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 |
7,283.0 |
7,179.0 |
-104.0 |
-1.4% |
7,408.5 |
High |
7,316.0 |
7,182.5 |
-133.5 |
-1.8% |
7,443.5 |
Low |
7,149.0 |
7,083.5 |
-65.5 |
-0.9% |
7,368.0 |
Close |
7,208.0 |
7,135.0 |
-73.0 |
-1.0% |
7,421.0 |
Range |
167.0 |
99.0 |
-68.0 |
-40.7% |
75.5 |
ATR |
85.9 |
88.7 |
2.8 |
3.2% |
0.0 |
Volume |
188,891 |
191,323 |
2,432 |
1.3% |
448,128 |
|
Daily Pivots for day following 24-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,430.7 |
7,381.8 |
7,189.5 |
|
R3 |
7,331.7 |
7,282.8 |
7,162.2 |
|
R2 |
7,232.7 |
7,232.7 |
7,153.2 |
|
R1 |
7,183.8 |
7,183.8 |
7,144.1 |
7,158.8 |
PP |
7,133.7 |
7,133.7 |
7,133.7 |
7,121.1 |
S1 |
7,084.8 |
7,084.8 |
7,125.9 |
7,059.8 |
S2 |
7,034.7 |
7,034.7 |
7,116.9 |
|
S3 |
6,935.7 |
6,985.8 |
7,107.8 |
|
S4 |
6,836.7 |
6,886.8 |
7,080.6 |
|
|
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 |
7,439.0 |
7,083.5 |
355.5 |
5.0% |
97.7 |
1.4% |
14% |
False |
True |
137,159 |
10 |
7,443.5 |
7,083.5 |
360.0 |
5.0% |
81.7 |
1.1% |
14% |
False |
True |
129,666 |
20 |
7,443.5 |
7,041.0 |
402.5 |
5.6% |
75.5 |
1.1% |
23% |
False |
False |
127,832 |
40 |
7,443.5 |
6,842.5 |
601.0 |
8.4% |
83.0 |
1.2% |
49% |
False |
False |
116,404 |
60 |
7,443.5 |
6,679.0 |
764.5 |
10.7% |
78.2 |
1.1% |
60% |
False |
False |
92,089 |
80 |
7,443.5 |
6,622.0 |
821.5 |
11.5% |
81.7 |
1.1% |
62% |
False |
False |
69,259 |
100 |
7,443.5 |
6,139.0 |
1,304.5 |
18.3% |
80.2 |
1.1% |
76% |
False |
False |
55,534 |
120 |
7,443.5 |
6,085.0 |
1,358.5 |
19.0% |
81.6 |
1.1% |
77% |
False |
False |
46,673 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,603.3 |
2.618 |
7,441.7 |
1.618 |
7,342.7 |
1.000 |
7,281.5 |
0.618 |
7,243.7 |
HIGH |
7,182.5 |
0.618 |
7,144.7 |
0.500 |
7,133.0 |
0.382 |
7,121.3 |
LOW |
7,083.5 |
0.618 |
7,022.3 |
1.000 |
6,984.5 |
1.618 |
6,923.3 |
2.618 |
6,824.3 |
4.250 |
6,662.8 |
|
|
Fisher Pivots for day following 24-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
7,134.3 |
7,220.0 |
PP |
7,133.7 |
7,191.7 |
S1 |
7,133.0 |
7,163.3 |
|