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 |
12,180 |
12,096 |
-84 |
-0.7% |
12,241 |
High |
12,236 |
12,134 |
-102 |
-0.8% |
12,379 |
Low |
12,045 |
11,964 |
-81 |
-0.7% |
12,167 |
Close |
12,094 |
12,037 |
-57 |
-0.5% |
12,375 |
Range |
191 |
170 |
-21 |
-11.0% |
212 |
ATR |
113 |
117 |
4 |
3.6% |
0 |
Volume |
158,122 |
154,384 |
-3,738 |
-2.4% |
479,211 |
|
Daily Pivots for day following 24-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,555 |
12,466 |
12,131 |
|
R3 |
12,385 |
12,296 |
12,084 |
|
R2 |
12,215 |
12,215 |
12,068 |
|
R1 |
12,126 |
12,126 |
12,053 |
12,086 |
PP |
12,045 |
12,045 |
12,045 |
12,025 |
S1 |
11,956 |
11,956 |
12,022 |
11,916 |
S2 |
11,875 |
11,875 |
12,006 |
|
S3 |
11,705 |
11,786 |
11,990 |
|
S4 |
11,535 |
11,616 |
11,944 |
|
|
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 |
11,964 |
415 |
3.4% |
155 |
1.3% |
18% |
False |
True |
98,950 |
10 |
12,379 |
11,964 |
415 |
3.4% |
121 |
1.0% |
18% |
False |
True |
99,821 |
20 |
12,379 |
11,690 |
689 |
5.7% |
116 |
1.0% |
50% |
False |
False |
100,631 |
40 |
12,379 |
11,467 |
912 |
7.6% |
107 |
0.9% |
63% |
False |
False |
94,772 |
60 |
12,379 |
10,870 |
1,509 |
12.5% |
105 |
0.9% |
77% |
False |
False |
77,846 |
80 |
12,379 |
10,855 |
1,524 |
12.7% |
113 |
0.9% |
78% |
False |
False |
58,400 |
100 |
12,379 |
10,575 |
1,804 |
15.0% |
116 |
1.0% |
81% |
False |
False |
46,733 |
120 |
12,379 |
10,206 |
2,173 |
18.1% |
112 |
0.9% |
84% |
False |
False |
38,950 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,857 |
2.618 |
12,579 |
1.618 |
12,409 |
1.000 |
12,304 |
0.618 |
12,239 |
HIGH |
12,134 |
0.618 |
12,069 |
0.500 |
12,049 |
0.382 |
12,029 |
LOW |
11,964 |
0.618 |
11,859 |
1.000 |
11,794 |
1.618 |
11,689 |
2.618 |
11,519 |
4.250 |
11,242 |
|
|
Fisher Pivots for day following 24-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
12,049 |
12,170 |
PP |
12,045 |
12,126 |
S1 |
12,041 |
12,081 |
|