808.7 |
4,808.7 |
4,808.7 |
4,814.8 |
S1 |
4,784.3 |
4,784.3 |
4,812.7 |
4,796.5 |
S2 |
4,750.7 |
4,750.7 |
4,807.4 |
|
S3 |
4,692.7 |
4,726.3 |
4,802.1 |
|
S4 |
4,634.7 |
4,668.3 |
4,786.1 |
|
|
Weekly Pivots for week ending 25-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,266.0 |
5,185.0 |
4,896.7 |
|
R3 |
5,123.0 |
5,042.0 |
4,857.3 |
|
R2 |
4,980.0 |
4,980.0 |
4,844.2 |
|
R1 |
4,899.0 |
4,899.0 |
4,831.1 |
4,868.0 |
PP |
4,837.0 |
4,837.0 |
4,837.0 |
4,821.5 |
S1 |
4,756.0 |
4,756.0 |
4,804.9 |
4,725.0 |
S2 |
4,694.0 |
4,694.0 |
4,791.8 |
|
S3 |
4,551.0 |
4,613.0 |
4,778.7 |
|
S4 |
4,408.0 |
4,470.0 |
4,739.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,918.0 |
4,775.0 |
143.0 |
3.0% |
47.0 |
1.0% |
30% |
False |
True |
34,270 |
10 |
4,922.0 |
4,775.0 |
147.0 |
3.1% |
35.0 |
0.7% |
29% |
False |
True |
29,214 |
20 |
4,922.0 |
4,688.0 |
234.0 |
4.9% |
33.1 |
0.7% |
56% |
False |
False |
27,944 |
40 |
4,922.0 |
4,674.0 |
248.0 |
5.1% |
39.4 |
0.8% |
58% |
False |
False |
24,779 |
60 |
4,922.0 |
4,573.0 |
349.0 |
7.2% |
36.5 |
0.8% |
70% |
False |
False |
22,092 |
80 |
4,922.0 |
4,552.0 |
370.0 |
7.7% |
28.8 |
0.6% |
72% |
False |
False |
16,578 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,079.5 |
2.618 |
4,984.8 |
1.618 |
4,926.8 |
1.000 |
4,891.0 |
0.618 |
4,868.8 |
HIGH |
4,833.0 |
0.618 |
4,810.8 |
0.500 |
4,804.0 |
0.382 |
4,797.2 |
LOW |
4,775.0 |
0.618 |
4,739.2 |
1.000 |
4,717.0 |
1.618 |
4,681.2 |
2.618 |
4,623.2 |
4.250 |
4,528.5 |
|
|
Fisher Pivots for day following 25-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
4,813.3 |
4,814.5 |
PP |
4,808.7 |
4,811.0 |
S1 |
4,804.0 |
4,807.5 |
|