Trading Metrics calculated at close of trading on 25-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2011 |
25-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
7,200.0 |
7,173.0 |
-27.0 |
-0.4% |
7,439.0 |
High |
7,200.0 |
7,223.5 |
23.5 |
0.3% |
7,470.0 |
Low |
7,112.0 |
7,161.0 |
49.0 |
0.7% |
7,112.0 |
Close |
7,158.5 |
7,208.5 |
50.0 |
0.7% |
7,208.5 |
Range |
88.0 |
62.5 |
-25.5 |
-29.0% |
358.0 |
ATR |
82.0 |
80.8 |
-1.2 |
-1.5% |
0.0 |
Volume |
498 |
458 |
-40 |
-8.0% |
12,603 |
|
Daily Pivots for day following 25-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,385.2 |
7,359.3 |
7,242.9 |
|
R3 |
7,322.7 |
7,296.8 |
7,225.7 |
|
R2 |
7,260.2 |
7,260.2 |
7,220.0 |
|
R1 |
7,234.3 |
7,234.3 |
7,214.2 |
7,247.3 |
PP |
7,197.7 |
7,197.7 |
7,197.7 |
7,204.1 |
S1 |
7,171.8 |
7,171.8 |
7,202.8 |
7,184.8 |
S2 |
7,135.2 |
7,135.2 |
7,197.0 |
|
S3 |
7,072.7 |
7,109.3 |
7,191.3 |
|
S4 |
7,010.2 |
7,046.8 |
7,174.1 |
|
|
Weekly Pivots for week ending 25-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,337.5 |
8,131.0 |
7,405.4 |
|
R3 |
7,979.5 |
7,773.0 |
7,307.0 |
|
R2 |
7,621.5 |
7,621.5 |
7,274.1 |
|
R1 |
7,415.0 |
7,415.0 |
7,241.3 |
7,339.3 |
PP |
7,263.5 |
7,263.5 |
7,263.5 |
7,225.6 |
S1 |
7,057.0 |
7,057.0 |
7,175.7 |
6,981.3 |
S2 |
6,905.5 |
6,905.5 |
7,142.9 |
|
S3 |
6,547.5 |
6,699.0 |
7,110.1 |
|
S4 |
6,189.5 |
6,341.0 |
7,011.6 |
|
|
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% |
109.2 |
1.5% |
27% |
False |
False |
2,520 |
10 |
7,470.0 |
7,112.0 |
358.0 |
5.0% |
75.9 |
1.1% |
27% |
False |
False |
1,417 |
20 |
7,470.0 |
7,070.0 |
400.0 |
5.5% |
71.6 |
1.0% |
35% |
False |
False |
1,038 |
40 |
7,470.0 |
6,867.5 |
602.5 |
8.4% |
74.3 |
1.0% |
57% |
False |
False |
693 |
60 |
7,470.0 |
6,867.5 |
602.5 |
8.4% |
67.5 |
0.9% |
57% |
False |
False |
1,086 |
80 |
7,470.0 |
6,700.0 |
770.0 |
10.7% |
72.2 |
1.0% |
66% |
False |
False |
883 |
100 |
7,470.0 |
6,261.0 |
1,209.0 |
16.8% |
69.2 |
1.0% |
78% |
False |
False |
759 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,489.1 |
2.618 |
7,387.1 |
1.618 |
7,324.6 |
1.000 |
7,286.0 |
0.618 |
7,262.1 |
HIGH |
7,223.5 |
0.618 |
7,199.6 |
0.500 |
7,192.3 |
0.382 |
7,184.9 |
LOW |
7,161.0 |
0.618 |
7,122.4 |
1.000 |
7,098.5 |
1.618 |
7,059.9 |
2.618 |
6,997.4 |
4.250 |
6,895.4 |
|
|
Fisher Pivots for day following 25-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
7,203.1 |
7,225.5 |
PP |
7,197.7 |
7,219.8 |
S1 |
7,192.3 |
7,214.2 |
|