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 |
1,402.8 |
1,414.0 |
11.2 |
0.8% |
1,361.4 |
High |
1,418.5 |
1,420.0 |
1.5 |
0.1% |
1,393.9 |
Low |
1,397.8 |
1,393.5 |
-4.3 |
-0.3% |
1,356.0 |
Close |
1,415.5 |
1,417.0 |
1.5 |
0.1% |
1,390.1 |
Range |
20.7 |
26.5 |
5.8 |
28.0% |
37.9 |
ATR |
17.7 |
18.3 |
0.6 |
3.6% |
0.0 |
Volume |
4,610 |
25,236 |
20,626 |
447.4% |
10,236 |
|
Daily Pivots for day following 24-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,489.7 |
1,479.8 |
1,431.6 |
|
R3 |
1,463.2 |
1,453.3 |
1,424.3 |
|
R2 |
1,436.7 |
1,436.7 |
1,421.9 |
|
R1 |
1,426.8 |
1,426.8 |
1,419.4 |
1,431.8 |
PP |
1,410.2 |
1,410.2 |
1,410.2 |
1,412.6 |
S1 |
1,400.3 |
1,400.3 |
1,414.6 |
1,405.3 |
S2 |
1,383.7 |
1,383.7 |
1,412.1 |
|
S3 |
1,357.2 |
1,373.8 |
1,409.7 |
|
S4 |
1,330.7 |
1,347.3 |
1,402.4 |
|
|
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 |
1,420.0 |
1,376.2 |
43.8 |
3.1% |
17.8 |
1.3% |
93% |
True |
False |
6,477 |
10 |
1,420.0 |
1,353.1 |
66.9 |
4.7% |
16.1 |
1.1% |
96% |
True |
False |
4,455 |
20 |
1,420.0 |
1,310.9 |
109.1 |
7.7% |
18.9 |
1.3% |
97% |
True |
False |
4,900 |
40 |
1,428.5 |
1,310.9 |
117.6 |
8.3% |
18.3 |
1.3% |
90% |
False |
False |
4,025 |
60 |
1,436.7 |
1,310.9 |
125.8 |
8.9% |
18.4 |
1.3% |
84% |
False |
False |
3,449 |
80 |
1,436.7 |
1,310.9 |
125.8 |
8.9% |
19.7 |
1.4% |
84% |
False |
False |
3,342 |
100 |
1,436.7 |
1,310.9 |
125.8 |
8.9% |
19.6 |
1.4% |
84% |
False |
False |
2,993 |
120 |
1,436.7 |
1,251.2 |
185.5 |
13.1% |
17.4 |
1.2% |
89% |
False |
False |
2,572 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,532.6 |
2.618 |
1,489.4 |
1.618 |
1,462.9 |
1.000 |
1,446.5 |
0.618 |
1,436.4 |
HIGH |
1,420.0 |
0.618 |
1,409.9 |
0.500 |
1,406.8 |
0.382 |
1,403.6 |
LOW |
1,393.5 |
0.618 |
1,377.1 |
1.000 |
1,367.0 |
1.618 |
1,350.6 |
2.618 |
1,324.1 |
4.250 |
1,280.9 |
|
|
Fisher Pivots for day following 24-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
1,413.6 |
1,413.4 |
PP |
1,410.2 |
1,409.7 |
S1 |
1,406.8 |
1,406.1 |
|