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 |
1,342.25 |
1,314.00 |
-28.25 |
-2.1% |
1,326.00 |
High |
1,342.50 |
1,320.50 |
-22.00 |
-1.6% |
1,343.00 |
Low |
1,310.25 |
1,297.50 |
-12.75 |
-1.0% |
1,322.25 |
Close |
1,314.00 |
1,305.50 |
-8.50 |
-0.6% |
1,342.50 |
Range |
32.25 |
23.00 |
-9.25 |
-28.7% |
20.75 |
ATR |
13.71 |
14.37 |
0.66 |
4.8% |
0.00 |
Volume |
0 |
3,073,462 |
3,073,462 |
|
7,604,352 |
|
Daily Pivots for day following 23-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,376.75 |
1,364.25 |
1,318.25 |
|
R3 |
1,353.75 |
1,341.25 |
1,311.75 |
|
R2 |
1,330.75 |
1,330.75 |
1,309.75 |
|
R1 |
1,318.25 |
1,318.25 |
1,307.50 |
1,313.00 |
PP |
1,307.75 |
1,307.75 |
1,307.75 |
1,305.25 |
S1 |
1,295.25 |
1,295.25 |
1,303.50 |
1,290.00 |
S2 |
1,284.75 |
1,284.75 |
1,301.25 |
|
S3 |
1,261.75 |
1,272.25 |
1,299.25 |
|
S4 |
1,238.75 |
1,249.25 |
1,292.75 |
|
|
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 |
1,297.50 |
45.50 |
3.5% |
17.00 |
1.3% |
18% |
False |
True |
1,612,255 |
10 |
1,343.00 |
1,297.50 |
45.50 |
3.5% |
14.00 |
1.1% |
18% |
False |
True |
1,643,708 |
20 |
1,343.00 |
1,262.25 |
80.75 |
6.2% |
14.50 |
1.1% |
54% |
False |
False |
1,749,576 |
40 |
1,343.00 |
1,249.50 |
93.50 |
7.2% |
13.50 |
1.0% |
60% |
False |
False |
1,677,755 |
60 |
1,343.00 |
1,167.25 |
175.75 |
13.5% |
13.25 |
1.0% |
79% |
False |
False |
1,385,210 |
80 |
1,343.00 |
1,165.75 |
177.25 |
13.6% |
14.00 |
1.1% |
79% |
False |
False |
1,040,056 |
100 |
1,343.00 |
1,122.00 |
221.00 |
16.9% |
14.25 |
1.1% |
83% |
False |
False |
832,273 |
120 |
1,343.00 |
1,066.75 |
276.25 |
21.2% |
14.25 |
1.1% |
86% |
False |
False |
693,640 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,418.25 |
2.618 |
1,380.75 |
1.618 |
1,357.75 |
1.000 |
1,343.50 |
0.618 |
1,334.75 |
HIGH |
1,320.50 |
0.618 |
1,311.75 |
0.500 |
1,309.00 |
0.382 |
1,306.25 |
LOW |
1,297.50 |
0.618 |
1,283.25 |
1.000 |
1,274.50 |
1.618 |
1,260.25 |
2.618 |
1,237.25 |
4.250 |
1,199.75 |
|
|
Fisher Pivots for day following 23-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
1,309.00 |
1,320.25 |
PP |
1,307.75 |
1,315.25 |
S1 |
1,306.75 |
1,310.50 |
|