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 |
1,403.7 |
1,410.3 |
6.6 |
0.5% |
1,392.5 |
High |
1,413.4 |
1,418.2 |
4.8 |
0.3% |
1,420.0 |
Low |
1,401.5 |
1,406.7 |
5.2 |
0.4% |
1,392.1 |
Close |
1,410.7 |
1,411.3 |
0.6 |
0.0% |
1,410.7 |
Range |
11.9 |
11.5 |
-0.4 |
-3.4% |
27.9 |
ATR |
18.1 |
17.6 |
-0.5 |
-2.6% |
0.0 |
Volume |
9,026 |
6,556 |
-2,470 |
-27.4% |
38,872 |
|
Daily Pivots for day following 28-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,446.6 |
1,440.4 |
1,417.6 |
|
R3 |
1,435.1 |
1,428.9 |
1,414.5 |
|
R2 |
1,423.6 |
1,423.6 |
1,413.4 |
|
R1 |
1,417.4 |
1,417.4 |
1,412.4 |
1,420.5 |
PP |
1,412.1 |
1,412.1 |
1,412.1 |
1,413.6 |
S1 |
1,405.9 |
1,405.9 |
1,410.2 |
1,409.0 |
S2 |
1,400.6 |
1,400.6 |
1,409.2 |
|
S3 |
1,389.1 |
1,394.4 |
1,408.1 |
|
S4 |
1,377.6 |
1,382.9 |
1,405.0 |
|
|
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 |
1,392.1 |
27.9 |
2.0% |
18.3 |
1.3% |
69% |
False |
False |
9,085 |
10 |
1,420.0 |
1,356.0 |
64.0 |
4.5% |
15.5 |
1.1% |
86% |
False |
False |
5,566 |
20 |
1,420.0 |
1,325.3 |
94.7 |
6.7% |
16.3 |
1.2% |
91% |
False |
False |
5,066 |
40 |
1,428.5 |
1,310.9 |
117.6 |
8.3% |
18.3 |
1.3% |
85% |
False |
False |
4,341 |
60 |
1,436.7 |
1,310.9 |
125.8 |
8.9% |
18.1 |
1.3% |
80% |
False |
False |
3,575 |
80 |
1,436.7 |
1,310.9 |
125.8 |
8.9% |
19.7 |
1.4% |
80% |
False |
False |
3,501 |
100 |
1,436.7 |
1,310.9 |
125.8 |
8.9% |
19.5 |
1.4% |
80% |
False |
False |
3,131 |
120 |
1,436.7 |
1,251.2 |
185.5 |
13.1% |
17.6 |
1.3% |
86% |
False |
False |
2,701 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,467.1 |
2.618 |
1,448.3 |
1.618 |
1,436.8 |
1.000 |
1,429.7 |
0.618 |
1,425.3 |
HIGH |
1,418.2 |
0.618 |
1,413.8 |
0.500 |
1,412.5 |
0.382 |
1,411.1 |
LOW |
1,406.7 |
0.618 |
1,399.6 |
1.000 |
1,395.2 |
1.618 |
1,388.1 |
2.618 |
1,376.6 |
4.250 |
1,357.8 |
|
|
Fisher Pivots for day following 28-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
1,412.5 |
1,409.8 |
PP |
1,412.1 |
1,408.3 |
S1 |
1,411.7 |
1,406.8 |
|