Trading Metrics calculated at close of trading on 25-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2011 |
25-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
1,414.0 |
1,403.7 |
-10.3 |
-0.7% |
1,392.5 |
High |
1,420.0 |
1,413.4 |
-6.6 |
-0.5% |
1,420.0 |
Low |
1,393.5 |
1,401.5 |
8.0 |
0.6% |
1,392.1 |
Close |
1,417.0 |
1,410.7 |
-6.3 |
-0.4% |
1,410.7 |
Range |
26.5 |
11.9 |
-14.6 |
-55.1% |
27.9 |
ATR |
18.3 |
18.1 |
-0.2 |
-1.1% |
0.0 |
Volume |
25,236 |
9,026 |
-16,210 |
-64.2% |
38,872 |
|
Daily Pivots for day following 25-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,444.2 |
1,439.4 |
1,417.2 |
|
R3 |
1,432.3 |
1,427.5 |
1,414.0 |
|
R2 |
1,420.4 |
1,420.4 |
1,412.9 |
|
R1 |
1,415.6 |
1,415.6 |
1,411.8 |
1,418.0 |
PP |
1,408.5 |
1,408.5 |
1,408.5 |
1,409.8 |
S1 |
1,403.7 |
1,403.7 |
1,409.6 |
1,406.1 |
S2 |
1,396.6 |
1,396.6 |
1,408.5 |
|
S3 |
1,384.7 |
1,391.8 |
1,407.4 |
|
S4 |
1,372.8 |
1,379.9 |
1,404.2 |
|
|
Weekly Pivots for week ending 25-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,491.3 |
1,478.9 |
1,426.0 |
|
R3 |
1,463.4 |
1,451.0 |
1,418.4 |
|
R2 |
1,435.5 |
1,435.5 |
1,415.8 |
|
R1 |
1,423.1 |
1,423.1 |
1,413.3 |
1,429.3 |
PP |
1,407.6 |
1,407.6 |
1,407.6 |
1,410.7 |
S1 |
1,395.2 |
1,395.2 |
1,408.1 |
1,401.4 |
S2 |
1,379.7 |
1,379.7 |
1,405.6 |
|
S3 |
1,351.8 |
1,367.3 |
1,403.0 |
|
S4 |
1,323.9 |
1,339.4 |
1,395.4 |
|
|
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 |
1,383.5 |
36.5 |
2.6% |
18.0 |
1.3% |
75% |
False |
False |
8,024 |
10 |
1,420.0 |
1,355.9 |
64.1 |
4.5% |
15.9 |
1.1% |
85% |
False |
False |
5,087 |
20 |
1,420.0 |
1,310.9 |
109.1 |
7.7% |
17.6 |
1.3% |
91% |
False |
False |
5,140 |
40 |
1,428.5 |
1,310.9 |
117.6 |
8.3% |
18.3 |
1.3% |
85% |
False |
False |
4,209 |
60 |
1,436.7 |
1,310.9 |
125.8 |
8.9% |
18.1 |
1.3% |
79% |
False |
False |
3,521 |
80 |
1,436.7 |
1,310.9 |
125.8 |
8.9% |
19.7 |
1.4% |
79% |
False |
False |
3,429 |
100 |
1,436.7 |
1,310.9 |
125.8 |
8.9% |
19.6 |
1.4% |
79% |
False |
False |
3,077 |
120 |
1,436.7 |
1,251.2 |
185.5 |
13.1% |
17.5 |
1.2% |
86% |
False |
False |
2,647 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,464.0 |
2.618 |
1,444.6 |
1.618 |
1,432.7 |
1.000 |
1,425.3 |
0.618 |
1,420.8 |
HIGH |
1,413.4 |
0.618 |
1,408.9 |
0.500 |
1,407.5 |
0.382 |
1,406.0 |
LOW |
1,401.5 |
0.618 |
1,394.1 |
1.000 |
1,389.6 |
1.618 |
1,382.2 |
2.618 |
1,370.3 |
4.250 |
1,350.9 |
|
|
Fisher Pivots for day following 25-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
1,409.6 |
1,409.4 |
PP |
1,408.5 |
1,408.1 |
S1 |
1,407.5 |
1,406.8 |
|