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 |
5,640.0 |
5,725.0 |
85.0 |
1.5% |
5,532.0 |
High |
5,732.0 |
5,757.5 |
25.5 |
0.4% |
5,732.0 |
Low |
5,627.0 |
5,683.0 |
56.0 |
1.0% |
5,496.5 |
Close |
5,727.5 |
5,688.5 |
-39.0 |
-0.7% |
5,727.5 |
Range |
105.0 |
74.5 |
-30.5 |
-29.0% |
235.5 |
ATR |
114.7 |
111.8 |
-2.9 |
-2.5% |
0.0 |
Volume |
155,937 |
124,641 |
-31,296 |
-20.1% |
627,302 |
|
Daily Pivots for day following 22-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,933.2 |
5,885.3 |
5,729.5 |
|
R3 |
5,858.7 |
5,810.8 |
5,709.0 |
|
R2 |
5,784.2 |
5,784.2 |
5,702.2 |
|
R1 |
5,736.3 |
5,736.3 |
5,695.3 |
5,723.0 |
PP |
5,709.7 |
5,709.7 |
5,709.7 |
5,703.0 |
S1 |
5,661.8 |
5,661.8 |
5,681.7 |
5,648.5 |
S2 |
5,635.2 |
5,635.2 |
5,674.8 |
|
S3 |
5,560.7 |
5,587.3 |
5,668.0 |
|
S4 |
5,486.2 |
5,512.8 |
5,647.5 |
|
|
Weekly Pivots for week ending 19-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,358.5 |
6,278.5 |
5,857.0 |
|
R3 |
6,123.0 |
6,043.0 |
5,792.3 |
|
R2 |
5,887.5 |
5,887.5 |
5,770.7 |
|
R1 |
5,807.5 |
5,807.5 |
5,749.1 |
5,847.5 |
PP |
5,652.0 |
5,652.0 |
5,652.0 |
5,672.0 |
S1 |
5,572.0 |
5,572.0 |
5,705.9 |
5,612.0 |
S2 |
5,416.5 |
5,416.5 |
5,684.3 |
|
S3 |
5,181.0 |
5,336.5 |
5,662.7 |
|
S4 |
4,945.5 |
5,101.0 |
5,598.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,757.5 |
5,496.5 |
261.0 |
4.6% |
91.3 |
1.6% |
74% |
True |
False |
150,388 |
10 |
5,757.5 |
5,424.0 |
333.5 |
5.9% |
97.7 |
1.7% |
79% |
True |
False |
170,610 |
20 |
5,757.5 |
5,383.0 |
374.5 |
6.6% |
113.1 |
2.0% |
82% |
True |
False |
182,452 |
40 |
6,100.5 |
5,383.0 |
717.5 |
12.6% |
104.0 |
1.8% |
43% |
False |
False |
154,019 |
60 |
6,100.5 |
5,383.0 |
717.5 |
12.6% |
104.1 |
1.8% |
43% |
False |
False |
106,684 |
80 |
6,100.5 |
5,324.0 |
776.5 |
13.7% |
104.5 |
1.8% |
47% |
False |
False |
80,200 |
100 |
6,100.5 |
5,324.0 |
776.5 |
13.7% |
103.1 |
1.8% |
47% |
False |
False |
64,296 |
120 |
6,100.5 |
5,275.0 |
825.5 |
14.5% |
99.8 |
1.8% |
50% |
False |
False |
53,929 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,074.1 |
2.618 |
5,952.5 |
1.618 |
5,878.0 |
1.000 |
5,832.0 |
0.618 |
5,803.5 |
HIGH |
5,757.5 |
0.618 |
5,729.0 |
0.500 |
5,720.3 |
0.382 |
5,711.5 |
LOW |
5,683.0 |
0.618 |
5,637.0 |
1.000 |
5,608.5 |
1.618 |
5,562.5 |
2.618 |
5,488.0 |
4.250 |
5,366.4 |
|
|
Fisher Pivots for day following 22-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
5,720.3 |
5,691.8 |
PP |
5,709.7 |
5,690.7 |
S1 |
5,699.1 |
5,689.6 |
|