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 |
5,935.5 |
5,888.0 |
-47.5 |
-0.8% |
6,052.0 |
High |
5,964.5 |
5,919.5 |
-45.0 |
-0.8% |
6,080.0 |
Low |
5,852.5 |
5,838.0 |
-14.5 |
-0.2% |
6,001.0 |
Close |
5,914.5 |
5,908.0 |
-6.5 |
-0.1% |
6,053.0 |
Range |
112.0 |
81.5 |
-30.5 |
-27.2% |
79.0 |
ATR |
78.0 |
78.2 |
0.3 |
0.3% |
0.0 |
Volume |
111,688 |
104,792 |
-6,896 |
-6.2% |
397,695 |
|
Daily Pivots for day following 24-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,133.0 |
6,102.0 |
5,953.0 |
|
R3 |
6,051.5 |
6,020.5 |
5,930.5 |
|
R2 |
5,970.0 |
5,970.0 |
5,923.0 |
|
R1 |
5,939.0 |
5,939.0 |
5,915.5 |
5,954.5 |
PP |
5,888.5 |
5,888.5 |
5,888.5 |
5,896.0 |
S1 |
5,857.5 |
5,857.5 |
5,900.5 |
5,873.0 |
S2 |
5,807.0 |
5,807.0 |
5,893.0 |
|
S3 |
5,725.5 |
5,776.0 |
5,885.5 |
|
S4 |
5,644.0 |
5,694.5 |
5,863.0 |
|
|
Weekly Pivots for week ending 18-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,281.5 |
6,246.5 |
6,096.5 |
|
R3 |
6,202.5 |
6,167.5 |
6,074.5 |
|
R2 |
6,123.5 |
6,123.5 |
6,067.5 |
|
R1 |
6,088.5 |
6,088.5 |
6,060.0 |
6,106.0 |
PP |
6,044.5 |
6,044.5 |
6,044.5 |
6,053.5 |
S1 |
6,009.5 |
6,009.5 |
6,046.0 |
6,027.0 |
S2 |
5,965.5 |
5,965.5 |
6,038.5 |
|
S3 |
5,886.5 |
5,930.5 |
6,031.5 |
|
S4 |
5,807.5 |
5,851.5 |
6,009.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,086.5 |
5,838.0 |
248.5 |
4.2% |
91.5 |
1.5% |
28% |
False |
True |
100,348 |
10 |
6,086.5 |
5,838.0 |
248.5 |
4.2% |
78.5 |
1.3% |
28% |
False |
True |
90,547 |
20 |
6,086.5 |
5,777.0 |
309.5 |
5.2% |
75.5 |
1.3% |
42% |
False |
False |
92,733 |
40 |
6,086.5 |
5,777.0 |
309.5 |
5.2% |
75.5 |
1.3% |
42% |
False |
False |
93,874 |
60 |
6,086.5 |
5,482.0 |
604.5 |
10.2% |
70.0 |
1.2% |
70% |
False |
False |
81,349 |
80 |
6,086.5 |
5,482.0 |
604.5 |
10.2% |
71.0 |
1.2% |
70% |
False |
False |
61,134 |
100 |
6,086.5 |
5,482.0 |
604.5 |
10.2% |
65.5 |
1.1% |
70% |
False |
False |
48,942 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,266.0 |
2.618 |
6,133.0 |
1.618 |
6,051.5 |
1.000 |
6,001.0 |
0.618 |
5,970.0 |
HIGH |
5,919.5 |
0.618 |
5,888.5 |
0.500 |
5,879.0 |
0.382 |
5,869.0 |
LOW |
5,838.0 |
0.618 |
5,787.5 |
1.000 |
5,756.5 |
1.618 |
5,706.0 |
2.618 |
5,624.5 |
4.250 |
5,491.5 |
|
|
Fisher Pivots for day following 24-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
5,898.0 |
5,923.0 |
PP |
5,888.5 |
5,918.0 |
S1 |
5,879.0 |
5,913.0 |
|