Trading Metrics calculated at close of trading on 22-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2011 |
22-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
7,419.0 |
7,310.5 |
-108.5 |
-1.5% |
7,408.5 |
High |
7,430.5 |
7,356.5 |
-74.0 |
-1.0% |
7,443.5 |
Low |
7,383.5 |
7,252.0 |
-131.5 |
-1.8% |
7,368.0 |
Close |
7,421.0 |
7,325.5 |
-95.5 |
-1.3% |
7,421.0 |
Range |
47.0 |
104.5 |
57.5 |
122.3% |
75.5 |
ATR |
72.0 |
78.9 |
6.9 |
9.6% |
0.0 |
Volume |
0 |
184,596 |
184,596 |
|
448,128 |
|
Daily Pivots for day following 22-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,624.8 |
7,579.7 |
7,383.0 |
|
R3 |
7,520.3 |
7,475.2 |
7,354.2 |
|
R2 |
7,415.8 |
7,415.8 |
7,344.7 |
|
R1 |
7,370.7 |
7,370.7 |
7,335.1 |
7,393.3 |
PP |
7,311.3 |
7,311.3 |
7,311.3 |
7,322.6 |
S1 |
7,266.2 |
7,266.2 |
7,315.9 |
7,288.8 |
S2 |
7,206.8 |
7,206.8 |
7,306.3 |
|
S3 |
7,102.3 |
7,161.7 |
7,296.8 |
|
S4 |
6,997.8 |
7,057.2 |
7,268.0 |
|
|
Weekly Pivots for week ending 18-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,637.3 |
7,604.7 |
7,462.5 |
|
R3 |
7,561.8 |
7,529.2 |
7,441.8 |
|
R2 |
7,486.3 |
7,486.3 |
7,434.8 |
|
R1 |
7,453.7 |
7,453.7 |
7,427.9 |
7,470.0 |
PP |
7,410.8 |
7,410.8 |
7,410.8 |
7,419.0 |
S1 |
7,378.2 |
7,378.2 |
7,414.1 |
7,394.5 |
S2 |
7,335.3 |
7,335.3 |
7,407.2 |
|
S3 |
7,259.8 |
7,302.7 |
7,400.2 |
|
S4 |
7,184.3 |
7,227.2 |
7,379.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,443.5 |
7,252.0 |
191.5 |
2.6% |
61.0 |
0.8% |
38% |
False |
True |
107,211 |
10 |
7,443.5 |
7,252.0 |
191.5 |
2.6% |
65.4 |
0.9% |
38% |
False |
True |
115,504 |
20 |
7,443.5 |
7,041.0 |
402.5 |
5.5% |
69.0 |
0.9% |
71% |
False |
False |
121,939 |
40 |
7,443.5 |
6,842.5 |
601.0 |
8.2% |
81.5 |
1.1% |
80% |
False |
False |
109,262 |
60 |
7,443.5 |
6,679.0 |
764.5 |
10.4% |
78.8 |
1.1% |
85% |
False |
False |
85,781 |
80 |
7,443.5 |
6,597.0 |
846.5 |
11.6% |
80.3 |
1.1% |
86% |
False |
False |
64,516 |
100 |
7,443.5 |
6,137.5 |
1,306.0 |
17.8% |
79.5 |
1.1% |
91% |
False |
False |
51,741 |
120 |
7,443.5 |
6,085.0 |
1,358.5 |
18.5% |
80.3 |
1.1% |
91% |
False |
False |
43,507 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,800.6 |
2.618 |
7,630.1 |
1.618 |
7,525.6 |
1.000 |
7,461.0 |
0.618 |
7,421.1 |
HIGH |
7,356.5 |
0.618 |
7,316.6 |
0.500 |
7,304.3 |
0.382 |
7,291.9 |
LOW |
7,252.0 |
0.618 |
7,187.4 |
1.000 |
7,147.5 |
1.618 |
7,082.9 |
2.618 |
6,978.4 |
4.250 |
6,807.9 |
|
|
Fisher Pivots for day following 22-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
7,318.4 |
7,345.5 |
PP |
7,311.3 |
7,338.8 |
S1 |
7,304.3 |
7,332.2 |
|