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 |
12,033 |
12,112 |
79 |
0.7% |
12,371 |
High |
12,140 |
12,235 |
95 |
0.8% |
12,376 |
Low |
12,012 |
12,067 |
55 |
0.5% |
11,964 |
Close |
12,110 |
12,214 |
104 |
0.9% |
12,110 |
Range |
128 |
168 |
40 |
31.3% |
412 |
ATR |
118 |
121 |
4 |
3.1% |
0 |
Volume |
89,786 |
90,372 |
586 |
0.7% |
402,292 |
|
Daily Pivots for day following 28-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,676 |
12,613 |
12,307 |
|
R3 |
12,508 |
12,445 |
12,260 |
|
R2 |
12,340 |
12,340 |
12,245 |
|
R1 |
12,277 |
12,277 |
12,230 |
12,309 |
PP |
12,172 |
12,172 |
12,172 |
12,188 |
S1 |
12,109 |
12,109 |
12,199 |
12,141 |
S2 |
12,004 |
12,004 |
12,183 |
|
S3 |
11,836 |
11,941 |
12,168 |
|
S4 |
11,668 |
11,773 |
12,122 |
|
|
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 |
12,376 |
11,964 |
412 |
3.4% |
175 |
1.4% |
61% |
False |
False |
98,532 |
10 |
12,379 |
11,964 |
415 |
3.4% |
129 |
1.1% |
60% |
False |
False |
97,187 |
20 |
12,379 |
11,690 |
689 |
5.6% |
117 |
1.0% |
76% |
False |
False |
96,467 |
40 |
12,379 |
11,467 |
912 |
7.5% |
112 |
0.9% |
82% |
False |
False |
97,553 |
60 |
12,379 |
11,145 |
1,234 |
10.1% |
103 |
0.8% |
87% |
False |
False |
80,844 |
80 |
12,379 |
10,855 |
1,524 |
12.5% |
113 |
0.9% |
89% |
False |
False |
60,651 |
100 |
12,379 |
10,754 |
1,625 |
13.3% |
116 |
0.9% |
90% |
False |
False |
48,533 |
120 |
12,379 |
10,263 |
2,116 |
17.3% |
115 |
0.9% |
92% |
False |
False |
40,451 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,949 |
2.618 |
12,675 |
1.618 |
12,507 |
1.000 |
12,403 |
0.618 |
12,339 |
HIGH |
12,235 |
0.618 |
12,171 |
0.500 |
12,151 |
0.382 |
12,131 |
LOW |
12,067 |
0.618 |
11,963 |
1.000 |
11,899 |
1.618 |
11,795 |
2.618 |
11,627 |
4.250 |
11,353 |
|
|
Fisher Pivots for day following 28-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
12,193 |
12,176 |
PP |
12,172 |
12,138 |
S1 |
12,151 |
12,100 |
|