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 |
7,334.0 |
7,308.0 |
-26.0 |
-0.4% |
7,429.0 |
High |
7,378.5 |
7,339.0 |
-39.5 |
-0.5% |
7,466.0 |
Low |
7,276.5 |
7,176.0 |
-100.5 |
-1.4% |
7,397.0 |
Close |
7,349.5 |
7,231.5 |
-118.0 |
-1.6% |
7,444.0 |
Range |
102.0 |
163.0 |
61.0 |
59.8% |
69.0 |
ATR |
71.9 |
79.1 |
7.3 |
10.1% |
0.0 |
Volume |
6,030 |
4,494 |
-1,536 |
-25.5% |
1,569 |
|
Daily Pivots for day following 23-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,737.8 |
7,647.7 |
7,321.2 |
|
R3 |
7,574.8 |
7,484.7 |
7,276.3 |
|
R2 |
7,411.8 |
7,411.8 |
7,261.4 |
|
R1 |
7,321.7 |
7,321.7 |
7,246.4 |
7,285.3 |
PP |
7,248.8 |
7,248.8 |
7,248.8 |
7,230.6 |
S1 |
7,158.7 |
7,158.7 |
7,216.6 |
7,122.3 |
S2 |
7,085.8 |
7,085.8 |
7,201.6 |
|
S3 |
6,922.8 |
6,995.7 |
7,186.7 |
|
S4 |
6,759.8 |
6,832.7 |
7,141.9 |
|
|
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 |
7,176.0 |
294.0 |
4.1% |
99.3 |
1.4% |
19% |
False |
True |
2,455 |
10 |
7,470.0 |
7,176.0 |
294.0 |
4.1% |
80.1 |
1.1% |
19% |
False |
True |
1,622 |
20 |
7,470.0 |
7,070.0 |
400.0 |
5.5% |
71.7 |
1.0% |
40% |
False |
False |
1,033 |
40 |
7,470.0 |
6,867.5 |
602.5 |
8.3% |
73.5 |
1.0% |
60% |
False |
False |
684 |
60 |
7,470.0 |
6,700.0 |
770.0 |
10.6% |
69.1 |
1.0% |
69% |
False |
False |
1,084 |
80 |
7,470.0 |
6,649.5 |
820.5 |
11.3% |
71.9 |
1.0% |
71% |
False |
False |
876 |
100 |
7,470.0 |
6,176.0 |
1,294.0 |
17.9% |
69.3 |
1.0% |
82% |
False |
False |
752 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,031.8 |
2.618 |
7,765.7 |
1.618 |
7,602.7 |
1.000 |
7,502.0 |
0.618 |
7,439.7 |
HIGH |
7,339.0 |
0.618 |
7,276.7 |
0.500 |
7,257.5 |
0.382 |
7,238.3 |
LOW |
7,176.0 |
0.618 |
7,075.3 |
1.000 |
7,013.0 |
1.618 |
6,912.3 |
2.618 |
6,749.3 |
4.250 |
6,483.3 |
|
|
Fisher Pivots for day following 23-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
7,257.5 |
7,323.0 |
PP |
7,248.8 |
7,292.5 |
S1 |
7,240.2 |
7,262.0 |
|