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 |
10,550 |
10,565 |
15 |
0.1% |
10,730 |
High |
10,670 |
10,565 |
-105 |
-1.0% |
10,910 |
Low |
10,450 |
10,340 |
-110 |
-1.1% |
10,680 |
Close |
10,560 |
10,435 |
-125 |
-1.2% |
10,855 |
Range |
220 |
225 |
5 |
2.3% |
230 |
ATR |
143 |
149 |
6 |
4.1% |
0 |
Volume |
15,596 |
17,461 |
1,865 |
12.0% |
39,572 |
|
Daily Pivots for day following 24-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,122 |
11,003 |
10,559 |
|
R3 |
10,897 |
10,778 |
10,497 |
|
R2 |
10,672 |
10,672 |
10,476 |
|
R1 |
10,553 |
10,553 |
10,456 |
10,500 |
PP |
10,447 |
10,447 |
10,447 |
10,420 |
S1 |
10,328 |
10,328 |
10,415 |
10,275 |
S2 |
10,222 |
10,222 |
10,394 |
|
S3 |
9,997 |
10,103 |
10,373 |
|
S4 |
9,772 |
9,878 |
10,311 |
|
|
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 |
10,895 |
10,340 |
555 |
5.3% |
188 |
1.8% |
17% |
False |
True |
8,989 |
10 |
10,910 |
10,340 |
570 |
5.5% |
155 |
1.5% |
17% |
False |
True |
9,158 |
20 |
10,910 |
10,170 |
740 |
7.1% |
148 |
1.4% |
36% |
False |
False |
9,194 |
40 |
10,910 |
10,150 |
760 |
7.3% |
140 |
1.3% |
38% |
False |
False |
8,568 |
60 |
10,910 |
9,905 |
1,005 |
9.6% |
132 |
1.3% |
53% |
False |
False |
7,798 |
80 |
10,910 |
9,175 |
1,735 |
16.6% |
105 |
1.0% |
73% |
False |
False |
5,851 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,521 |
2.618 |
11,154 |
1.618 |
10,929 |
1.000 |
10,790 |
0.618 |
10,704 |
HIGH |
10,565 |
0.618 |
10,479 |
0.500 |
10,453 |
0.382 |
10,426 |
LOW |
10,340 |
0.618 |
10,201 |
1.000 |
10,115 |
1.618 |
9,976 |
2.618 |
9,751 |
4.250 |
9,384 |
|
|
Fisher Pivots for day following 24-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
10,453 |
10,610 |
PP |
10,447 |
10,552 |
S1 |
10,441 |
10,493 |
|