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 |
12,104.56 |
12,060.93 |
-43.63 |
-0.4% |
12,389.74 |
High |
12,129.62 |
12,151.03 |
21.41 |
0.2% |
12,389.82 |
Low |
11,983.17 |
12,060.93 |
77.76 |
0.6% |
11,983.17 |
Close |
12,068.50 |
12,130.45 |
61.95 |
0.5% |
12,130.45 |
Range |
146.45 |
90.10 |
-56.35 |
-38.5% |
406.65 |
ATR |
101.89 |
101.05 |
-0.84 |
-0.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 25-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,384.44 |
12,347.54 |
12,180.01 |
|
R3 |
12,294.34 |
12,257.44 |
12,155.23 |
|
R2 |
12,204.24 |
12,204.24 |
12,146.97 |
|
R1 |
12,167.34 |
12,167.34 |
12,138.71 |
12,185.79 |
PP |
12,114.14 |
12,114.14 |
12,114.14 |
12,123.36 |
S1 |
12,077.24 |
12,077.24 |
12,122.19 |
12,095.69 |
S2 |
12,024.04 |
12,024.04 |
12,113.93 |
|
S3 |
11,933.94 |
11,987.14 |
12,105.67 |
|
S4 |
11,843.84 |
11,897.04 |
12,080.90 |
|
|
Weekly Pivots for week ending 25-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,387.76 |
13,165.76 |
12,354.11 |
|
R3 |
12,981.11 |
12,759.11 |
12,242.28 |
|
R2 |
12,574.46 |
12,574.46 |
12,205.00 |
|
R1 |
12,352.46 |
12,352.46 |
12,167.73 |
12,260.14 |
PP |
12,167.81 |
12,167.81 |
12,167.81 |
12,121.65 |
S1 |
11,945.81 |
11,945.81 |
12,093.17 |
11,853.49 |
S2 |
11,761.16 |
11,761.16 |
12,055.90 |
|
S3 |
11,354.51 |
11,539.16 |
12,018.62 |
|
S4 |
10,947.86 |
11,132.51 |
11,906.79 |
|
|
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% |
139.16 |
1.1% |
36% |
False |
False |
|
10 |
12,391.29 |
11,983.17 |
408.12 |
3.4% |
107.74 |
0.9% |
36% |
False |
False |
|
20 |
12,391.29 |
11,803.04 |
588.25 |
4.8% |
102.93 |
0.8% |
56% |
False |
False |
|
40 |
12,391.29 |
11,530.32 |
860.97 |
7.1% |
92.97 |
0.8% |
70% |
False |
False |
|
60 |
12,391.29 |
11,007.23 |
1,384.06 |
11.4% |
87.87 |
0.7% |
81% |
False |
False |
|
80 |
12,391.29 |
10,929.28 |
1,462.01 |
12.1% |
98.04 |
0.8% |
82% |
False |
False |
|
100 |
12,391.29 |
10,752.63 |
1,638.66 |
13.5% |
102.94 |
0.8% |
84% |
False |
False |
|
120 |
12,391.29 |
10,332.40 |
2,058.89 |
17.0% |
104.59 |
0.9% |
87% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,533.96 |
2.618 |
12,386.91 |
1.618 |
12,296.81 |
1.000 |
12,241.13 |
0.618 |
12,206.71 |
HIGH |
12,151.03 |
0.618 |
12,116.61 |
0.500 |
12,105.98 |
0.382 |
12,095.35 |
LOW |
12,060.93 |
0.618 |
12,005.25 |
1.000 |
11,970.83 |
1.618 |
11,915.15 |
2.618 |
11,825.05 |
4.250 |
11,678.01 |
|
|
Fisher Pivots for day following 25-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
12,122.29 |
12,121.02 |
PP |
12,114.14 |
12,111.58 |
S1 |
12,105.98 |
12,102.15 |
|