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 |
1,401.9 |
1,411.2 |
9.3 |
0.7% |
1,390.1 |
High |
1,412.4 |
1,417.0 |
4.6 |
0.3% |
1,418.8 |
Low |
1,400.1 |
1,405.2 |
5.1 |
0.4% |
1,390.1 |
Close |
1,409.3 |
1,409.9 |
0.6 |
0.0% |
1,409.3 |
Range |
12.3 |
11.8 |
-0.5 |
-4.1% |
28.7 |
ATR |
18.6 |
18.1 |
-0.5 |
-2.6% |
0.0 |
Volume |
112,323 |
107,192 |
-5,131 |
-4.6% |
425,621 |
|
Daily Pivots for day following 28-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,446.1 |
1,439.8 |
1,416.4 |
|
R3 |
1,434.3 |
1,428.0 |
1,413.1 |
|
R2 |
1,422.5 |
1,422.5 |
1,412.1 |
|
R1 |
1,416.2 |
1,416.2 |
1,411.0 |
1,413.5 |
PP |
1,410.7 |
1,410.7 |
1,410.7 |
1,409.3 |
S1 |
1,404.4 |
1,404.4 |
1,408.8 |
1,401.7 |
S2 |
1,398.9 |
1,398.9 |
1,407.7 |
|
S3 |
1,387.1 |
1,392.6 |
1,406.7 |
|
S4 |
1,375.3 |
1,380.8 |
1,403.4 |
|
|
Weekly Pivots for week ending 25-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,492.2 |
1,479.4 |
1,425.1 |
|
R3 |
1,463.5 |
1,450.7 |
1,417.2 |
|
R2 |
1,434.8 |
1,434.8 |
1,414.6 |
|
R1 |
1,422.0 |
1,422.0 |
1,411.9 |
1,428.4 |
PP |
1,406.1 |
1,406.1 |
1,406.1 |
1,409.3 |
S1 |
1,393.3 |
1,393.3 |
1,406.7 |
1,399.7 |
S2 |
1,377.4 |
1,377.4 |
1,404.0 |
|
S3 |
1,348.7 |
1,364.6 |
1,401.4 |
|
S4 |
1,320.0 |
1,335.9 |
1,393.5 |
|
|
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 |
1,390.1 |
28.7 |
2.0% |
18.7 |
1.3% |
69% |
False |
False |
106,562 |
10 |
1,418.8 |
1,354.4 |
64.4 |
4.6% |
15.9 |
1.1% |
86% |
False |
False |
104,284 |
20 |
1,418.8 |
1,323.6 |
95.2 |
6.8% |
16.8 |
1.2% |
91% |
False |
False |
113,773 |
40 |
1,426.3 |
1,309.1 |
117.2 |
8.3% |
18.9 |
1.3% |
86% |
False |
False |
75,714 |
60 |
1,434.1 |
1,309.1 |
125.0 |
8.9% |
18.6 |
1.3% |
81% |
False |
False |
51,740 |
80 |
1,434.1 |
1,309.1 |
125.0 |
8.9% |
20.3 |
1.4% |
81% |
False |
False |
39,853 |
100 |
1,434.1 |
1,309.1 |
125.0 |
8.9% |
20.0 |
1.4% |
81% |
False |
False |
32,274 |
120 |
1,434.1 |
1,246.8 |
187.3 |
13.3% |
18.1 |
1.3% |
87% |
False |
False |
26,974 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,467.2 |
2.618 |
1,447.9 |
1.618 |
1,436.1 |
1.000 |
1,428.8 |
0.618 |
1,424.3 |
HIGH |
1,417.0 |
0.618 |
1,412.5 |
0.500 |
1,411.1 |
0.382 |
1,409.7 |
LOW |
1,405.2 |
0.618 |
1,397.9 |
1.000 |
1,393.4 |
1.618 |
1,386.1 |
2.618 |
1,374.3 |
4.250 |
1,355.1 |
|
|
Fisher Pivots for day following 28-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
1,411.1 |
1,408.4 |
PP |
1,410.7 |
1,407.0 |
S1 |
1,410.3 |
1,405.5 |
|