Trading Metrics calculated at close of trading on 22-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2011 |
22-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
12,288 |
12,371 |
83 |
0.7% |
12,241 |
High |
12,379 |
12,376 |
-3 |
0.0% |
12,379 |
Low |
12,272 |
12,157 |
-115 |
-0.9% |
12,167 |
Close |
12,375 |
12,195 |
-180 |
-1.5% |
12,375 |
Range |
107 |
219 |
112 |
104.7% |
212 |
ATR |
98 |
107 |
9 |
8.8% |
0 |
Volume |
78,622 |
0 |
-78,622 |
-100.0% |
479,211 |
|
Daily Pivots for day following 22-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,900 |
12,766 |
12,316 |
|
R3 |
12,681 |
12,547 |
12,255 |
|
R2 |
12,462 |
12,462 |
12,235 |
|
R1 |
12,328 |
12,328 |
12,215 |
12,286 |
PP |
12,243 |
12,243 |
12,243 |
12,221 |
S1 |
12,109 |
12,109 |
12,175 |
12,067 |
S2 |
12,024 |
12,024 |
12,155 |
|
S3 |
11,805 |
11,890 |
12,135 |
|
S4 |
11,586 |
11,671 |
12,075 |
|
|
Weekly Pivots for week ending 18-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,943 |
12,871 |
12,492 |
|
R3 |
12,731 |
12,659 |
12,433 |
|
R2 |
12,519 |
12,519 |
12,414 |
|
R1 |
12,447 |
12,447 |
12,395 |
12,483 |
PP |
12,307 |
12,307 |
12,307 |
12,325 |
S1 |
12,235 |
12,235 |
12,356 |
12,271 |
S2 |
12,095 |
12,095 |
12,336 |
|
S3 |
11,883 |
12,023 |
12,317 |
|
S4 |
11,671 |
11,811 |
12,259 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,379 |
12,157 |
222 |
1.8% |
114 |
0.9% |
17% |
False |
True |
82,052 |
10 |
12,379 |
12,100 |
279 |
2.3% |
101 |
0.8% |
34% |
False |
False |
87,624 |
20 |
12,379 |
11,690 |
689 |
5.6% |
106 |
0.9% |
73% |
False |
False |
96,669 |
40 |
12,379 |
11,453 |
926 |
7.6% |
101 |
0.8% |
80% |
False |
False |
88,615 |
60 |
12,379 |
10,855 |
1,524 |
12.5% |
104 |
0.9% |
88% |
False |
False |
72,640 |
80 |
12,379 |
10,855 |
1,524 |
12.5% |
111 |
0.9% |
88% |
False |
False |
54,497 |
100 |
12,379 |
10,575 |
1,804 |
14.8% |
115 |
0.9% |
90% |
False |
False |
43,609 |
120 |
12,379 |
9,990 |
2,389 |
19.6% |
111 |
0.9% |
92% |
False |
False |
36,346 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,307 |
2.618 |
12,949 |
1.618 |
12,730 |
1.000 |
12,595 |
0.618 |
12,511 |
HIGH |
12,376 |
0.618 |
12,292 |
0.500 |
12,267 |
0.382 |
12,241 |
LOW |
12,157 |
0.618 |
12,022 |
1.000 |
11,938 |
1.618 |
11,803 |
2.618 |
11,584 |
4.250 |
11,226 |
|
|
Fisher Pivots for day following 22-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
12,267 |
12,268 |
PP |
12,243 |
12,244 |
S1 |
12,219 |
12,219 |
|