Trading Metrics calculated at close of trading on 23-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2011 |
23-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
1,390.1 |
1,399.4 |
9.3 |
0.7% |
1,358.2 |
High |
1,411.5 |
1,417.3 |
5.8 |
0.4% |
1,392.6 |
Low |
1,390.1 |
1,396.0 |
5.9 |
0.4% |
1,354.4 |
Close |
1,397.9 |
1,414.0 |
16.1 |
1.2% |
1,388.6 |
Range |
21.4 |
21.3 |
-0.1 |
-0.5% |
38.2 |
ATR |
18.0 |
18.2 |
0.2 |
1.3% |
0.0 |
Volume |
0 |
137,392 |
137,392 |
|
510,036 |
|
Daily Pivots for day following 23-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,473.0 |
1,464.8 |
1,425.7 |
|
R3 |
1,451.7 |
1,443.5 |
1,419.9 |
|
R2 |
1,430.4 |
1,430.4 |
1,417.9 |
|
R1 |
1,422.2 |
1,422.2 |
1,416.0 |
1,426.3 |
PP |
1,409.1 |
1,409.1 |
1,409.1 |
1,411.2 |
S1 |
1,400.9 |
1,400.9 |
1,412.0 |
1,405.0 |
S2 |
1,387.8 |
1,387.8 |
1,410.1 |
|
S3 |
1,366.5 |
1,379.6 |
1,408.1 |
|
S4 |
1,345.2 |
1,358.3 |
1,402.3 |
|
|
Weekly Pivots for week ending 18-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,493.1 |
1,479.1 |
1,409.6 |
|
R3 |
1,454.9 |
1,440.9 |
1,399.1 |
|
R2 |
1,416.7 |
1,416.7 |
1,395.6 |
|
R1 |
1,402.7 |
1,402.7 |
1,392.1 |
1,409.7 |
PP |
1,378.5 |
1,378.5 |
1,378.5 |
1,382.1 |
S1 |
1,364.5 |
1,364.5 |
1,385.1 |
1,371.5 |
S2 |
1,340.3 |
1,340.3 |
1,381.6 |
|
S3 |
1,302.1 |
1,326.3 |
1,378.1 |
|
S4 |
1,263.9 |
1,288.1 |
1,367.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,417.3 |
1,368.3 |
49.0 |
3.5% |
15.8 |
1.1% |
93% |
True |
False |
91,558 |
10 |
1,417.3 |
1,351.4 |
65.9 |
4.7% |
14.8 |
1.0% |
95% |
True |
False |
98,177 |
20 |
1,417.3 |
1,309.1 |
108.2 |
7.7% |
19.2 |
1.4% |
97% |
True |
False |
111,177 |
40 |
1,426.3 |
1,309.1 |
117.2 |
8.3% |
18.9 |
1.3% |
90% |
False |
False |
66,146 |
60 |
1,434.1 |
1,309.1 |
125.0 |
8.8% |
18.8 |
1.3% |
84% |
False |
False |
45,556 |
80 |
1,434.1 |
1,309.1 |
125.0 |
8.8% |
20.2 |
1.4% |
84% |
False |
False |
34,949 |
100 |
1,434.1 |
1,309.1 |
125.0 |
8.8% |
19.8 |
1.4% |
84% |
False |
False |
28,335 |
120 |
1,434.1 |
1,242.6 |
191.5 |
13.5% |
17.8 |
1.3% |
90% |
False |
False |
23,694 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,507.8 |
2.618 |
1,473.1 |
1.618 |
1,451.8 |
1.000 |
1,438.6 |
0.618 |
1,430.5 |
HIGH |
1,417.3 |
0.618 |
1,409.2 |
0.500 |
1,406.7 |
0.382 |
1,404.1 |
LOW |
1,396.0 |
0.618 |
1,382.8 |
1.000 |
1,374.7 |
1.618 |
1,361.5 |
2.618 |
1,340.2 |
4.250 |
1,305.5 |
|
|
Fisher Pivots for day following 23-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
1,411.6 |
1,409.2 |
PP |
1,409.1 |
1,404.4 |
S1 |
1,406.7 |
1,399.7 |
|