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 |
1,314.00 |
1,305.75 |
-8.25 |
-0.6% |
1,326.00 |
High |
1,320.50 |
1,310.75 |
-9.75 |
-0.7% |
1,343.00 |
Low |
1,297.50 |
1,292.50 |
-5.00 |
-0.4% |
1,322.25 |
Close |
1,305.50 |
1,302.75 |
-2.75 |
-0.2% |
1,342.50 |
Range |
23.00 |
18.25 |
-4.75 |
-20.7% |
20.75 |
ATR |
14.37 |
14.65 |
0.28 |
1.9% |
0.00 |
Volume |
3,073,462 |
2,890,907 |
-182,555 |
-5.9% |
7,604,352 |
|
Daily Pivots for day following 24-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,356.75 |
1,348.00 |
1,312.75 |
|
R3 |
1,338.50 |
1,329.75 |
1,307.75 |
|
R2 |
1,320.25 |
1,320.25 |
1,306.00 |
|
R1 |
1,311.50 |
1,311.50 |
1,304.50 |
1,306.75 |
PP |
1,302.00 |
1,302.00 |
1,302.00 |
1,299.50 |
S1 |
1,293.25 |
1,293.25 |
1,301.00 |
1,288.50 |
S2 |
1,283.75 |
1,283.75 |
1,299.50 |
|
S3 |
1,265.50 |
1,275.00 |
1,297.75 |
|
S4 |
1,247.25 |
1,256.75 |
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 |
1,292.50 |
50.50 |
3.9% |
18.50 |
1.4% |
20% |
False |
True |
1,830,625 |
10 |
1,343.00 |
1,292.50 |
50.50 |
3.9% |
14.75 |
1.1% |
20% |
False |
True |
1,750,327 |
20 |
1,343.00 |
1,262.25 |
80.75 |
6.2% |
15.00 |
1.1% |
50% |
False |
False |
1,813,684 |
40 |
1,343.00 |
1,249.50 |
93.50 |
7.2% |
13.75 |
1.1% |
57% |
False |
False |
1,736,183 |
60 |
1,343.00 |
1,167.75 |
175.25 |
13.5% |
13.00 |
1.0% |
77% |
False |
False |
1,433,352 |
80 |
1,343.00 |
1,165.75 |
177.25 |
13.6% |
14.00 |
1.1% |
77% |
False |
False |
1,076,154 |
100 |
1,343.00 |
1,122.00 |
221.00 |
17.0% |
14.25 |
1.1% |
82% |
False |
False |
861,163 |
120 |
1,343.00 |
1,076.75 |
266.25 |
20.4% |
14.25 |
1.1% |
85% |
False |
False |
717,730 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,388.25 |
2.618 |
1,358.50 |
1.618 |
1,340.25 |
1.000 |
1,329.00 |
0.618 |
1,322.00 |
HIGH |
1,310.75 |
0.618 |
1,303.75 |
0.500 |
1,301.50 |
0.382 |
1,299.50 |
LOW |
1,292.50 |
0.618 |
1,281.25 |
1.000 |
1,274.25 |
1.618 |
1,263.00 |
2.618 |
1,244.75 |
4.250 |
1,215.00 |
|
|
Fisher Pivots for day following 24-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
1,302.50 |
1,317.50 |
PP |
1,302.00 |
1,312.50 |
S1 |
1,301.50 |
1,307.75 |
|