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 |
12,096 |
12,033 |
-63 |
-0.5% |
12,371 |
High |
12,134 |
12,140 |
6 |
0.0% |
12,376 |
Low |
11,964 |
12,012 |
48 |
0.4% |
11,964 |
Close |
12,037 |
12,110 |
73 |
0.6% |
12,110 |
Range |
170 |
128 |
-42 |
-24.7% |
412 |
ATR |
117 |
118 |
1 |
0.7% |
0 |
Volume |
154,384 |
89,786 |
-64,598 |
-41.8% |
402,292 |
|
Daily Pivots for day following 25-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,471 |
12,419 |
12,181 |
|
R3 |
12,343 |
12,291 |
12,145 |
|
R2 |
12,215 |
12,215 |
12,134 |
|
R1 |
12,163 |
12,163 |
12,122 |
12,189 |
PP |
12,087 |
12,087 |
12,087 |
12,101 |
S1 |
12,035 |
12,035 |
12,098 |
12,061 |
S2 |
11,959 |
11,959 |
12,087 |
|
S3 |
11,831 |
11,907 |
12,075 |
|
S4 |
11,703 |
11,779 |
12,040 |
|
|
Weekly Pivots for week ending 25-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,386 |
13,160 |
12,337 |
|
R3 |
12,974 |
12,748 |
12,223 |
|
R2 |
12,562 |
12,562 |
12,186 |
|
R1 |
12,336 |
12,336 |
12,148 |
12,243 |
PP |
12,150 |
12,150 |
12,150 |
12,104 |
S1 |
11,924 |
11,924 |
12,072 |
11,831 |
S2 |
11,738 |
11,738 |
12,035 |
|
S3 |
11,326 |
11,512 |
11,997 |
|
S4 |
10,914 |
11,100 |
11,884 |
|
|
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% |
163 |
1.3% |
35% |
False |
False |
96,182 |
10 |
12,379 |
11,964 |
415 |
3.4% |
124 |
1.0% |
35% |
False |
False |
97,205 |
20 |
12,379 |
11,690 |
689 |
5.7% |
119 |
1.0% |
61% |
False |
False |
100,562 |
40 |
12,379 |
11,467 |
912 |
7.5% |
109 |
0.9% |
71% |
False |
False |
96,257 |
60 |
12,379 |
10,909 |
1,470 |
12.1% |
105 |
0.9% |
82% |
False |
False |
79,340 |
80 |
12,379 |
10,855 |
1,524 |
12.6% |
112 |
0.9% |
82% |
False |
False |
59,522 |
100 |
12,379 |
10,633 |
1,746 |
14.4% |
116 |
1.0% |
85% |
False |
False |
47,630 |
120 |
12,379 |
10,206 |
2,173 |
17.9% |
113 |
0.9% |
88% |
False |
False |
39,698 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,684 |
2.618 |
12,475 |
1.618 |
12,347 |
1.000 |
12,268 |
0.618 |
12,219 |
HIGH |
12,140 |
0.618 |
12,091 |
0.500 |
12,076 |
0.382 |
12,061 |
LOW |
12,012 |
0.618 |
11,933 |
1.000 |
11,884 |
1.618 |
11,805 |
2.618 |
11,677 |
4.250 |
11,468 |
|
|
Fisher Pivots for day following 25-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
12,099 |
12,107 |
PP |
12,087 |
12,103 |
S1 |
12,076 |
12,100 |
|