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 |
1,397.8 |
1,410.0 |
12.2 |
0.9% |
1,357.8 |
High |
1,413.8 |
1,415.3 |
1.5 |
0.1% |
1,391.8 |
Low |
1,397.8 |
1,408.3 |
10.5 |
0.8% |
1,356.6 |
Close |
1,413.4 |
1,415.3 |
1.9 |
0.1% |
1,388.2 |
Range |
16.0 |
7.0 |
-9.0 |
-56.3% |
35.2 |
ATR |
16.7 |
16.0 |
-0.7 |
-4.1% |
0.0 |
Volume |
318 |
67 |
-251 |
-78.9% |
869 |
|
Daily Pivots for day following 24-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,434.0 |
1,431.6 |
1,419.2 |
|
R3 |
1,427.0 |
1,424.6 |
1,417.2 |
|
R2 |
1,420.0 |
1,420.0 |
1,416.6 |
|
R1 |
1,417.6 |
1,417.6 |
1,415.9 |
1,418.8 |
PP |
1,413.0 |
1,413.0 |
1,413.0 |
1,413.6 |
S1 |
1,410.6 |
1,410.6 |
1,414.7 |
1,411.8 |
S2 |
1,406.0 |
1,406.0 |
1,414.0 |
|
S3 |
1,399.0 |
1,403.6 |
1,413.4 |
|
S4 |
1,392.0 |
1,396.6 |
1,411.5 |
|
|
Weekly Pivots for week ending 18-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,484.5 |
1,471.5 |
1,407.6 |
|
R3 |
1,449.3 |
1,436.3 |
1,397.9 |
|
R2 |
1,414.1 |
1,414.1 |
1,394.7 |
|
R1 |
1,401.1 |
1,401.1 |
1,391.4 |
1,407.6 |
PP |
1,378.9 |
1,378.9 |
1,378.9 |
1,382.1 |
S1 |
1,365.9 |
1,365.9 |
1,385.0 |
1,372.4 |
S2 |
1,343.7 |
1,343.7 |
1,381.7 |
|
S3 |
1,308.5 |
1,330.7 |
1,378.5 |
|
S4 |
1,273.3 |
1,295.5 |
1,368.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,415.3 |
1,377.0 |
38.3 |
2.7% |
10.9 |
0.8% |
100% |
True |
False |
119 |
10 |
1,415.3 |
1,351.7 |
63.6 |
4.5% |
11.6 |
0.8% |
100% |
True |
False |
205 |
20 |
1,415.3 |
1,307.7 |
107.6 |
7.6% |
16.4 |
1.2% |
100% |
True |
False |
14,458 |
40 |
1,424.4 |
1,307.7 |
116.7 |
8.2% |
17.6 |
1.2% |
92% |
False |
False |
81,977 |
60 |
1,432.5 |
1,307.7 |
124.8 |
8.8% |
18.3 |
1.3% |
86% |
False |
False |
95,562 |
80 |
1,432.5 |
1,307.7 |
124.8 |
8.8% |
20.1 |
1.4% |
86% |
False |
False |
80,649 |
100 |
1,432.5 |
1,307.7 |
124.8 |
8.8% |
20.4 |
1.4% |
86% |
False |
False |
65,484 |
120 |
1,432.5 |
1,240.0 |
192.5 |
13.6% |
19.0 |
1.3% |
91% |
False |
False |
54,878 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,445.1 |
2.618 |
1,433.6 |
1.618 |
1,426.6 |
1.000 |
1,422.3 |
0.618 |
1,419.6 |
HIGH |
1,415.3 |
0.618 |
1,412.6 |
0.500 |
1,411.8 |
0.382 |
1,411.0 |
LOW |
1,408.3 |
0.618 |
1,404.0 |
1.000 |
1,401.3 |
1.618 |
1,397.0 |
2.618 |
1,390.0 |
4.250 |
1,378.6 |
|
|
Fisher Pivots for day following 24-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
1,414.1 |
1,411.9 |
PP |
1,413.0 |
1,408.6 |
S1 |
1,411.8 |
1,405.2 |
|