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 |
1,392.5 |
1,402.8 |
10.3 |
0.7% |
1,361.4 |
High |
1,412.8 |
1,418.5 |
5.7 |
0.4% |
1,393.9 |
Low |
1,392.1 |
1,397.8 |
5.7 |
0.4% |
1,356.0 |
Close |
1,400.3 |
1,415.5 |
15.2 |
1.1% |
1,390.1 |
Range |
20.7 |
20.7 |
0.0 |
0.0% |
37.9 |
ATR |
17.4 |
17.7 |
0.2 |
1.3% |
0.0 |
Volume |
0 |
4,610 |
4,610 |
|
10,236 |
|
Daily Pivots for day following 23-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,472.7 |
1,464.8 |
1,426.9 |
|
R3 |
1,452.0 |
1,444.1 |
1,421.2 |
|
R2 |
1,431.3 |
1,431.3 |
1,419.3 |
|
R1 |
1,423.4 |
1,423.4 |
1,417.4 |
1,427.4 |
PP |
1,410.6 |
1,410.6 |
1,410.6 |
1,412.6 |
S1 |
1,402.7 |
1,402.7 |
1,413.6 |
1,406.7 |
S2 |
1,389.9 |
1,389.9 |
1,411.7 |
|
S3 |
1,369.2 |
1,382.0 |
1,409.8 |
|
S4 |
1,348.5 |
1,361.3 |
1,404.1 |
|
|
Weekly Pivots for week ending 18-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,493.7 |
1,479.8 |
1,410.9 |
|
R3 |
1,455.8 |
1,441.9 |
1,400.5 |
|
R2 |
1,417.9 |
1,417.9 |
1,397.0 |
|
R1 |
1,404.0 |
1,404.0 |
1,393.6 |
1,411.0 |
PP |
1,380.0 |
1,380.0 |
1,380.0 |
1,383.5 |
S1 |
1,366.1 |
1,366.1 |
1,386.6 |
1,373.1 |
S2 |
1,342.1 |
1,342.1 |
1,383.2 |
|
S3 |
1,304.2 |
1,328.2 |
1,379.7 |
|
S4 |
1,266.3 |
1,290.3 |
1,369.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,418.5 |
1,370.0 |
48.5 |
3.4% |
15.3 |
1.1% |
94% |
True |
False |
1,773 |
10 |
1,418.5 |
1,353.1 |
65.4 |
4.6% |
14.3 |
1.0% |
95% |
True |
False |
2,211 |
20 |
1,418.5 |
1,310.9 |
107.6 |
7.6% |
18.6 |
1.3% |
97% |
True |
False |
3,758 |
40 |
1,428.5 |
1,310.9 |
117.6 |
8.3% |
18.2 |
1.3% |
89% |
False |
False |
3,400 |
60 |
1,436.7 |
1,310.9 |
125.8 |
8.9% |
18.2 |
1.3% |
83% |
False |
False |
3,091 |
80 |
1,436.7 |
1,310.9 |
125.8 |
8.9% |
19.7 |
1.4% |
83% |
False |
False |
3,045 |
100 |
1,436.7 |
1,310.9 |
125.8 |
8.9% |
19.4 |
1.4% |
83% |
False |
False |
2,744 |
120 |
1,436.7 |
1,251.2 |
185.5 |
13.1% |
17.2 |
1.2% |
89% |
False |
False |
2,372 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,506.5 |
2.618 |
1,472.7 |
1.618 |
1,452.0 |
1.000 |
1,439.2 |
0.618 |
1,431.3 |
HIGH |
1,418.5 |
0.618 |
1,410.6 |
0.500 |
1,408.2 |
0.382 |
1,405.7 |
LOW |
1,397.8 |
0.618 |
1,385.0 |
1.000 |
1,377.1 |
1.618 |
1,364.3 |
2.618 |
1,343.6 |
4.250 |
1,309.8 |
|
|
Fisher Pivots for day following 23-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
1,413.1 |
1,410.7 |
PP |
1,410.6 |
1,405.8 |
S1 |
1,408.2 |
1,401.0 |
|