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 |
1,399.4 |
1,412.1 |
12.7 |
0.9% |
1,358.2 |
High |
1,417.3 |
1,418.8 |
1.5 |
0.1% |
1,392.6 |
Low |
1,396.0 |
1,392.2 |
-3.8 |
-0.3% |
1,354.4 |
Close |
1,414.0 |
1,415.8 |
1.8 |
0.1% |
1,388.6 |
Range |
21.3 |
26.6 |
5.3 |
24.9% |
38.2 |
ATR |
18.2 |
18.8 |
0.6 |
3.3% |
0.0 |
Volume |
137,392 |
175,906 |
38,514 |
28.0% |
510,036 |
|
Daily Pivots for day following 24-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,488.7 |
1,478.9 |
1,430.4 |
|
R3 |
1,462.1 |
1,452.3 |
1,423.1 |
|
R2 |
1,435.5 |
1,435.5 |
1,420.7 |
|
R1 |
1,425.7 |
1,425.7 |
1,418.2 |
1,430.6 |
PP |
1,408.9 |
1,408.9 |
1,408.9 |
1,411.4 |
S1 |
1,399.1 |
1,399.1 |
1,413.4 |
1,404.0 |
S2 |
1,382.3 |
1,382.3 |
1,410.9 |
|
S3 |
1,355.7 |
1,372.5 |
1,408.5 |
|
S4 |
1,329.1 |
1,345.9 |
1,401.2 |
|
|
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 |
1,418.8 |
1,374.6 |
44.2 |
3.1% |
18.2 |
1.3% |
93% |
True |
False |
101,774 |
10 |
1,418.8 |
1,351.4 |
67.4 |
4.8% |
16.6 |
1.2% |
96% |
True |
False |
105,831 |
20 |
1,418.8 |
1,309.1 |
109.7 |
7.7% |
19.4 |
1.4% |
97% |
True |
False |
116,358 |
40 |
1,426.3 |
1,309.1 |
117.2 |
8.3% |
19.0 |
1.3% |
91% |
False |
False |
70,510 |
60 |
1,434.1 |
1,309.1 |
125.0 |
8.8% |
18.9 |
1.3% |
85% |
False |
False |
48,298 |
80 |
1,434.1 |
1,309.1 |
125.0 |
8.8% |
20.2 |
1.4% |
85% |
False |
False |
37,134 |
100 |
1,434.1 |
1,309.1 |
125.0 |
8.8% |
20.0 |
1.4% |
85% |
False |
False |
30,090 |
120 |
1,434.1 |
1,242.6 |
191.5 |
13.5% |
18.1 |
1.3% |
90% |
False |
False |
25,148 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,531.9 |
2.618 |
1,488.4 |
1.618 |
1,461.8 |
1.000 |
1,445.4 |
0.618 |
1,435.2 |
HIGH |
1,418.8 |
0.618 |
1,408.6 |
0.500 |
1,405.5 |
0.382 |
1,402.4 |
LOW |
1,392.2 |
0.618 |
1,375.8 |
1.000 |
1,365.6 |
1.618 |
1,349.2 |
2.618 |
1,322.6 |
4.250 |
1,279.2 |
|
|
Fisher Pivots for day following 24-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
1,412.4 |
1,412.0 |
PP |
1,408.9 |
1,408.2 |
S1 |
1,405.5 |
1,404.5 |
|