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 |
10,850 |
10,550 |
-300 |
-2.8% |
10,730 |
High |
10,880 |
10,670 |
-210 |
-1.9% |
10,910 |
Low |
10,510 |
10,450 |
-60 |
-0.6% |
10,680 |
Close |
10,535 |
10,560 |
25 |
0.2% |
10,855 |
Range |
370 |
220 |
-150 |
-40.5% |
230 |
ATR |
137 |
143 |
6 |
4.3% |
0 |
Volume |
0 |
15,596 |
15,596 |
|
39,572 |
|
Daily Pivots for day following 23-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,220 |
11,110 |
10,681 |
|
R3 |
11,000 |
10,890 |
10,621 |
|
R2 |
10,780 |
10,780 |
10,600 |
|
R1 |
10,670 |
10,670 |
10,580 |
10,725 |
PP |
10,560 |
10,560 |
10,560 |
10,588 |
S1 |
10,450 |
10,450 |
10,540 |
10,505 |
S2 |
10,340 |
10,340 |
10,520 |
|
S3 |
10,120 |
10,230 |
10,500 |
|
S4 |
9,900 |
10,010 |
10,439 |
|
|
Weekly Pivots for week ending 18-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,505 |
11,410 |
10,982 |
|
R3 |
11,275 |
11,180 |
10,918 |
|
R2 |
11,045 |
11,045 |
10,897 |
|
R1 |
10,950 |
10,950 |
10,876 |
10,998 |
PP |
10,815 |
10,815 |
10,815 |
10,839 |
S1 |
10,720 |
10,720 |
10,834 |
10,768 |
S2 |
10,585 |
10,585 |
10,813 |
|
S3 |
10,355 |
10,490 |
10,792 |
|
S4 |
10,125 |
10,260 |
10,729 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,910 |
10,450 |
460 |
4.4% |
175 |
1.7% |
24% |
False |
True |
7,217 |
10 |
10,910 |
10,450 |
460 |
4.4% |
146 |
1.4% |
24% |
False |
True |
8,197 |
20 |
10,910 |
10,170 |
740 |
7.0% |
140 |
1.3% |
53% |
False |
False |
8,641 |
40 |
10,910 |
10,150 |
760 |
7.2% |
137 |
1.3% |
54% |
False |
False |
8,223 |
60 |
10,910 |
9,905 |
1,005 |
9.5% |
131 |
1.2% |
65% |
False |
False |
7,508 |
80 |
10,910 |
9,175 |
1,735 |
16.4% |
102 |
1.0% |
80% |
False |
False |
5,633 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,605 |
2.618 |
11,246 |
1.618 |
11,026 |
1.000 |
10,890 |
0.618 |
10,806 |
HIGH |
10,670 |
0.618 |
10,586 |
0.500 |
10,560 |
0.382 |
10,534 |
LOW |
10,450 |
0.618 |
10,314 |
1.000 |
10,230 |
1.618 |
10,094 |
2.618 |
9,874 |
4.250 |
9,515 |
|
|
Fisher Pivots for day following 23-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
10,560 |
10,665 |
PP |
10,560 |
10,630 |
S1 |
10,560 |
10,595 |
|