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 |
7,142.0 |
7,179.5 |
37.5 |
0.5% |
7,310.5 |
High |
7,203.5 |
7,309.5 |
106.0 |
1.5% |
7,356.5 |
Low |
7,131.5 |
7,151.5 |
20.0 |
0.3% |
7,083.5 |
Close |
7,185.5 |
7,275.5 |
90.0 |
1.3% |
7,185.5 |
Range |
72.0 |
158.0 |
86.0 |
119.4% |
273.0 |
ATR |
87.5 |
92.5 |
5.0 |
5.8% |
0.0 |
Volume |
118,181 |
145,366 |
27,185 |
23.0% |
682,991 |
|
Daily Pivots for day following 28-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,719.5 |
7,655.5 |
7,362.4 |
|
R3 |
7,561.5 |
7,497.5 |
7,319.0 |
|
R2 |
7,403.5 |
7,403.5 |
7,304.5 |
|
R1 |
7,339.5 |
7,339.5 |
7,290.0 |
7,371.5 |
PP |
7,245.5 |
7,245.5 |
7,245.5 |
7,261.5 |
S1 |
7,181.5 |
7,181.5 |
7,261.0 |
7,213.5 |
S2 |
7,087.5 |
7,087.5 |
7,246.5 |
|
S3 |
6,929.5 |
7,023.5 |
7,232.1 |
|
S4 |
6,771.5 |
6,865.5 |
7,188.6 |
|
|
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 |
7,356.5 |
7,083.5 |
273.0 |
3.8% |
120.1 |
1.7% |
70% |
False |
False |
165,671 |
10 |
7,443.5 |
7,083.5 |
360.0 |
4.9% |
84.6 |
1.2% |
53% |
False |
False |
127,648 |
20 |
7,443.5 |
7,041.0 |
402.5 |
5.5% |
78.5 |
1.1% |
58% |
False |
False |
126,668 |
40 |
7,443.5 |
6,842.5 |
601.0 |
8.3% |
85.2 |
1.2% |
72% |
False |
False |
120,637 |
60 |
7,443.5 |
6,842.5 |
601.0 |
8.3% |
77.7 |
1.1% |
72% |
False |
False |
96,453 |
80 |
7,443.5 |
6,646.5 |
797.0 |
11.0% |
82.8 |
1.1% |
79% |
False |
False |
72,548 |
100 |
7,443.5 |
6,250.0 |
1,193.5 |
16.4% |
80.6 |
1.1% |
86% |
False |
False |
58,164 |
120 |
7,443.5 |
6,137.5 |
1,306.0 |
18.0% |
82.3 |
1.1% |
87% |
False |
False |
48,846 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,981.0 |
2.618 |
7,723.1 |
1.618 |
7,565.1 |
1.000 |
7,467.5 |
0.618 |
7,407.1 |
HIGH |
7,309.5 |
0.618 |
7,249.1 |
0.500 |
7,230.5 |
0.382 |
7,211.9 |
LOW |
7,151.5 |
0.618 |
7,053.9 |
1.000 |
6,993.5 |
1.618 |
6,895.9 |
2.618 |
6,737.9 |
4.250 |
6,480.0 |
|
|
Fisher Pivots for day following 28-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
7,260.5 |
7,249.2 |
PP |
7,245.5 |
7,222.8 |
S1 |
7,230.5 |
7,196.5 |
|