Trading Metrics calculated at close of trading on 22-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2011 |
22-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
7,439.0 |
7,334.0 |
-105.0 |
-1.4% |
7,429.0 |
High |
7,470.0 |
7,378.5 |
-91.5 |
-1.2% |
7,466.0 |
Low |
7,339.5 |
7,276.5 |
-63.0 |
-0.9% |
7,397.0 |
Close |
7,349.5 |
7,349.5 |
0.0 |
0.0% |
7,444.0 |
Range |
130.5 |
102.0 |
-28.5 |
-21.8% |
69.0 |
ATR |
69.6 |
71.9 |
2.3 |
3.3% |
0.0 |
Volume |
1,123 |
6,030 |
4,907 |
437.0% |
1,569 |
|
Daily Pivots for day following 22-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,640.8 |
7,597.2 |
7,405.6 |
|
R3 |
7,538.8 |
7,495.2 |
7,377.6 |
|
R2 |
7,436.8 |
7,436.8 |
7,368.2 |
|
R1 |
7,393.2 |
7,393.2 |
7,358.9 |
7,415.0 |
PP |
7,334.8 |
7,334.8 |
7,334.8 |
7,345.8 |
S1 |
7,291.2 |
7,291.2 |
7,340.2 |
7,313.0 |
S2 |
7,232.8 |
7,232.8 |
7,330.8 |
|
S3 |
7,130.8 |
7,189.2 |
7,321.5 |
|
S4 |
7,028.8 |
7,087.2 |
7,293.4 |
|
|
Weekly Pivots for week ending 18-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,642.7 |
7,612.3 |
7,482.0 |
|
R3 |
7,573.7 |
7,543.3 |
7,463.0 |
|
R2 |
7,504.7 |
7,504.7 |
7,456.7 |
|
R1 |
7,474.3 |
7,474.3 |
7,450.3 |
7,489.5 |
PP |
7,435.7 |
7,435.7 |
7,435.7 |
7,443.3 |
S1 |
7,405.3 |
7,405.3 |
7,437.7 |
7,420.5 |
S2 |
7,366.7 |
7,366.7 |
7,431.4 |
|
S3 |
7,297.7 |
7,336.3 |
7,425.0 |
|
S4 |
7,228.7 |
7,267.3 |
7,406.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,470.0 |
7,276.5 |
193.5 |
2.6% |
73.7 |
1.0% |
38% |
False |
True |
1,622 |
10 |
7,470.0 |
7,276.5 |
193.5 |
2.6% |
67.4 |
0.9% |
38% |
False |
True |
1,224 |
20 |
7,470.0 |
7,070.0 |
400.0 |
5.4% |
67.2 |
0.9% |
70% |
False |
False |
829 |
40 |
7,470.0 |
6,867.5 |
602.5 |
8.2% |
70.1 |
1.0% |
80% |
False |
False |
572 |
60 |
7,470.0 |
6,700.0 |
770.0 |
10.5% |
69.9 |
1.0% |
84% |
False |
False |
1,015 |
80 |
7,470.0 |
6,616.5 |
853.5 |
11.6% |
71.0 |
1.0% |
86% |
False |
False |
821 |
100 |
7,470.0 |
6,158.0 |
1,312.0 |
17.9% |
68.2 |
0.9% |
91% |
False |
False |
712 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,812.0 |
2.618 |
7,645.5 |
1.618 |
7,543.5 |
1.000 |
7,480.5 |
0.618 |
7,441.5 |
HIGH |
7,378.5 |
0.618 |
7,339.5 |
0.500 |
7,327.5 |
0.382 |
7,315.5 |
LOW |
7,276.5 |
0.618 |
7,213.5 |
1.000 |
7,174.5 |
1.618 |
7,111.5 |
2.618 |
7,009.5 |
4.250 |
6,843.0 |
|
|
Fisher Pivots for day following 22-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
7,342.2 |
7,373.3 |
PP |
7,334.8 |
7,365.3 |
S1 |
7,327.5 |
7,357.4 |
|