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 |
131.48 |
132.82 |
1.34 |
1.0% |
133.12 |
High |
132.41 |
133.32 |
0.91 |
0.7% |
133.86 |
Low |
131.40 |
132.38 |
0.98 |
0.7% |
129.70 |
Close |
132.33 |
133.15 |
0.82 |
0.6% |
132.33 |
Range |
1.01 |
0.94 |
-0.07 |
-6.9% |
4.16 |
ATR |
1.32 |
1.30 |
-0.02 |
-1.8% |
0.00 |
Volume |
141,488,375 |
141,377,974 |
-110,401 |
-0.1% |
861,449,754 |
|
Daily Pivots for day following 28-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
135.77 |
135.40 |
133.67 |
|
R3 |
134.83 |
134.46 |
133.41 |
|
R2 |
133.89 |
133.89 |
133.32 |
|
R1 |
133.52 |
133.52 |
133.24 |
133.71 |
PP |
132.95 |
132.95 |
132.95 |
133.04 |
S1 |
132.58 |
132.58 |
133.06 |
132.77 |
S2 |
132.01 |
132.01 |
132.98 |
|
S3 |
131.07 |
131.64 |
132.89 |
|
S4 |
130.13 |
130.70 |
132.63 |
|
|
Weekly Pivots for week ending 25-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
144.44 |
142.55 |
134.62 |
|
R3 |
140.28 |
138.39 |
133.47 |
|
R2 |
136.12 |
136.12 |
133.09 |
|
R1 |
134.23 |
134.23 |
132.71 |
133.10 |
PP |
131.96 |
131.96 |
131.96 |
131.40 |
S1 |
130.07 |
130.07 |
131.95 |
128.94 |
S2 |
127.80 |
127.80 |
131.57 |
|
S3 |
123.64 |
125.91 |
131.19 |
|
S4 |
119.48 |
121.75 |
130.04 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
133.86 |
129.70 |
4.16 |
3.1% |
1.59 |
1.2% |
83% |
False |
False |
200,565,545 |
10 |
134.69 |
129.70 |
4.99 |
3.7% |
1.20 |
0.9% |
69% |
False |
False |
159,342,747 |
20 |
134.69 |
127.75 |
6.94 |
5.2% |
1.16 |
0.9% |
78% |
False |
False |
148,252,613 |
40 |
134.69 |
125.33 |
9.36 |
7.0% |
1.12 |
0.8% |
84% |
False |
False |
144,105,471 |
60 |
134.69 |
121.13 |
13.56 |
10.2% |
1.01 |
0.8% |
89% |
False |
False |
136,072,873 |
80 |
134.69 |
117.59 |
17.10 |
12.8% |
1.07 |
0.8% |
91% |
False |
False |
150,396,396 |
100 |
134.69 |
115.19 |
19.50 |
14.6% |
1.11 |
0.8% |
92% |
False |
False |
155,569,632 |
120 |
134.69 |
109.81 |
24.88 |
18.7% |
1.14 |
0.9% |
94% |
False |
False |
161,606,098 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
137.32 |
2.618 |
135.78 |
1.618 |
134.84 |
1.000 |
134.26 |
0.618 |
133.90 |
HIGH |
133.32 |
0.618 |
132.96 |
0.500 |
132.85 |
0.382 |
132.74 |
LOW |
132.38 |
0.618 |
131.80 |
1.000 |
131.44 |
1.618 |
130.86 |
2.618 |
129.92 |
4.250 |
128.39 |
|
|
Fisher Pivots for day following 28-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
133.05 |
132.60 |
PP |
132.95 |
132.06 |
S1 |
132.85 |
131.51 |
|