Trading Metrics calculated at close of trading on 25-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2010 |
25-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
5,635.0 |
5,596.5 |
-38.5 |
-0.7% |
5,532.0 |
High |
5,642.0 |
5,658.5 |
16.5 |
0.3% |
5,732.0 |
Low |
5,572.0 |
5,518.5 |
-53.5 |
-1.0% |
5,496.5 |
Close |
5,616.5 |
5,539.5 |
-77.0 |
-1.4% |
5,727.5 |
Range |
70.0 |
140.0 |
70.0 |
100.0% |
235.5 |
ATR |
111.4 |
113.4 |
2.0 |
1.8% |
0.0 |
Volume |
142,255 |
207,298 |
65,043 |
45.7% |
627,302 |
|
Daily Pivots for day following 25-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,992.2 |
5,905.8 |
5,616.5 |
|
R3 |
5,852.2 |
5,765.8 |
5,578.0 |
|
R2 |
5,712.2 |
5,712.2 |
5,565.2 |
|
R1 |
5,625.8 |
5,625.8 |
5,552.3 |
5,599.0 |
PP |
5,572.2 |
5,572.2 |
5,572.2 |
5,558.8 |
S1 |
5,485.8 |
5,485.8 |
5,526.7 |
5,459.0 |
S2 |
5,432.2 |
5,432.2 |
5,513.8 |
|
S3 |
5,292.2 |
5,345.8 |
5,501.0 |
|
S4 |
5,152.2 |
5,205.8 |
5,462.5 |
|
|
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 |
5,518.5 |
239.0 |
4.3% |
107.9 |
1.9% |
9% |
False |
True |
164,367 |
10 |
5,757.5 |
5,455.5 |
302.0 |
5.5% |
105.5 |
1.9% |
28% |
False |
False |
169,063 |
20 |
5,757.5 |
5,383.0 |
374.5 |
6.8% |
115.0 |
2.1% |
42% |
False |
False |
182,536 |
40 |
6,100.5 |
5,383.0 |
717.5 |
13.0% |
108.1 |
2.0% |
22% |
False |
False |
159,713 |
60 |
6,100.5 |
5,383.0 |
717.5 |
13.0% |
105.4 |
1.9% |
22% |
False |
False |
115,638 |
80 |
6,100.5 |
5,324.0 |
776.5 |
14.0% |
104.6 |
1.9% |
28% |
False |
False |
86,950 |
100 |
6,100.5 |
5,324.0 |
776.5 |
14.0% |
103.8 |
1.9% |
28% |
False |
False |
69,694 |
120 |
6,100.5 |
5,275.0 |
825.5 |
14.9% |
100.2 |
1.8% |
32% |
False |
False |
58,433 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,253.5 |
2.618 |
6,025.0 |
1.618 |
5,885.0 |
1.000 |
5,798.5 |
0.618 |
5,745.0 |
HIGH |
5,658.5 |
0.618 |
5,605.0 |
0.500 |
5,588.5 |
0.382 |
5,572.0 |
LOW |
5,518.5 |
0.618 |
5,432.0 |
1.000 |
5,378.5 |
1.618 |
5,292.0 |
2.618 |
5,152.0 |
4.250 |
4,923.5 |
|
|
Fisher Pivots for day following 25-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
5,588.5 |
5,626.3 |
PP |
5,572.2 |
5,597.3 |
S1 |
5,555.8 |
5,568.4 |
|