Trading Metrics calculated at close of trading on 23-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2010 |
23-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
1,123.4 |
1,116.4 |
-7.0 |
-0.6% |
1,094.8 |
High |
1,127.4 |
1,118.3 |
-9.1 |
-0.8% |
1,127.0 |
Low |
1,110.0 |
1,102.6 |
-7.4 |
-0.7% |
1,092.4 |
Close |
1,112.6 |
1,102.7 |
-9.9 |
-0.9% |
1,121.3 |
Range |
17.4 |
15.7 |
-1.7 |
-9.8% |
34.6 |
ATR |
22.1 |
21.7 |
-0.5 |
-2.1% |
0.0 |
Volume |
137 |
124 |
-13 |
-9.5% |
3,197 |
|
Daily Pivots for day following 23-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,155.0 |
1,144.5 |
1,111.3 |
|
R3 |
1,139.3 |
1,128.8 |
1,107.0 |
|
R2 |
1,123.6 |
1,123.6 |
1,105.6 |
|
R1 |
1,113.1 |
1,113.1 |
1,104.1 |
1,110.5 |
PP |
1,107.9 |
1,107.9 |
1,107.9 |
1,106.6 |
S1 |
1,097.4 |
1,097.4 |
1,101.3 |
1,094.8 |
S2 |
1,092.2 |
1,092.2 |
1,099.8 |
|
S3 |
1,076.5 |
1,081.7 |
1,098.4 |
|
S4 |
1,060.8 |
1,066.0 |
1,094.1 |
|
|
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 |
1,099.7 |
27.7 |
2.5% |
19.8 |
1.8% |
11% |
False |
False |
652 |
10 |
1,127.4 |
1,063.1 |
64.3 |
5.8% |
19.8 |
1.8% |
62% |
False |
False |
652 |
20 |
1,127.4 |
1,045.2 |
82.2 |
7.5% |
21.3 |
1.9% |
70% |
False |
False |
36,068 |
40 |
1,163.0 |
1,045.2 |
117.8 |
10.7% |
20.4 |
1.8% |
49% |
False |
False |
96,719 |
60 |
1,227.5 |
1,045.2 |
182.3 |
16.5% |
23.5 |
2.1% |
32% |
False |
False |
130,950 |
80 |
1,227.5 |
1,028.0 |
199.5 |
18.1% |
22.0 |
2.0% |
37% |
False |
False |
103,371 |
100 |
1,227.5 |
989.0 |
238.5 |
21.6% |
20.8 |
1.9% |
48% |
False |
False |
83,338 |
120 |
1,227.5 |
951.2 |
276.3 |
25.1% |
19.8 |
1.8% |
55% |
False |
False |
69,747 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,185.0 |
2.618 |
1,159.4 |
1.618 |
1,143.7 |
1.000 |
1,134.0 |
0.618 |
1,128.0 |
HIGH |
1,118.3 |
0.618 |
1,112.3 |
0.500 |
1,110.5 |
0.382 |
1,108.6 |
LOW |
1,102.6 |
0.618 |
1,092.9 |
1.000 |
1,086.9 |
1.618 |
1,077.2 |
2.618 |
1,061.5 |
4.250 |
1,035.9 |
|
|
Fisher Pivots for day following 23-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
1,110.5 |
1,113.6 |
PP |
1,107.9 |
1,109.9 |
S1 |
1,105.3 |
1,106.3 |
|