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 |
7,308.0 |
7,200.0 |
-108.0 |
-1.5% |
7,429.0 |
High |
7,339.0 |
7,200.0 |
-139.0 |
-1.9% |
7,466.0 |
Low |
7,176.0 |
7,112.0 |
-64.0 |
-0.9% |
7,397.0 |
Close |
7,231.5 |
7,158.5 |
-73.0 |
-1.0% |
7,444.0 |
Range |
163.0 |
88.0 |
-75.0 |
-46.0% |
69.0 |
ATR |
79.1 |
82.0 |
2.9 |
3.6% |
0.0 |
Volume |
4,494 |
498 |
-3,996 |
-88.9% |
1,569 |
|
Daily Pivots for day following 24-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,420.8 |
7,377.7 |
7,206.9 |
|
R3 |
7,332.8 |
7,289.7 |
7,182.7 |
|
R2 |
7,244.8 |
7,244.8 |
7,174.6 |
|
R1 |
7,201.7 |
7,201.7 |
7,166.6 |
7,179.3 |
PP |
7,156.8 |
7,156.8 |
7,156.8 |
7,145.6 |
S1 |
7,113.7 |
7,113.7 |
7,150.4 |
7,091.3 |
S2 |
7,068.8 |
7,068.8 |
7,142.4 |
|
S3 |
6,980.8 |
7,025.7 |
7,134.3 |
|
S4 |
6,892.8 |
6,937.7 |
7,110.1 |
|
|
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 |
7,112.0 |
358.0 |
5.0% |
104.3 |
1.5% |
13% |
False |
True |
2,501 |
10 |
7,470.0 |
7,112.0 |
358.0 |
5.0% |
80.8 |
1.1% |
13% |
False |
True |
1,595 |
20 |
7,470.0 |
7,070.0 |
400.0 |
5.6% |
73.2 |
1.0% |
22% |
False |
False |
1,048 |
40 |
7,470.0 |
6,867.5 |
602.5 |
8.4% |
75.2 |
1.1% |
48% |
False |
False |
694 |
60 |
7,470.0 |
6,774.5 |
695.5 |
9.7% |
68.9 |
1.0% |
55% |
False |
False |
1,087 |
80 |
7,470.0 |
6,649.5 |
820.5 |
11.5% |
72.2 |
1.0% |
62% |
False |
False |
880 |
100 |
7,470.0 |
6,261.0 |
1,209.0 |
16.9% |
69.1 |
1.0% |
74% |
False |
False |
755 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,574.0 |
2.618 |
7,430.4 |
1.618 |
7,342.4 |
1.000 |
7,288.0 |
0.618 |
7,254.4 |
HIGH |
7,200.0 |
0.618 |
7,166.4 |
0.500 |
7,156.0 |
0.382 |
7,145.6 |
LOW |
7,112.0 |
0.618 |
7,057.6 |
1.000 |
7,024.0 |
1.618 |
6,969.6 |
2.618 |
6,881.6 |
4.250 |
6,738.0 |
|
|
Fisher Pivots for day following 24-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
7,157.7 |
7,245.3 |
PP |
7,156.8 |
7,216.3 |
S1 |
7,156.0 |
7,187.4 |
|