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 |
1,337.75 |
1,342.25 |
4.50 |
0.3% |
1,326.00 |
High |
1,343.00 |
1,342.50 |
-0.50 |
0.0% |
1,343.00 |
Low |
1,335.00 |
1,310.25 |
-24.75 |
-1.9% |
1,322.25 |
Close |
1,342.50 |
1,314.00 |
-28.50 |
-2.1% |
1,342.50 |
Range |
8.00 |
32.25 |
24.25 |
303.1% |
20.75 |
ATR |
12.28 |
13.71 |
1.43 |
11.6% |
0.00 |
Volume |
1,511,791 |
0 |
-1,511,791 |
-100.0% |
7,604,352 |
|
Daily Pivots for day following 22-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,419.00 |
1,398.75 |
1,331.75 |
|
R3 |
1,386.75 |
1,366.50 |
1,322.75 |
|
R2 |
1,354.50 |
1,354.50 |
1,320.00 |
|
R1 |
1,334.25 |
1,334.25 |
1,317.00 |
1,328.25 |
PP |
1,322.25 |
1,322.25 |
1,322.25 |
1,319.25 |
S1 |
1,302.00 |
1,302.00 |
1,311.00 |
1,296.00 |
S2 |
1,290.00 |
1,290.00 |
1,308.00 |
|
S3 |
1,257.75 |
1,269.75 |
1,305.25 |
|
S4 |
1,225.50 |
1,237.50 |
1,296.25 |
|
|
Weekly Pivots for week ending 18-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,398.25 |
1,391.00 |
1,354.00 |
|
R3 |
1,377.50 |
1,370.25 |
1,348.25 |
|
R2 |
1,356.75 |
1,356.75 |
1,346.25 |
|
R1 |
1,349.50 |
1,349.50 |
1,344.50 |
1,353.00 |
PP |
1,336.00 |
1,336.00 |
1,336.00 |
1,337.75 |
S1 |
1,328.75 |
1,328.75 |
1,340.50 |
1,332.50 |
S2 |
1,315.25 |
1,315.25 |
1,338.75 |
|
S3 |
1,294.50 |
1,308.00 |
1,336.75 |
|
S4 |
1,273.75 |
1,287.25 |
1,331.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,343.00 |
1,310.25 |
32.75 |
2.5% |
13.75 |
1.1% |
11% |
False |
True |
1,286,999 |
10 |
1,343.00 |
1,308.50 |
34.50 |
2.6% |
12.50 |
1.0% |
16% |
False |
False |
1,481,317 |
20 |
1,343.00 |
1,262.25 |
80.75 |
6.1% |
14.00 |
1.1% |
64% |
False |
False |
1,713,917 |
40 |
1,343.00 |
1,245.50 |
97.50 |
7.4% |
13.00 |
1.0% |
70% |
False |
False |
1,615,770 |
60 |
1,343.00 |
1,167.25 |
175.75 |
13.4% |
13.00 |
1.0% |
83% |
False |
False |
1,334,228 |
80 |
1,343.00 |
1,165.75 |
177.25 |
13.5% |
13.75 |
1.0% |
84% |
False |
False |
1,001,647 |
100 |
1,343.00 |
1,122.00 |
221.00 |
16.8% |
14.25 |
1.1% |
87% |
False |
False |
801,542 |
120 |
1,343.00 |
1,041.00 |
302.00 |
23.0% |
14.50 |
1.1% |
90% |
False |
False |
668,028 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,479.50 |
2.618 |
1,427.00 |
1.618 |
1,394.75 |
1.000 |
1,374.75 |
0.618 |
1,362.50 |
HIGH |
1,342.50 |
0.618 |
1,330.25 |
0.500 |
1,326.50 |
0.382 |
1,322.50 |
LOW |
1,310.25 |
0.618 |
1,290.25 |
1.000 |
1,278.00 |
1.618 |
1,258.00 |
2.618 |
1,225.75 |
4.250 |
1,173.25 |
|
|
Fisher Pivots for day following 22-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
1,326.50 |
1,326.50 |
PP |
1,322.25 |
1,322.50 |
S1 |
1,318.00 |
1,318.25 |
|