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 |
7,179.0 |
7,142.0 |
-37.0 |
-0.5% |
7,310.5 |
High |
7,182.5 |
7,203.5 |
21.0 |
0.3% |
7,356.5 |
Low |
7,083.5 |
7,131.5 |
48.0 |
0.7% |
7,083.5 |
Close |
7,135.0 |
7,185.5 |
50.5 |
0.7% |
7,185.5 |
Range |
99.0 |
72.0 |
-27.0 |
-27.3% |
273.0 |
ATR |
88.7 |
87.5 |
-1.2 |
-1.3% |
0.0 |
Volume |
191,323 |
118,181 |
-73,142 |
-38.2% |
682,991 |
|
Daily Pivots for day following 25-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,389.5 |
7,359.5 |
7,225.1 |
|
R3 |
7,317.5 |
7,287.5 |
7,205.3 |
|
R2 |
7,245.5 |
7,245.5 |
7,198.7 |
|
R1 |
7,215.5 |
7,215.5 |
7,192.1 |
7,230.5 |
PP |
7,173.5 |
7,173.5 |
7,173.5 |
7,181.0 |
S1 |
7,143.5 |
7,143.5 |
7,178.9 |
7,158.5 |
S2 |
7,101.5 |
7,101.5 |
7,172.3 |
|
S3 |
7,029.5 |
7,071.5 |
7,165.7 |
|
S4 |
6,957.5 |
6,999.5 |
7,145.9 |
|
|
Weekly Pivots for week ending 25-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,027.5 |
7,879.5 |
7,335.7 |
|
R3 |
7,754.5 |
7,606.5 |
7,260.6 |
|
R2 |
7,481.5 |
7,481.5 |
7,235.6 |
|
R1 |
7,333.5 |
7,333.5 |
7,210.5 |
7,271.0 |
PP |
7,208.5 |
7,208.5 |
7,208.5 |
7,177.3 |
S1 |
7,060.5 |
7,060.5 |
7,160.5 |
6,998.0 |
S2 |
6,935.5 |
6,935.5 |
7,135.5 |
|
S3 |
6,662.5 |
6,787.5 |
7,110.4 |
|
S4 |
6,389.5 |
6,514.5 |
7,035.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,430.5 |
7,083.5 |
347.0 |
4.8% |
97.9 |
1.4% |
29% |
False |
False |
136,598 |
10 |
7,443.5 |
7,083.5 |
360.0 |
5.0% |
80.4 |
1.1% |
28% |
False |
False |
126,623 |
20 |
7,443.5 |
7,041.0 |
402.5 |
5.6% |
75.8 |
1.1% |
36% |
False |
False |
126,881 |
40 |
7,443.5 |
6,842.5 |
601.0 |
8.4% |
84.1 |
1.2% |
57% |
False |
False |
118,139 |
60 |
7,443.5 |
6,748.0 |
695.5 |
9.7% |
77.7 |
1.1% |
63% |
False |
False |
94,050 |
80 |
7,443.5 |
6,630.0 |
813.5 |
11.3% |
81.7 |
1.1% |
68% |
False |
False |
70,734 |
100 |
7,443.5 |
6,250.0 |
1,193.5 |
16.6% |
79.4 |
1.1% |
78% |
False |
False |
56,713 |
120 |
7,443.5 |
6,085.0 |
1,358.5 |
18.9% |
81.9 |
1.1% |
81% |
False |
False |
47,656 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,509.5 |
2.618 |
7,392.0 |
1.618 |
7,320.0 |
1.000 |
7,275.5 |
0.618 |
7,248.0 |
HIGH |
7,203.5 |
0.618 |
7,176.0 |
0.500 |
7,167.5 |
0.382 |
7,159.0 |
LOW |
7,131.5 |
0.618 |
7,087.0 |
1.000 |
7,059.5 |
1.618 |
7,015.0 |
2.618 |
6,943.0 |
4.250 |
6,825.5 |
|
|
Fisher Pivots for day following 25-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
7,179.5 |
7,199.8 |
PP |
7,173.5 |
7,195.0 |
S1 |
7,167.5 |
7,190.3 |
|