| Trading Metrics calculated at close of trading on 22-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2011 |
22-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
10,855 |
10,850 |
-5 |
0.0% |
10,730 |
| High |
10,880 |
10,880 |
0 |
0.0% |
10,910 |
| Low |
10,830 |
10,510 |
-320 |
-3.0% |
10,680 |
| Close |
10,855 |
10,535 |
-320 |
-2.9% |
10,855 |
| Range |
50 |
370 |
320 |
640.0% |
230 |
| ATR |
119 |
137 |
18 |
15.0% |
0 |
| Volume |
5,902 |
0 |
-5,902 |
-100.0% |
39,572 |
|
| Daily Pivots for day following 22-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,752 |
11,513 |
10,739 |
|
| R3 |
11,382 |
11,143 |
10,637 |
|
| R2 |
11,012 |
11,012 |
10,603 |
|
| R1 |
10,773 |
10,773 |
10,569 |
10,708 |
| PP |
10,642 |
10,642 |
10,642 |
10,609 |
| S1 |
10,403 |
10,403 |
10,501 |
10,338 |
| S2 |
10,272 |
10,272 |
10,467 |
|
| S3 |
9,902 |
10,033 |
10,433 |
|
| S4 |
9,532 |
9,663 |
10,332 |
|
|
| Weekly Pivots for week ending 18-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,505 |
11,410 |
10,982 |
|
| R3 |
11,275 |
11,180 |
10,918 |
|
| R2 |
11,045 |
11,045 |
10,897 |
|
| R1 |
10,950 |
10,950 |
10,876 |
10,998 |
| PP |
10,815 |
10,815 |
10,815 |
10,839 |
| S1 |
10,720 |
10,720 |
10,834 |
10,768 |
| S2 |
10,585 |
10,585 |
10,813 |
|
| S3 |
10,355 |
10,490 |
10,792 |
|
| S4 |
10,125 |
10,260 |
10,729 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,910 |
10,510 |
400 |
3.8% |
144 |
1.4% |
6% |
False |
True |
5,838 |
| 10 |
10,910 |
10,510 |
400 |
3.8% |
132 |
1.3% |
6% |
False |
True |
7,557 |
| 20 |
10,910 |
10,170 |
740 |
7.0% |
136 |
1.3% |
49% |
False |
False |
8,600 |
| 40 |
10,910 |
10,150 |
760 |
7.2% |
135 |
1.3% |
51% |
False |
False |
7,937 |
| 60 |
10,910 |
9,905 |
1,005 |
9.5% |
128 |
1.2% |
63% |
False |
False |
7,248 |
| 80 |
10,910 |
9,175 |
1,735 |
16.5% |
100 |
0.9% |
78% |
False |
False |
5,438 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,453 |
|
2.618 |
11,849 |
|
1.618 |
11,479 |
|
1.000 |
11,250 |
|
0.618 |
11,109 |
|
HIGH |
10,880 |
|
0.618 |
10,739 |
|
0.500 |
10,695 |
|
0.382 |
10,651 |
|
LOW |
10,510 |
|
0.618 |
10,281 |
|
1.000 |
10,140 |
|
1.618 |
9,911 |
|
2.618 |
9,541 |
|
4.250 |
8,938 |
|
|
| Fisher Pivots for day following 22-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
10,695 |
10,703 |
| PP |
10,642 |
10,647 |
| S1 |
10,588 |
10,591 |
|