Trading Metrics calculated at close of trading on 22-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2011 |
22-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
1,387.1 |
1,398.4 |
11.3 |
0.8% |
1,359.4 |
High |
1,394.6 |
1,412.5 |
17.9 |
1.3% |
1,394.6 |
Low |
1,385.6 |
1,398.4 |
12.8 |
0.9% |
1,358.0 |
Close |
1,391.5 |
1,404.0 |
12.5 |
0.9% |
1,391.5 |
Range |
9.0 |
14.1 |
5.1 |
56.7% |
36.6 |
ATR |
14.8 |
15.3 |
0.4 |
3.0% |
0.0 |
Volume |
1,183 |
0 |
-1,183 |
-100.0% |
7,464 |
|
Daily Pivots for day following 22-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,447.3 |
1,439.7 |
1,411.8 |
|
R3 |
1,433.2 |
1,425.6 |
1,407.9 |
|
R2 |
1,419.1 |
1,419.1 |
1,406.6 |
|
R1 |
1,411.5 |
1,411.5 |
1,405.3 |
1,415.3 |
PP |
1,405.0 |
1,405.0 |
1,405.0 |
1,406.9 |
S1 |
1,397.4 |
1,397.4 |
1,402.7 |
1,401.2 |
S2 |
1,390.9 |
1,390.9 |
1,401.4 |
|
S3 |
1,376.8 |
1,383.3 |
1,400.1 |
|
S4 |
1,362.7 |
1,369.2 |
1,396.2 |
|
|
Weekly Pivots for week ending 18-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,491.2 |
1,477.9 |
1,411.6 |
|
R3 |
1,454.6 |
1,441.3 |
1,401.6 |
|
R2 |
1,418.0 |
1,418.0 |
1,398.2 |
|
R1 |
1,404.7 |
1,404.7 |
1,394.9 |
1,411.4 |
PP |
1,381.4 |
1,381.4 |
1,381.4 |
1,384.7 |
S1 |
1,368.1 |
1,368.1 |
1,388.1 |
1,374.8 |
S2 |
1,344.8 |
1,344.8 |
1,384.8 |
|
S3 |
1,308.2 |
1,331.5 |
1,381.4 |
|
S4 |
1,271.6 |
1,294.9 |
1,371.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,412.5 |
1,368.8 |
43.7 |
3.1% |
10.1 |
0.7% |
81% |
True |
False |
912 |
10 |
1,412.5 |
1,351.8 |
60.7 |
4.3% |
11.1 |
0.8% |
86% |
True |
False |
1,511 |
20 |
1,412.5 |
1,314.2 |
98.3 |
7.0% |
15.8 |
1.1% |
91% |
True |
False |
1,309 |
40 |
1,429.5 |
1,314.2 |
115.3 |
8.2% |
15.1 |
1.1% |
78% |
False |
False |
985 |
60 |
1,436.9 |
1,314.2 |
122.7 |
8.7% |
14.6 |
1.0% |
73% |
False |
False |
782 |
80 |
1,436.9 |
1,314.2 |
122.7 |
8.7% |
14.8 |
1.1% |
73% |
False |
False |
921 |
100 |
1,436.9 |
1,312.0 |
124.9 |
8.9% |
12.7 |
0.9% |
74% |
False |
False |
809 |
120 |
1,436.9 |
1,245.0 |
191.9 |
13.7% |
10.8 |
0.8% |
83% |
False |
False |
713 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,472.4 |
2.618 |
1,449.4 |
1.618 |
1,435.3 |
1.000 |
1,426.6 |
0.618 |
1,421.2 |
HIGH |
1,412.5 |
0.618 |
1,407.1 |
0.500 |
1,405.5 |
0.382 |
1,403.8 |
LOW |
1,398.4 |
0.618 |
1,389.7 |
1.000 |
1,384.3 |
1.618 |
1,375.6 |
2.618 |
1,361.5 |
4.250 |
1,338.5 |
|
|
Fisher Pivots for day following 22-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
1,405.5 |
1,401.5 |
PP |
1,405.0 |
1,399.0 |
S1 |
1,404.5 |
1,396.5 |
|