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 |
5,725.0 |
5,705.0 |
-20.0 |
-0.3% |
5,532.0 |
High |
5,757.5 |
5,734.0 |
-23.5 |
-0.4% |
5,732.0 |
Low |
5,683.0 |
5,584.0 |
-99.0 |
-1.7% |
5,496.5 |
Close |
5,688.5 |
5,596.5 |
-92.0 |
-1.6% |
5,727.5 |
Range |
74.5 |
150.0 |
75.5 |
101.3% |
235.5 |
ATR |
111.8 |
114.6 |
2.7 |
2.4% |
0.0 |
Volume |
124,641 |
191,705 |
67,064 |
53.8% |
627,302 |
|
Daily Pivots for day following 23-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,088.2 |
5,992.3 |
5,679.0 |
|
R3 |
5,938.2 |
5,842.3 |
5,637.8 |
|
R2 |
5,788.2 |
5,788.2 |
5,624.0 |
|
R1 |
5,692.3 |
5,692.3 |
5,610.3 |
5,665.3 |
PP |
5,638.2 |
5,638.2 |
5,638.2 |
5,624.6 |
S1 |
5,542.3 |
5,542.3 |
5,582.8 |
5,515.3 |
S2 |
5,488.2 |
5,488.2 |
5,569.0 |
|
S3 |
5,338.2 |
5,392.3 |
5,555.3 |
|
S4 |
5,188.2 |
5,242.3 |
5,514.0 |
|
|
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 |
5,584.0 |
173.5 |
3.1% |
97.2 |
1.7% |
7% |
False |
True |
153,487 |
10 |
5,757.5 |
5,455.5 |
302.0 |
5.4% |
104.3 |
1.9% |
47% |
False |
False |
173,144 |
20 |
5,757.5 |
5,383.0 |
374.5 |
6.7% |
116.4 |
2.1% |
57% |
False |
False |
183,854 |
40 |
6,100.5 |
5,383.0 |
717.5 |
12.8% |
105.7 |
1.9% |
30% |
False |
False |
155,013 |
60 |
6,100.5 |
5,383.0 |
717.5 |
12.8% |
104.8 |
1.9% |
30% |
False |
False |
109,877 |
80 |
6,100.5 |
5,324.0 |
776.5 |
13.9% |
105.0 |
1.9% |
35% |
False |
False |
82,591 |
100 |
6,100.5 |
5,324.0 |
776.5 |
13.9% |
104.0 |
1.9% |
35% |
False |
False |
66,208 |
120 |
6,100.5 |
5,275.0 |
825.5 |
14.8% |
100.5 |
1.8% |
39% |
False |
False |
55,523 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,371.5 |
2.618 |
6,126.7 |
1.618 |
5,976.7 |
1.000 |
5,884.0 |
0.618 |
5,826.7 |
HIGH |
5,734.0 |
0.618 |
5,676.7 |
0.500 |
5,659.0 |
0.382 |
5,641.3 |
LOW |
5,584.0 |
0.618 |
5,491.3 |
1.000 |
5,434.0 |
1.618 |
5,341.3 |
2.618 |
5,191.3 |
4.250 |
4,946.5 |
|
|
Fisher Pivots for day following 23-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
5,659.0 |
5,670.8 |
PP |
5,638.2 |
5,646.0 |
S1 |
5,617.3 |
5,621.3 |
|