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 |
7,310.5 |
7,283.0 |
-27.5 |
-0.4% |
7,408.5 |
High |
7,356.5 |
7,316.0 |
-40.5 |
-0.6% |
7,443.5 |
Low |
7,252.0 |
7,149.0 |
-103.0 |
-1.4% |
7,368.0 |
Close |
7,325.5 |
7,208.0 |
-117.5 |
-1.6% |
7,421.0 |
Range |
104.5 |
167.0 |
62.5 |
59.8% |
75.5 |
ATR |
78.9 |
85.9 |
7.0 |
8.8% |
0.0 |
Volume |
184,596 |
188,891 |
4,295 |
2.3% |
448,128 |
|
Daily Pivots for day following 23-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,725.3 |
7,633.7 |
7,299.9 |
|
R3 |
7,558.3 |
7,466.7 |
7,253.9 |
|
R2 |
7,391.3 |
7,391.3 |
7,238.6 |
|
R1 |
7,299.7 |
7,299.7 |
7,223.3 |
7,262.0 |
PP |
7,224.3 |
7,224.3 |
7,224.3 |
7,205.5 |
S1 |
7,132.7 |
7,132.7 |
7,192.7 |
7,095.0 |
S2 |
7,057.3 |
7,057.3 |
7,177.4 |
|
S3 |
6,890.3 |
6,965.7 |
7,162.1 |
|
S4 |
6,723.3 |
6,798.7 |
7,116.2 |
|
|
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 |
7,149.0 |
294.5 |
4.1% |
85.4 |
1.2% |
20% |
False |
True |
122,873 |
10 |
7,443.5 |
7,149.0 |
294.5 |
4.1% |
75.8 |
1.1% |
20% |
False |
True |
122,198 |
20 |
7,443.5 |
7,041.0 |
402.5 |
5.6% |
74.3 |
1.0% |
41% |
False |
False |
124,417 |
40 |
7,443.5 |
6,842.5 |
601.0 |
8.3% |
81.5 |
1.1% |
61% |
False |
False |
112,449 |
60 |
7,443.5 |
6,679.0 |
764.5 |
10.6% |
80.0 |
1.1% |
69% |
False |
False |
88,921 |
80 |
7,443.5 |
6,597.0 |
846.5 |
11.7% |
81.7 |
1.1% |
72% |
False |
False |
66,870 |
100 |
7,443.5 |
6,137.5 |
1,306.0 |
18.1% |
80.1 |
1.1% |
82% |
False |
False |
53,627 |
120 |
7,443.5 |
6,085.0 |
1,358.5 |
18.8% |
80.9 |
1.1% |
83% |
False |
False |
45,079 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,025.8 |
2.618 |
7,753.2 |
1.618 |
7,586.2 |
1.000 |
7,483.0 |
0.618 |
7,419.2 |
HIGH |
7,316.0 |
0.618 |
7,252.2 |
0.500 |
7,232.5 |
0.382 |
7,212.8 |
LOW |
7,149.0 |
0.618 |
7,045.8 |
1.000 |
6,982.0 |
1.618 |
6,878.8 |
2.618 |
6,711.8 |
4.250 |
6,439.3 |
|
|
Fisher Pivots for day following 23-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
7,232.5 |
7,289.8 |
PP |
7,224.3 |
7,262.5 |
S1 |
7,216.2 |
7,235.3 |
|