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 |
1,297.00 |
1,297.00 |
0.00 |
0.0% |
1,335.75 |
High |
1,305.75 |
1,314.75 |
9.00 |
0.7% |
1,337.50 |
Low |
1,287.75 |
1,296.25 |
8.50 |
0.7% |
1,287.75 |
Close |
1,297.75 |
1,313.75 |
16.00 |
1.2% |
1,313.75 |
Range |
18.00 |
18.50 |
0.50 |
2.8% |
49.75 |
ATR |
14.20 |
14.50 |
0.31 |
2.2% |
0.00 |
Volume |
5,670 |
17,578 |
11,908 |
210.0% |
28,313 |
|
Daily Pivots for day following 25-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,363.75 |
1,357.25 |
1,324.00 |
|
R3 |
1,345.25 |
1,338.75 |
1,318.75 |
|
R2 |
1,326.75 |
1,326.75 |
1,317.25 |
|
R1 |
1,320.25 |
1,320.25 |
1,315.50 |
1,323.50 |
PP |
1,308.25 |
1,308.25 |
1,308.25 |
1,310.00 |
S1 |
1,301.75 |
1,301.75 |
1,312.00 |
1,305.00 |
S2 |
1,289.75 |
1,289.75 |
1,310.25 |
|
S3 |
1,271.25 |
1,283.25 |
1,308.75 |
|
S4 |
1,252.75 |
1,264.75 |
1,303.50 |
|
|
Weekly Pivots for week ending 25-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,462.25 |
1,437.75 |
1,341.00 |
|
R3 |
1,412.50 |
1,388.00 |
1,327.50 |
|
R2 |
1,362.75 |
1,362.75 |
1,322.75 |
|
R1 |
1,338.25 |
1,338.25 |
1,318.25 |
1,325.50 |
PP |
1,313.00 |
1,313.00 |
1,313.00 |
1,306.75 |
S1 |
1,288.50 |
1,288.50 |
1,309.25 |
1,276.00 |
S2 |
1,263.25 |
1,263.25 |
1,304.75 |
|
S3 |
1,213.50 |
1,238.75 |
1,300.00 |
|
S4 |
1,163.75 |
1,189.00 |
1,286.50 |
|
|
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 |
3.8% |
19.50 |
1.5% |
52% |
False |
False |
6,499 |
10 |
1,337.75 |
1,287.75 |
50.00 |
3.8% |
15.00 |
1.1% |
52% |
False |
False |
4,015 |
20 |
1,337.75 |
1,257.75 |
80.00 |
6.1% |
15.00 |
1.1% |
70% |
False |
False |
2,679 |
40 |
1,337.75 |
1,244.75 |
93.00 |
7.1% |
13.50 |
1.0% |
74% |
False |
False |
1,873 |
60 |
1,337.75 |
1,167.25 |
170.50 |
13.0% |
12.50 |
1.0% |
86% |
False |
False |
1,342 |
80 |
1,337.75 |
1,161.50 |
176.25 |
13.4% |
13.00 |
1.0% |
86% |
False |
False |
1,010 |
100 |
1,337.75 |
1,123.25 |
214.50 |
16.3% |
13.25 |
1.0% |
89% |
False |
False |
809 |
120 |
1,337.75 |
1,083.00 |
254.75 |
19.4% |
13.00 |
1.0% |
91% |
False |
False |
676 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,393.50 |
2.618 |
1,363.25 |
1.618 |
1,344.75 |
1.000 |
1,333.25 |
0.618 |
1,326.25 |
HIGH |
1,314.75 |
0.618 |
1,307.75 |
0.500 |
1,305.50 |
0.382 |
1,303.25 |
LOW |
1,296.25 |
0.618 |
1,284.75 |
1.000 |
1,277.75 |
1.618 |
1,266.25 |
2.618 |
1,247.75 |
4.250 |
1,217.50 |
|
|
Fisher Pivots for day following 25-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
1,311.00 |
1,309.75 |
PP |
1,308.25 |
1,305.75 |
S1 |
1,305.50 |
1,301.50 |
|