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 |
1,335.75 |
1,309.00 |
-26.75 |
-2.0% |
1,322.00 |
High |
1,337.50 |
1,315.50 |
-22.00 |
-1.6% |
1,337.75 |
Low |
1,305.75 |
1,293.00 |
-12.75 |
-1.0% |
1,317.50 |
Close |
1,309.50 |
1,300.50 |
-9.00 |
-0.7% |
1,337.50 |
Range |
31.75 |
22.50 |
-9.25 |
-29.1% |
20.25 |
ATR |
13.24 |
13.90 |
0.66 |
5.0% |
0.00 |
Volume |
1,651 |
3,414 |
1,763 |
106.8% |
10,784 |
|
Daily Pivots for day following 23-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,370.50 |
1,358.00 |
1,313.00 |
|
R3 |
1,348.00 |
1,335.50 |
1,306.75 |
|
R2 |
1,325.50 |
1,325.50 |
1,304.50 |
|
R1 |
1,313.00 |
1,313.00 |
1,302.50 |
1,308.00 |
PP |
1,303.00 |
1,303.00 |
1,303.00 |
1,300.50 |
S1 |
1,290.50 |
1,290.50 |
1,298.50 |
1,285.50 |
S2 |
1,280.50 |
1,280.50 |
1,296.50 |
|
S3 |
1,258.00 |
1,268.00 |
1,294.25 |
|
S4 |
1,235.50 |
1,245.50 |
1,288.00 |
|
|
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 |
1,293.00 |
44.75 |
3.4% |
16.50 |
1.3% |
17% |
False |
True |
2,560 |
10 |
1,337.75 |
1,293.00 |
44.75 |
3.4% |
13.50 |
1.0% |
17% |
False |
True |
1,869 |
20 |
1,337.75 |
1,257.75 |
80.00 |
6.2% |
14.25 |
1.1% |
53% |
False |
False |
1,693 |
40 |
1,337.75 |
1,244.75 |
93.00 |
7.2% |
13.00 |
1.0% |
60% |
False |
False |
1,302 |
60 |
1,337.75 |
1,163.00 |
174.75 |
13.4% |
12.50 |
1.0% |
79% |
False |
False |
955 |
80 |
1,337.75 |
1,161.50 |
176.25 |
13.6% |
13.00 |
1.0% |
79% |
False |
False |
720 |
100 |
1,337.75 |
1,117.50 |
220.25 |
16.9% |
13.25 |
1.0% |
83% |
False |
False |
577 |
120 |
1,337.75 |
1,067.50 |
270.25 |
20.8% |
12.75 |
1.0% |
86% |
False |
False |
482 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,411.00 |
2.618 |
1,374.50 |
1.618 |
1,352.00 |
1.000 |
1,338.00 |
0.618 |
1,329.50 |
HIGH |
1,315.50 |
0.618 |
1,307.00 |
0.500 |
1,304.25 |
0.382 |
1,301.50 |
LOW |
1,293.00 |
0.618 |
1,279.00 |
1.000 |
1,270.50 |
1.618 |
1,256.50 |
2.618 |
1,234.00 |
4.250 |
1,197.50 |
|
|
Fisher Pivots for day following 23-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
1,304.25 |
1,315.50 |
PP |
1,303.00 |
1,310.50 |
S1 |
1,301.75 |
1,305.50 |
|