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 |
1,305.75 |
1,302.50 |
-3.25 |
-0.2% |
1,342.25 |
High |
1,310.75 |
1,320.00 |
9.25 |
0.7% |
1,342.50 |
Low |
1,292.50 |
1,301.50 |
9.00 |
0.7% |
1,292.50 |
Close |
1,302.75 |
1,318.75 |
16.00 |
1.2% |
1,318.75 |
Range |
18.25 |
18.50 |
0.25 |
1.4% |
50.00 |
ATR |
14.65 |
14.92 |
0.28 |
1.9% |
0.00 |
Volume |
2,890,907 |
1,824,171 |
-1,066,736 |
-36.9% |
7,788,540 |
|
Daily Pivots for day following 25-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,369.00 |
1,362.25 |
1,329.00 |
|
R3 |
1,350.50 |
1,343.75 |
1,323.75 |
|
R2 |
1,332.00 |
1,332.00 |
1,322.25 |
|
R1 |
1,325.25 |
1,325.25 |
1,320.50 |
1,328.50 |
PP |
1,313.50 |
1,313.50 |
1,313.50 |
1,315.00 |
S1 |
1,306.75 |
1,306.75 |
1,317.00 |
1,310.00 |
S2 |
1,295.00 |
1,295.00 |
1,315.25 |
|
S3 |
1,276.50 |
1,288.25 |
1,313.75 |
|
S4 |
1,258.00 |
1,269.75 |
1,308.50 |
|
|
Weekly Pivots for week ending 25-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,468.00 |
1,443.25 |
1,346.25 |
|
R3 |
1,418.00 |
1,393.25 |
1,332.50 |
|
R2 |
1,368.00 |
1,368.00 |
1,328.00 |
|
R1 |
1,343.25 |
1,343.25 |
1,323.25 |
1,330.50 |
PP |
1,318.00 |
1,318.00 |
1,318.00 |
1,311.50 |
S1 |
1,293.25 |
1,293.25 |
1,314.25 |
1,280.50 |
S2 |
1,268.00 |
1,268.00 |
1,309.50 |
|
S3 |
1,218.00 |
1,243.25 |
1,305.00 |
|
S4 |
1,168.00 |
1,193.25 |
1,291.25 |
|
|
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 |
3.8% |
20.00 |
1.5% |
52% |
False |
False |
1,860,066 |
10 |
1,343.00 |
1,292.50 |
50.50 |
3.8% |
15.50 |
1.2% |
52% |
False |
False |
1,727,271 |
20 |
1,343.00 |
1,262.25 |
80.75 |
6.1% |
15.25 |
1.2% |
70% |
False |
False |
1,827,278 |
40 |
1,343.00 |
1,249.50 |
93.50 |
7.1% |
14.00 |
1.1% |
74% |
False |
False |
1,767,101 |
60 |
1,343.00 |
1,171.50 |
171.50 |
13.0% |
13.25 |
1.0% |
86% |
False |
False |
1,463,610 |
80 |
1,343.00 |
1,165.75 |
177.25 |
13.4% |
14.00 |
1.1% |
86% |
False |
False |
1,098,951 |
100 |
1,343.00 |
1,128.00 |
215.00 |
16.3% |
14.25 |
1.1% |
89% |
False |
False |
879,401 |
120 |
1,343.00 |
1,077.00 |
266.00 |
20.2% |
14.25 |
1.1% |
91% |
False |
False |
732,932 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,398.50 |
2.618 |
1,368.50 |
1.618 |
1,350.00 |
1.000 |
1,338.50 |
0.618 |
1,331.50 |
HIGH |
1,320.00 |
0.618 |
1,313.00 |
0.500 |
1,310.75 |
0.382 |
1,308.50 |
LOW |
1,301.50 |
0.618 |
1,290.00 |
1.000 |
1,283.00 |
1.618 |
1,271.50 |
2.618 |
1,253.00 |
4.250 |
1,223.00 |
|
|
Fisher Pivots for day following 25-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
1,316.00 |
1,314.75 |
PP |
1,313.50 |
1,310.50 |
S1 |
1,310.75 |
1,306.50 |
|