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 |
12,318.67 |
12,389.74 |
71.07 |
0.6% |
12,266.83 |
High |
12,391.29 |
12,389.82 |
-1.47 |
0.0% |
12,391.29 |
Low |
12,303.23 |
12,176.31 |
-126.92 |
-1.0% |
12,193.27 |
Close |
12,391.25 |
12,212.79 |
-178.46 |
-1.4% |
12,391.25 |
Range |
88.06 |
213.51 |
125.45 |
142.5% |
198.02 |
ATR |
84.59 |
93.90 |
9.31 |
11.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 22-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,900.17 |
12,769.99 |
12,330.22 |
|
R3 |
12,686.66 |
12,556.48 |
12,271.51 |
|
R2 |
12,473.15 |
12,473.15 |
12,251.93 |
|
R1 |
12,342.97 |
12,342.97 |
12,232.36 |
12,301.31 |
PP |
12,259.64 |
12,259.64 |
12,259.64 |
12,238.81 |
S1 |
12,129.46 |
12,129.46 |
12,193.22 |
12,087.80 |
S2 |
12,046.13 |
12,046.13 |
12,173.65 |
|
S3 |
11,832.62 |
11,915.95 |
12,154.07 |
|
S4 |
11,619.11 |
11,702.44 |
12,095.36 |
|
|
Weekly Pivots for week ending 18-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,919.33 |
12,853.31 |
12,500.16 |
|
R3 |
12,721.31 |
12,655.29 |
12,445.71 |
|
R2 |
12,523.29 |
12,523.29 |
12,427.55 |
|
R1 |
12,457.27 |
12,457.27 |
12,409.40 |
12,490.28 |
PP |
12,325.27 |
12,325.27 |
12,325.27 |
12,341.78 |
S1 |
12,259.25 |
12,259.25 |
12,373.10 |
12,292.26 |
S2 |
12,127.25 |
12,127.25 |
12,354.95 |
|
S3 |
11,929.23 |
12,061.23 |
12,336.79 |
|
S4 |
11,731.21 |
11,863.21 |
12,282.34 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,391.29 |
12,176.31 |
214.98 |
1.8% |
107.48 |
0.9% |
17% |
False |
True |
|
10 |
12,391.29 |
12,150.05 |
241.24 |
2.0% |
92.07 |
0.8% |
26% |
False |
False |
|
20 |
12,391.29 |
11,803.04 |
588.25 |
4.8% |
92.89 |
0.8% |
70% |
False |
False |
|
40 |
12,391.29 |
11,518.44 |
872.85 |
7.1% |
87.04 |
0.7% |
80% |
False |
False |
|
60 |
12,391.29 |
10,929.28 |
1,462.01 |
12.0% |
87.81 |
0.7% |
88% |
False |
False |
|
80 |
12,391.29 |
10,929.28 |
1,462.01 |
12.0% |
97.66 |
0.8% |
88% |
False |
False |
|
100 |
12,391.29 |
10,711.12 |
1,680.17 |
13.8% |
103.32 |
0.8% |
89% |
False |
False |
|
120 |
12,391.29 |
10,016.01 |
2,375.28 |
19.4% |
105.13 |
0.9% |
92% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,297.24 |
2.618 |
12,948.79 |
1.618 |
12,735.28 |
1.000 |
12,603.33 |
0.618 |
12,521.77 |
HIGH |
12,389.82 |
0.618 |
12,308.26 |
0.500 |
12,283.07 |
0.382 |
12,257.87 |
LOW |
12,176.31 |
0.618 |
12,044.36 |
1.000 |
11,962.80 |
1.618 |
11,830.85 |
2.618 |
11,617.34 |
4.250 |
11,268.89 |
|
|
Fisher Pivots for day following 22-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
12,283.07 |
12,283.80 |
PP |
12,259.64 |
12,260.13 |
S1 |
12,236.22 |
12,236.46 |
|