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 |
10,565 |
10,465 |
-100 |
-0.9% |
10,850 |
High |
10,565 |
10,570 |
5 |
0.0% |
10,880 |
Low |
10,340 |
10,465 |
125 |
1.2% |
10,340 |
Close |
10,435 |
10,550 |
115 |
1.1% |
10,550 |
Range |
225 |
105 |
-120 |
-53.3% |
540 |
ATR |
149 |
148 |
-1 |
-0.7% |
0 |
Volume |
17,461 |
8,343 |
-9,118 |
-52.2% |
41,400 |
|
Daily Pivots for day following 25-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,843 |
10,802 |
10,608 |
|
R3 |
10,738 |
10,697 |
10,579 |
|
R2 |
10,633 |
10,633 |
10,569 |
|
R1 |
10,592 |
10,592 |
10,560 |
10,613 |
PP |
10,528 |
10,528 |
10,528 |
10,539 |
S1 |
10,487 |
10,487 |
10,541 |
10,508 |
S2 |
10,423 |
10,423 |
10,531 |
|
S3 |
10,318 |
10,382 |
10,521 |
|
S4 |
10,213 |
10,277 |
10,492 |
|
|
Weekly Pivots for week ending 25-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,210 |
11,920 |
10,847 |
|
R3 |
11,670 |
11,380 |
10,699 |
|
R2 |
11,130 |
11,130 |
10,649 |
|
R1 |
10,840 |
10,840 |
10,600 |
10,715 |
PP |
10,590 |
10,590 |
10,590 |
10,528 |
S1 |
10,300 |
10,300 |
10,501 |
10,175 |
S2 |
10,050 |
10,050 |
10,451 |
|
S3 |
9,510 |
9,760 |
10,402 |
|
S4 |
8,970 |
9,220 |
10,253 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,880 |
10,340 |
540 |
5.1% |
194 |
1.8% |
39% |
False |
False |
9,460 |
10 |
10,910 |
10,340 |
570 |
5.4% |
152 |
1.4% |
37% |
False |
False |
8,928 |
20 |
10,910 |
10,170 |
740 |
7.0% |
148 |
1.4% |
51% |
False |
False |
9,043 |
40 |
10,910 |
10,150 |
760 |
7.2% |
141 |
1.3% |
53% |
False |
False |
8,691 |
60 |
10,910 |
10,035 |
875 |
8.3% |
132 |
1.3% |
59% |
False |
False |
7,937 |
80 |
10,910 |
9,260 |
1,650 |
15.6% |
106 |
1.0% |
78% |
False |
False |
5,955 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,016 |
2.618 |
10,845 |
1.618 |
10,740 |
1.000 |
10,675 |
0.618 |
10,635 |
HIGH |
10,570 |
0.618 |
10,530 |
0.500 |
10,518 |
0.382 |
10,505 |
LOW |
10,465 |
0.618 |
10,400 |
1.000 |
10,360 |
1.618 |
10,295 |
2.618 |
10,190 |
4.250 |
10,019 |
|
|
Fisher Pivots for day following 25-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
10,539 |
10,535 |
PP |
10,528 |
10,520 |
S1 |
10,518 |
10,505 |
|