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 |
12,371 |
12,180 |
-191 |
-1.5% |
12,241 |
High |
12,376 |
12,236 |
-140 |
-1.1% |
12,379 |
Low |
12,157 |
12,045 |
-112 |
-0.9% |
12,167 |
Close |
12,195 |
12,094 |
-101 |
-0.8% |
12,375 |
Range |
219 |
191 |
-28 |
-12.8% |
212 |
ATR |
107 |
113 |
6 |
5.6% |
0 |
Volume |
0 |
158,122 |
158,122 |
|
479,211 |
|
Daily Pivots for day following 23-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,698 |
12,587 |
12,199 |
|
R3 |
12,507 |
12,396 |
12,147 |
|
R2 |
12,316 |
12,316 |
12,129 |
|
R1 |
12,205 |
12,205 |
12,112 |
12,165 |
PP |
12,125 |
12,125 |
12,125 |
12,105 |
S1 |
12,014 |
12,014 |
12,077 |
11,974 |
S2 |
11,934 |
11,934 |
12,059 |
|
S3 |
11,743 |
11,823 |
12,042 |
|
S4 |
11,552 |
11,632 |
11,989 |
|
|
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 |
12,045 |
334 |
2.8% |
139 |
1.1% |
15% |
False |
True |
92,477 |
10 |
12,379 |
12,045 |
334 |
2.8% |
111 |
0.9% |
15% |
False |
True |
95,217 |
20 |
12,379 |
11,690 |
689 |
5.7% |
111 |
0.9% |
59% |
False |
False |
97,903 |
40 |
12,379 |
11,467 |
912 |
7.5% |
105 |
0.9% |
69% |
False |
False |
91,726 |
60 |
12,379 |
10,855 |
1,524 |
12.6% |
105 |
0.9% |
81% |
False |
False |
75,274 |
80 |
12,379 |
10,855 |
1,524 |
12.6% |
112 |
0.9% |
81% |
False |
False |
56,472 |
100 |
12,379 |
10,575 |
1,804 |
14.9% |
115 |
1.0% |
84% |
False |
False |
45,190 |
120 |
12,379 |
10,119 |
2,260 |
18.7% |
111 |
0.9% |
87% |
False |
False |
37,664 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,048 |
2.618 |
12,736 |
1.618 |
12,545 |
1.000 |
12,427 |
0.618 |
12,354 |
HIGH |
12,236 |
0.618 |
12,163 |
0.500 |
12,141 |
0.382 |
12,118 |
LOW |
12,045 |
0.618 |
11,927 |
1.000 |
11,854 |
1.618 |
11,736 |
2.618 |
11,545 |
4.250 |
11,233 |
|
|
Fisher Pivots for day following 23-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
12,141 |
12,212 |
PP |
12,125 |
12,173 |
S1 |
12,110 |
12,133 |
|