Trading Metrics calculated at close of trading on 22-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2011 |
22-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
1,332.50 |
1,335.75 |
3.25 |
0.2% |
1,322.00 |
High |
1,337.75 |
1,337.50 |
-0.25 |
0.0% |
1,337.75 |
Low |
1,330.50 |
1,305.75 |
-24.75 |
-1.9% |
1,317.50 |
Close |
1,337.50 |
1,309.50 |
-28.00 |
-2.1% |
1,337.50 |
Range |
7.25 |
31.75 |
24.50 |
337.9% |
20.25 |
ATR |
11.82 |
13.24 |
1.42 |
12.0% |
0.00 |
Volume |
4,186 |
1,651 |
-2,535 |
-60.6% |
10,784 |
|
Daily Pivots for day following 22-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,412.75 |
1,393.00 |
1,327.00 |
|
R3 |
1,381.00 |
1,361.25 |
1,318.25 |
|
R2 |
1,349.25 |
1,349.25 |
1,315.25 |
|
R1 |
1,329.50 |
1,329.50 |
1,312.50 |
1,323.50 |
PP |
1,317.50 |
1,317.50 |
1,317.50 |
1,314.50 |
S1 |
1,297.75 |
1,297.75 |
1,306.50 |
1,291.75 |
S2 |
1,285.75 |
1,285.75 |
1,303.75 |
|
S3 |
1,254.00 |
1,266.00 |
1,300.75 |
|
S4 |
1,222.25 |
1,234.25 |
1,292.00 |
|
|
Weekly Pivots for week ending 18-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,391.75 |
1,384.75 |
1,348.75 |
|
R3 |
1,371.50 |
1,364.50 |
1,343.00 |
|
R2 |
1,351.25 |
1,351.25 |
1,341.25 |
|
R1 |
1,344.25 |
1,344.25 |
1,339.25 |
1,347.75 |
PP |
1,331.00 |
1,331.00 |
1,331.00 |
1,332.50 |
S1 |
1,324.00 |
1,324.00 |
1,335.75 |
1,327.50 |
S2 |
1,310.75 |
1,310.75 |
1,333.75 |
|
S3 |
1,290.50 |
1,303.75 |
1,332.00 |
|
S4 |
1,270.25 |
1,283.50 |
1,326.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,337.75 |
1,305.75 |
32.00 |
2.4% |
13.25 |
1.0% |
12% |
False |
True |
2,034 |
10 |
1,337.75 |
1,304.00 |
33.75 |
2.6% |
12.25 |
0.9% |
16% |
False |
False |
1,605 |
20 |
1,337.75 |
1,257.75 |
80.00 |
6.1% |
13.75 |
1.0% |
65% |
False |
False |
1,562 |
40 |
1,337.75 |
1,241.00 |
96.75 |
7.4% |
12.50 |
1.0% |
71% |
False |
False |
1,224 |
60 |
1,337.75 |
1,163.00 |
174.75 |
13.3% |
12.25 |
0.9% |
84% |
False |
False |
898 |
80 |
1,337.75 |
1,161.50 |
176.25 |
13.5% |
12.75 |
1.0% |
84% |
False |
False |
677 |
100 |
1,337.75 |
1,117.50 |
220.25 |
16.8% |
13.00 |
1.0% |
87% |
False |
False |
543 |
120 |
1,337.75 |
1,059.00 |
278.75 |
21.3% |
12.50 |
1.0% |
90% |
False |
False |
454 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,472.50 |
2.618 |
1,420.50 |
1.618 |
1,388.75 |
1.000 |
1,369.25 |
0.618 |
1,357.00 |
HIGH |
1,337.50 |
0.618 |
1,325.25 |
0.500 |
1,321.50 |
0.382 |
1,318.00 |
LOW |
1,305.75 |
0.618 |
1,286.25 |
1.000 |
1,274.00 |
1.618 |
1,254.50 |
2.618 |
1,222.75 |
4.250 |
1,170.75 |
|
|
Fisher Pivots for day following 22-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
1,321.50 |
1,321.75 |
PP |
1,317.50 |
1,317.75 |
S1 |
1,313.50 |
1,313.50 |
|