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 |
12,060.93 |
12,130.45 |
69.52 |
0.6% |
12,389.74 |
High |
12,151.03 |
12,235.04 |
84.01 |
0.7% |
12,389.82 |
Low |
12,060.93 |
12,130.15 |
69.22 |
0.6% |
11,983.17 |
Close |
12,130.45 |
12,226.34 |
95.89 |
0.8% |
12,130.45 |
Range |
90.10 |
104.89 |
14.79 |
16.4% |
406.65 |
ATR |
101.05 |
101.32 |
0.27 |
0.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 28-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,511.85 |
12,473.98 |
12,284.03 |
|
R3 |
12,406.96 |
12,369.09 |
12,255.18 |
|
R2 |
12,302.07 |
12,302.07 |
12,245.57 |
|
R1 |
12,264.20 |
12,264.20 |
12,235.95 |
12,283.14 |
PP |
12,197.18 |
12,197.18 |
12,197.18 |
12,206.64 |
S1 |
12,159.31 |
12,159.31 |
12,216.73 |
12,178.25 |
S2 |
12,092.29 |
12,092.29 |
12,207.11 |
|
S3 |
11,987.40 |
12,054.42 |
12,197.50 |
|
S4 |
11,882.51 |
11,949.53 |
12,168.65 |
|
|
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 |
12,389.82 |
11,983.17 |
406.65 |
3.3% |
142.53 |
1.2% |
60% |
False |
False |
|
10 |
12,391.29 |
11,983.17 |
408.12 |
3.3% |
107.68 |
0.9% |
60% |
False |
False |
|
20 |
12,391.29 |
11,817.88 |
573.41 |
4.7% |
97.70 |
0.8% |
71% |
False |
False |
|
40 |
12,391.29 |
11,530.32 |
860.97 |
7.0% |
94.53 |
0.8% |
81% |
False |
False |
|
60 |
12,391.29 |
11,255.85 |
1,135.44 |
9.3% |
85.14 |
0.7% |
85% |
False |
False |
|
80 |
12,391.29 |
10,929.28 |
1,462.01 |
12.0% |
98.17 |
0.8% |
89% |
False |
False |
|
100 |
12,391.29 |
10,892.76 |
1,498.53 |
12.3% |
101.86 |
0.8% |
89% |
False |
False |
|
120 |
12,391.29 |
10,335.69 |
2,055.60 |
16.8% |
104.51 |
0.9% |
92% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,680.82 |
2.618 |
12,509.64 |
1.618 |
12,404.75 |
1.000 |
12,339.93 |
0.618 |
12,299.86 |
HIGH |
12,235.04 |
0.618 |
12,194.97 |
0.500 |
12,182.60 |
0.382 |
12,170.22 |
LOW |
12,130.15 |
0.618 |
12,065.33 |
1.000 |
12,025.26 |
1.618 |
11,960.44 |
2.618 |
11,855.55 |
4.250 |
11,684.37 |
|
|
Fisher Pivots for day following 28-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
12,211.76 |
12,187.26 |
PP |
12,197.18 |
12,148.18 |
S1 |
12,182.60 |
12,109.11 |
|