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 |
12,211.81 |
12,104.56 |
-107.25 |
-0.9% |
12,266.83 |
High |
12,221.12 |
12,129.62 |
-91.50 |
-0.7% |
12,391.29 |
Low |
12,063.43 |
11,983.17 |
-80.26 |
-0.7% |
12,193.27 |
Close |
12,105.78 |
12,068.50 |
-37.28 |
-0.3% |
12,391.25 |
Range |
157.69 |
146.45 |
-11.24 |
-7.1% |
198.02 |
ATR |
98.46 |
101.89 |
3.43 |
3.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 24-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,499.78 |
12,430.59 |
12,149.05 |
|
R3 |
12,353.33 |
12,284.14 |
12,108.77 |
|
R2 |
12,206.88 |
12,206.88 |
12,095.35 |
|
R1 |
12,137.69 |
12,137.69 |
12,081.92 |
12,099.06 |
PP |
12,060.43 |
12,060.43 |
12,060.43 |
12,041.12 |
S1 |
11,991.24 |
11,991.24 |
12,055.08 |
11,952.61 |
S2 |
11,913.98 |
11,913.98 |
12,041.65 |
|
S3 |
11,767.53 |
11,844.79 |
12,028.23 |
|
S4 |
11,621.08 |
11,698.34 |
11,987.95 |
|
|
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 |
11,983.17 |
408.12 |
3.4% |
136.76 |
1.1% |
21% |
False |
True |
|
10 |
12,391.29 |
11,983.17 |
408.12 |
3.4% |
107.00 |
0.9% |
21% |
False |
True |
|
20 |
12,391.29 |
11,803.04 |
588.25 |
4.9% |
100.80 |
0.8% |
45% |
False |
False |
|
40 |
12,391.29 |
11,530.32 |
860.97 |
7.1% |
92.03 |
0.8% |
63% |
False |
False |
|
60 |
12,391.29 |
10,942.98 |
1,448.31 |
12.0% |
88.36 |
0.7% |
78% |
False |
False |
|
80 |
12,391.29 |
10,929.28 |
1,462.01 |
12.1% |
99.18 |
0.8% |
78% |
False |
False |
|
100 |
12,391.29 |
10,711.12 |
1,680.17 |
13.9% |
103.47 |
0.9% |
81% |
False |
False |
|
120 |
12,391.29 |
10,321.84 |
2,069.45 |
17.1% |
104.92 |
0.9% |
84% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,752.03 |
2.618 |
12,513.03 |
1.618 |
12,366.58 |
1.000 |
12,276.07 |
0.618 |
12,220.13 |
HIGH |
12,129.62 |
0.618 |
12,073.68 |
0.500 |
12,056.40 |
0.382 |
12,039.11 |
LOW |
11,983.17 |
0.618 |
11,892.66 |
1.000 |
11,836.72 |
1.618 |
11,746.21 |
2.618 |
11,599.76 |
4.250 |
11,360.76 |
|
|
Fisher Pivots for day following 24-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
12,064.47 |
12,186.50 |
PP |
12,060.43 |
12,147.16 |
S1 |
12,056.40 |
12,107.83 |
|