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 |
1,309.00 |
1,297.00 |
-12.00 |
-0.9% |
1,322.00 |
High |
1,315.50 |
1,305.75 |
-9.75 |
-0.7% |
1,337.75 |
Low |
1,293.00 |
1,287.75 |
-5.25 |
-0.4% |
1,317.50 |
Close |
1,300.50 |
1,297.75 |
-2.75 |
-0.2% |
1,337.50 |
Range |
22.50 |
18.00 |
-4.50 |
-20.0% |
20.25 |
ATR |
13.90 |
14.20 |
0.29 |
2.1% |
0.00 |
Volume |
3,414 |
5,670 |
2,256 |
66.1% |
10,784 |
|
Daily Pivots for day following 24-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,351.00 |
1,342.50 |
1,307.75 |
|
R3 |
1,333.00 |
1,324.50 |
1,302.75 |
|
R2 |
1,315.00 |
1,315.00 |
1,301.00 |
|
R1 |
1,306.50 |
1,306.50 |
1,299.50 |
1,310.75 |
PP |
1,297.00 |
1,297.00 |
1,297.00 |
1,299.25 |
S1 |
1,288.50 |
1,288.50 |
1,296.00 |
1,292.75 |
S2 |
1,279.00 |
1,279.00 |
1,294.50 |
|
S3 |
1,261.00 |
1,270.50 |
1,292.75 |
|
S4 |
1,243.00 |
1,252.50 |
1,287.75 |
|
|
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 |
1,287.75 |
50.00 |
3.9% |
18.25 |
1.4% |
20% |
False |
True |
3,250 |
10 |
1,337.75 |
1,287.75 |
50.00 |
3.9% |
14.50 |
1.1% |
20% |
False |
True |
2,325 |
20 |
1,337.75 |
1,257.75 |
80.00 |
6.2% |
14.50 |
1.1% |
50% |
False |
False |
1,924 |
40 |
1,337.75 |
1,244.75 |
93.00 |
7.2% |
13.25 |
1.0% |
57% |
False |
False |
1,441 |
60 |
1,337.75 |
1,163.75 |
174.00 |
13.4% |
12.50 |
1.0% |
77% |
False |
False |
1,049 |
80 |
1,337.75 |
1,161.50 |
176.25 |
13.6% |
13.00 |
1.0% |
77% |
False |
False |
790 |
100 |
1,337.75 |
1,117.50 |
220.25 |
17.0% |
13.25 |
1.0% |
82% |
False |
False |
634 |
120 |
1,337.75 |
1,080.50 |
257.25 |
19.8% |
12.75 |
1.0% |
84% |
False |
False |
530 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,382.25 |
2.618 |
1,352.75 |
1.618 |
1,334.75 |
1.000 |
1,323.75 |
0.618 |
1,316.75 |
HIGH |
1,305.75 |
0.618 |
1,298.75 |
0.500 |
1,296.75 |
0.382 |
1,294.75 |
LOW |
1,287.75 |
0.618 |
1,276.75 |
1.000 |
1,269.75 |
1.618 |
1,258.75 |
2.618 |
1,240.75 |
4.250 |
1,211.25 |
|
|
Fisher Pivots for day following 24-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
1,297.50 |
1,312.50 |
PP |
1,297.00 |
1,307.75 |
S1 |
1,296.75 |
1,302.75 |
|