Trading Metrics calculated at close of trading on 28-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2011 |
28-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
10,465 |
10,550 |
85 |
0.8% |
10,850 |
High |
10,570 |
10,710 |
140 |
1.3% |
10,880 |
Low |
10,465 |
10,460 |
-5 |
0.0% |
10,340 |
Close |
10,550 |
10,685 |
135 |
1.3% |
10,550 |
Range |
105 |
250 |
145 |
138.1% |
540 |
ATR |
148 |
155 |
7 |
4.9% |
0 |
Volume |
8,343 |
10,075 |
1,732 |
20.8% |
41,400 |
|
Daily Pivots for day following 28-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,368 |
11,277 |
10,823 |
|
R3 |
11,118 |
11,027 |
10,754 |
|
R2 |
10,868 |
10,868 |
10,731 |
|
R1 |
10,777 |
10,777 |
10,708 |
10,823 |
PP |
10,618 |
10,618 |
10,618 |
10,641 |
S1 |
10,527 |
10,527 |
10,662 |
10,573 |
S2 |
10,368 |
10,368 |
10,639 |
|
S3 |
10,118 |
10,277 |
10,616 |
|
S4 |
9,868 |
10,027 |
10,548 |
|
|
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% |
234 |
2.2% |
64% |
False |
False |
10,295 |
10 |
10,910 |
10,340 |
570 |
5.3% |
162 |
1.5% |
61% |
False |
False |
9,104 |
20 |
10,910 |
10,170 |
740 |
6.9% |
146 |
1.4% |
70% |
False |
False |
8,922 |
40 |
10,910 |
10,150 |
760 |
7.1% |
143 |
1.3% |
70% |
False |
False |
8,799 |
60 |
10,910 |
10,140 |
770 |
7.2% |
133 |
1.2% |
71% |
False |
False |
8,103 |
80 |
10,910 |
9,335 |
1,575 |
14.7% |
110 |
1.0% |
86% |
False |
False |
6,081 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,773 |
2.618 |
11,365 |
1.618 |
11,115 |
1.000 |
10,960 |
0.618 |
10,865 |
HIGH |
10,710 |
0.618 |
10,615 |
0.500 |
10,585 |
0.382 |
10,556 |
LOW |
10,460 |
0.618 |
10,306 |
1.000 |
10,210 |
1.618 |
10,056 |
2.618 |
9,806 |
4.250 |
9,398 |
|
|
Fisher Pivots for day following 28-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
10,652 |
10,632 |
PP |
10,618 |
10,578 |
S1 |
10,585 |
10,525 |
|