Trading Metrics calculated at close of trading on 28-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2011 |
28-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
4,783.0 |
4,843.0 |
60.0 |
1.3% |
4,913.0 |
High |
4,833.0 |
4,845.0 |
12.0 |
0.2% |
4,918.0 |
Low |
4,775.0 |
4,804.0 |
29.0 |
0.6% |
4,775.0 |
Close |
4,818.0 |
4,825.0 |
7.0 |
0.1% |
4,818.0 |
Range |
58.0 |
41.0 |
-17.0 |
-29.3% |
143.0 |
ATR |
41.4 |
41.4 |
0.0 |
-0.1% |
0.0 |
Volume |
34,430 |
29,321 |
-5,109 |
-14.8% |
171,353 |
|
Daily Pivots for day following 28-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,947.7 |
4,927.3 |
4,847.6 |
|
R3 |
4,906.7 |
4,886.3 |
4,836.3 |
|
R2 |
4,865.7 |
4,865.7 |
4,832.5 |
|
R1 |
4,845.3 |
4,845.3 |
4,828.8 |
4,835.0 |
PP |
4,824.7 |
4,824.7 |
4,824.7 |
4,819.5 |
S1 |
4,804.3 |
4,804.3 |
4,821.2 |
4,794.0 |
S2 |
4,783.7 |
4,783.7 |
4,817.5 |
|
S3 |
4,742.7 |
4,763.3 |
4,813.7 |
|
S4 |
4,701.7 |
4,722.3 |
4,802.5 |
|
|
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 |
4,893.0 |
4,775.0 |
118.0 |
2.4% |
44.2 |
0.9% |
42% |
False |
False |
32,941 |
10 |
4,922.0 |
4,775.0 |
147.0 |
3.0% |
35.5 |
0.7% |
34% |
False |
False |
29,331 |
20 |
4,922.0 |
4,719.0 |
203.0 |
4.2% |
32.9 |
0.7% |
52% |
False |
False |
27,793 |
40 |
4,922.0 |
4,674.0 |
248.0 |
5.1% |
40.0 |
0.8% |
61% |
False |
False |
25,259 |
60 |
4,922.0 |
4,573.0 |
349.0 |
7.2% |
37.0 |
0.8% |
72% |
False |
False |
22,577 |
80 |
4,922.0 |
4,552.0 |
370.0 |
7.7% |
29.3 |
0.6% |
74% |
False |
False |
16,944 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,019.3 |
2.618 |
4,952.3 |
1.618 |
4,911.3 |
1.000 |
4,886.0 |
0.618 |
4,870.3 |
HIGH |
4,845.0 |
0.618 |
4,829.3 |
0.500 |
4,824.5 |
0.382 |
4,819.7 |
LOW |
4,804.0 |
0.618 |
4,778.7 |
1.000 |
4,763.0 |
1.618 |
4,737.7 |
2.618 |
4,696.7 |
4.250 |
4,629.8 |
|
|
Fisher Pivots for day following 28-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
4,824.8 |
4,820.0 |
PP |
4,824.7 |
4,815.0 |
S1 |
4,824.5 |
4,810.0 |
|