Trading Metrics calculated at close of trading on 22-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2010 |
22-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
1,107.3 |
1,123.4 |
16.1 |
1.5% |
1,094.8 |
High |
1,124.3 |
1,127.4 |
3.1 |
0.3% |
1,127.0 |
Low |
1,099.7 |
1,110.0 |
10.3 |
0.9% |
1,092.4 |
Close |
1,121.3 |
1,112.6 |
-8.7 |
-0.8% |
1,121.3 |
Range |
24.6 |
17.4 |
-7.2 |
-29.3% |
34.6 |
ATR |
22.5 |
22.1 |
-0.4 |
-1.6% |
0.0 |
Volume |
989 |
137 |
-852 |
-86.1% |
3,197 |
|
Daily Pivots for day following 22-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,168.9 |
1,158.1 |
1,122.2 |
|
R3 |
1,151.5 |
1,140.7 |
1,117.4 |
|
R2 |
1,134.1 |
1,134.1 |
1,115.8 |
|
R1 |
1,123.3 |
1,123.3 |
1,114.2 |
1,120.0 |
PP |
1,116.7 |
1,116.7 |
1,116.7 |
1,115.0 |
S1 |
1,105.9 |
1,105.9 |
1,111.0 |
1,102.6 |
S2 |
1,099.3 |
1,099.3 |
1,109.4 |
|
S3 |
1,081.9 |
1,088.5 |
1,107.8 |
|
S4 |
1,064.5 |
1,071.1 |
1,103.0 |
|
|
Weekly Pivots for week ending 19-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,217.4 |
1,203.9 |
1,140.3 |
|
R3 |
1,182.8 |
1,169.3 |
1,130.8 |
|
R2 |
1,148.2 |
1,148.2 |
1,127.6 |
|
R1 |
1,134.7 |
1,134.7 |
1,124.5 |
1,141.5 |
PP |
1,113.6 |
1,113.6 |
1,113.6 |
1,116.9 |
S1 |
1,100.1 |
1,100.1 |
1,118.1 |
1,106.9 |
S2 |
1,079.0 |
1,079.0 |
1,115.0 |
|
S3 |
1,044.4 |
1,065.5 |
1,111.8 |
|
S4 |
1,009.8 |
1,030.9 |
1,102.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,127.4 |
1,092.4 |
35.0 |
3.1% |
22.3 |
2.0% |
58% |
True |
False |
666 |
10 |
1,127.4 |
1,061.6 |
65.8 |
5.9% |
19.4 |
1.7% |
78% |
True |
False |
835 |
20 |
1,127.4 |
1,045.2 |
82.2 |
7.4% |
21.1 |
1.9% |
82% |
True |
False |
46,772 |
40 |
1,163.0 |
1,045.2 |
117.8 |
10.6% |
20.4 |
1.8% |
57% |
False |
False |
101,278 |
60 |
1,227.5 |
1,045.2 |
182.3 |
16.4% |
23.5 |
2.1% |
37% |
False |
False |
132,235 |
80 |
1,227.5 |
1,028.0 |
199.5 |
17.9% |
22.0 |
2.0% |
42% |
False |
False |
103,467 |
100 |
1,227.5 |
987.3 |
240.2 |
21.6% |
20.7 |
1.9% |
52% |
False |
False |
83,383 |
120 |
1,227.5 |
950.1 |
277.4 |
24.9% |
19.8 |
1.8% |
59% |
False |
False |
69,748 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,201.4 |
2.618 |
1,173.0 |
1.618 |
1,155.6 |
1.000 |
1,144.8 |
0.618 |
1,138.2 |
HIGH |
1,127.4 |
0.618 |
1,120.8 |
0.500 |
1,118.7 |
0.382 |
1,116.6 |
LOW |
1,110.0 |
0.618 |
1,099.2 |
1.000 |
1,092.6 |
1.618 |
1,081.8 |
2.618 |
1,064.4 |
4.250 |
1,036.1 |
|
|
Fisher Pivots for day following 22-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
1,118.7 |
1,113.6 |
PP |
1,116.7 |
1,113.2 |
S1 |
1,114.6 |
1,112.9 |
|