Trading Metrics calculated at close of trading on 28-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2011 |
28-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
1,297.00 |
1,314.50 |
17.50 |
1.3% |
1,335.75 |
High |
1,314.75 |
1,324.00 |
9.25 |
0.7% |
1,337.50 |
Low |
1,296.25 |
1,308.25 |
12.00 |
0.9% |
1,287.75 |
Close |
1,313.75 |
1,321.00 |
7.25 |
0.6% |
1,313.75 |
Range |
18.50 |
15.75 |
-2.75 |
-14.9% |
49.75 |
ATR |
14.50 |
14.59 |
0.09 |
0.6% |
0.00 |
Volume |
17,578 |
13,047 |
-4,531 |
-25.8% |
28,313 |
|
Daily Pivots for day following 28-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,365.00 |
1,358.75 |
1,329.75 |
|
R3 |
1,349.25 |
1,343.00 |
1,325.25 |
|
R2 |
1,333.50 |
1,333.50 |
1,324.00 |
|
R1 |
1,327.25 |
1,327.25 |
1,322.50 |
1,330.50 |
PP |
1,317.75 |
1,317.75 |
1,317.75 |
1,319.25 |
S1 |
1,311.50 |
1,311.50 |
1,319.50 |
1,314.50 |
S2 |
1,302.00 |
1,302.00 |
1,318.00 |
|
S3 |
1,286.25 |
1,295.75 |
1,316.75 |
|
S4 |
1,270.50 |
1,280.00 |
1,312.25 |
|
|
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 |
1,337.50 |
1,287.75 |
49.75 |
3.8% |
21.25 |
1.6% |
67% |
False |
False |
8,272 |
10 |
1,337.75 |
1,287.75 |
50.00 |
3.8% |
14.75 |
1.1% |
67% |
False |
False |
5,214 |
20 |
1,337.75 |
1,257.75 |
80.00 |
6.1% |
14.50 |
1.1% |
79% |
False |
False |
3,302 |
40 |
1,337.75 |
1,244.75 |
93.00 |
7.0% |
13.75 |
1.0% |
82% |
False |
False |
2,195 |
60 |
1,337.75 |
1,193.25 |
144.50 |
10.9% |
12.25 |
0.9% |
88% |
False |
False |
1,559 |
80 |
1,337.75 |
1,161.50 |
176.25 |
13.3% |
13.00 |
1.0% |
90% |
False |
False |
1,173 |
100 |
1,337.75 |
1,137.50 |
200.25 |
15.2% |
13.25 |
1.0% |
92% |
False |
False |
940 |
120 |
1,337.75 |
1,083.00 |
254.75 |
19.3% |
13.00 |
1.0% |
93% |
False |
False |
785 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,391.00 |
2.618 |
1,365.25 |
1.618 |
1,349.50 |
1.000 |
1,339.75 |
0.618 |
1,333.75 |
HIGH |
1,324.00 |
0.618 |
1,318.00 |
0.500 |
1,316.00 |
0.382 |
1,314.25 |
LOW |
1,308.25 |
0.618 |
1,298.50 |
1.000 |
1,292.50 |
1.618 |
1,282.75 |
2.618 |
1,267.00 |
4.250 |
1,241.25 |
|
|
Fisher Pivots for day following 28-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
1,319.50 |
1,316.00 |
PP |
1,317.75 |
1,311.00 |
S1 |
1,316.00 |
1,306.00 |
|