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 |
5,888.0 |
5,900.0 |
12.0 |
0.2% |
6,045.0 |
High |
5,919.5 |
5,993.5 |
74.0 |
1.3% |
6,086.5 |
Low |
5,838.0 |
5,882.0 |
44.0 |
0.8% |
5,838.0 |
Close |
5,908.0 |
5,976.5 |
68.5 |
1.2% |
5,976.5 |
Range |
81.5 |
111.5 |
30.0 |
36.8% |
248.5 |
ATR |
78.2 |
80.6 |
2.4 |
3.0% |
0.0 |
Volume |
104,792 |
108,692 |
3,900 |
3.7% |
528,423 |
|
Daily Pivots for day following 25-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,285.0 |
6,242.5 |
6,038.0 |
|
R3 |
6,173.5 |
6,131.0 |
6,007.0 |
|
R2 |
6,062.0 |
6,062.0 |
5,997.0 |
|
R1 |
6,019.5 |
6,019.5 |
5,986.5 |
6,041.0 |
PP |
5,950.5 |
5,950.5 |
5,950.5 |
5,961.5 |
S1 |
5,908.0 |
5,908.0 |
5,966.5 |
5,929.0 |
S2 |
5,839.0 |
5,839.0 |
5,956.0 |
|
S3 |
5,727.5 |
5,796.5 |
5,946.0 |
|
S4 |
5,616.0 |
5,685.0 |
5,915.0 |
|
|
Weekly Pivots for week ending 25-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,712.5 |
6,593.0 |
6,113.0 |
|
R3 |
6,464.0 |
6,344.5 |
6,045.0 |
|
R2 |
6,215.5 |
6,215.5 |
6,022.0 |
|
R1 |
6,096.0 |
6,096.0 |
5,999.5 |
6,031.5 |
PP |
5,967.0 |
5,967.0 |
5,967.0 |
5,935.0 |
S1 |
5,847.5 |
5,847.5 |
5,953.5 |
5,783.0 |
S2 |
5,718.5 |
5,718.5 |
5,931.0 |
|
S3 |
5,470.0 |
5,599.0 |
5,908.0 |
|
S4 |
5,221.5 |
5,350.5 |
5,840.0 |
|
|
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% |
103.5 |
1.7% |
56% |
False |
False |
105,684 |
10 |
6,086.5 |
5,838.0 |
248.5 |
4.2% |
79.0 |
1.3% |
56% |
False |
False |
92,611 |
20 |
6,086.5 |
5,777.0 |
309.5 |
5.2% |
75.0 |
1.3% |
64% |
False |
False |
91,634 |
40 |
6,086.5 |
5,777.0 |
309.5 |
5.2% |
77.0 |
1.3% |
64% |
False |
False |
95,507 |
60 |
6,086.5 |
5,525.0 |
561.5 |
9.4% |
70.5 |
1.2% |
80% |
False |
False |
83,142 |
80 |
6,086.5 |
5,482.0 |
604.5 |
10.1% |
71.5 |
1.2% |
82% |
False |
False |
62,485 |
100 |
6,086.5 |
5,482.0 |
604.5 |
10.1% |
66.0 |
1.1% |
82% |
False |
False |
50,028 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,467.5 |
2.618 |
6,285.5 |
1.618 |
6,174.0 |
1.000 |
6,105.0 |
0.618 |
6,062.5 |
HIGH |
5,993.5 |
0.618 |
5,951.0 |
0.500 |
5,938.0 |
0.382 |
5,924.5 |
LOW |
5,882.0 |
0.618 |
5,813.0 |
1.000 |
5,770.5 |
1.618 |
5,701.5 |
2.618 |
5,590.0 |
4.250 |
5,408.0 |
|
|
Fisher Pivots for day following 25-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
5,963.5 |
5,956.0 |
PP |
5,950.5 |
5,936.0 |
S1 |
5,938.0 |
5,916.0 |
|