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 |
1,398.4 |
1,402.3 |
3.9 |
0.3% |
1,359.4 |
High |
1,412.5 |
1,418.4 |
5.9 |
0.4% |
1,394.6 |
Low |
1,398.4 |
1,402.3 |
3.9 |
0.3% |
1,358.0 |
Close |
1,404.0 |
1,416.9 |
12.9 |
0.9% |
1,391.5 |
Range |
14.1 |
16.1 |
2.0 |
14.2% |
36.6 |
ATR |
15.3 |
15.3 |
0.1 |
0.4% |
0.0 |
Volume |
0 |
236 |
236 |
|
7,464 |
|
Daily Pivots for day following 23-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,460.8 |
1,455.0 |
1,425.8 |
|
R3 |
1,444.7 |
1,438.9 |
1,421.3 |
|
R2 |
1,428.6 |
1,428.6 |
1,419.9 |
|
R1 |
1,422.8 |
1,422.8 |
1,418.4 |
1,425.7 |
PP |
1,412.5 |
1,412.5 |
1,412.5 |
1,414.0 |
S1 |
1,406.7 |
1,406.7 |
1,415.4 |
1,409.6 |
S2 |
1,396.4 |
1,396.4 |
1,413.9 |
|
S3 |
1,380.3 |
1,390.6 |
1,412.5 |
|
S4 |
1,364.2 |
1,374.5 |
1,408.0 |
|
|
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 |
1,418.4 |
1,374.5 |
43.9 |
3.1% |
11.5 |
0.8% |
97% |
True |
False |
725 |
10 |
1,418.4 |
1,356.3 |
62.1 |
4.4% |
10.9 |
0.8% |
98% |
True |
False |
1,311 |
20 |
1,418.4 |
1,314.2 |
104.2 |
7.4% |
16.0 |
1.1% |
99% |
True |
False |
1,288 |
40 |
1,429.5 |
1,314.2 |
115.3 |
8.1% |
15.4 |
1.1% |
89% |
False |
False |
982 |
60 |
1,436.9 |
1,314.2 |
122.7 |
8.7% |
14.4 |
1.0% |
84% |
False |
False |
779 |
80 |
1,436.9 |
1,314.2 |
122.7 |
8.7% |
15.0 |
1.1% |
84% |
False |
False |
923 |
100 |
1,436.9 |
1,314.2 |
122.7 |
8.7% |
12.7 |
0.9% |
84% |
False |
False |
806 |
120 |
1,436.9 |
1,245.0 |
191.9 |
13.5% |
10.9 |
0.8% |
90% |
False |
False |
715 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,486.8 |
2.618 |
1,460.5 |
1.618 |
1,444.4 |
1.000 |
1,434.5 |
0.618 |
1,428.3 |
HIGH |
1,418.4 |
0.618 |
1,412.2 |
0.500 |
1,410.4 |
0.382 |
1,408.5 |
LOW |
1,402.3 |
0.618 |
1,392.4 |
1.000 |
1,386.2 |
1.618 |
1,376.3 |
2.618 |
1,360.2 |
4.250 |
1,333.9 |
|
|
Fisher Pivots for day following 23-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
1,414.7 |
1,411.9 |
PP |
1,412.5 |
1,407.0 |
S1 |
1,410.4 |
1,402.0 |
|