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 |
1,402.3 |
1,415.2 |
12.9 |
0.9% |
1,359.4 |
High |
1,418.4 |
1,420.5 |
2.1 |
0.1% |
1,394.6 |
Low |
1,402.3 |
1,398.8 |
-3.5 |
-0.2% |
1,358.0 |
Close |
1,416.9 |
1,418.4 |
1.5 |
0.1% |
1,391.5 |
Range |
16.1 |
21.7 |
5.6 |
34.8% |
36.6 |
ATR |
15.3 |
15.8 |
0.5 |
3.0% |
0.0 |
Volume |
236 |
1,675 |
1,439 |
609.7% |
7,464 |
|
Daily Pivots for day following 24-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,477.7 |
1,469.7 |
1,430.3 |
|
R3 |
1,456.0 |
1,448.0 |
1,424.4 |
|
R2 |
1,434.3 |
1,434.3 |
1,422.4 |
|
R1 |
1,426.3 |
1,426.3 |
1,420.4 |
1,430.3 |
PP |
1,412.6 |
1,412.6 |
1,412.6 |
1,414.6 |
S1 |
1,404.6 |
1,404.6 |
1,416.4 |
1,408.6 |
S2 |
1,390.9 |
1,390.9 |
1,414.4 |
|
S3 |
1,369.2 |
1,382.9 |
1,412.4 |
|
S4 |
1,347.5 |
1,361.2 |
1,406.5 |
|
|
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 |
1,420.5 |
1,380.5 |
40.0 |
2.8% |
13.7 |
1.0% |
95% |
True |
False |
917 |
10 |
1,420.5 |
1,356.3 |
64.2 |
4.5% |
12.6 |
0.9% |
97% |
True |
False |
1,280 |
20 |
1,420.5 |
1,314.2 |
106.3 |
7.5% |
16.1 |
1.1% |
98% |
True |
False |
1,331 |
40 |
1,429.5 |
1,314.2 |
115.3 |
8.1% |
15.7 |
1.1% |
90% |
False |
False |
1,019 |
60 |
1,436.9 |
1,314.2 |
122.7 |
8.7% |
14.6 |
1.0% |
85% |
False |
False |
804 |
80 |
1,436.9 |
1,314.2 |
122.7 |
8.7% |
15.3 |
1.1% |
85% |
False |
False |
941 |
100 |
1,436.9 |
1,314.2 |
122.7 |
8.7% |
12.9 |
0.9% |
85% |
False |
False |
820 |
120 |
1,436.9 |
1,245.0 |
191.9 |
13.5% |
11.1 |
0.8% |
90% |
False |
False |
723 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,512.7 |
2.618 |
1,477.3 |
1.618 |
1,455.6 |
1.000 |
1,442.2 |
0.618 |
1,433.9 |
HIGH |
1,420.5 |
0.618 |
1,412.2 |
0.500 |
1,409.7 |
0.382 |
1,407.1 |
LOW |
1,398.8 |
0.618 |
1,385.4 |
1.000 |
1,377.1 |
1.618 |
1,363.7 |
2.618 |
1,342.0 |
4.250 |
1,306.6 |
|
|
Fisher Pivots for day following 24-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
1,415.5 |
1,415.4 |
PP |
1,412.6 |
1,412.4 |
S1 |
1,409.7 |
1,409.5 |
|