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 |
1,105.50 |
1,106.00 |
0.50 |
0.0% |
1,077.50 |
High |
1,111.00 |
1,112.75 |
1.75 |
0.2% |
1,111.00 |
Low |
1,092.50 |
1,103.50 |
11.00 |
1.0% |
1,073.50 |
Close |
1,106.25 |
1,107.50 |
1.25 |
0.1% |
1,106.25 |
Range |
18.50 |
9.25 |
-9.25 |
-50.0% |
37.50 |
ATR |
18.22 |
17.58 |
-0.64 |
-3.5% |
0.00 |
Volume |
1,832,739 |
2,096,659 |
263,920 |
14.4% |
8,012,213 |
|
Daily Pivots for day following 22-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,135.75 |
1,130.75 |
1,112.50 |
|
R3 |
1,126.50 |
1,121.50 |
1,110.00 |
|
R2 |
1,117.25 |
1,117.25 |
1,109.25 |
|
R1 |
1,112.25 |
1,112.25 |
1,108.25 |
1,114.75 |
PP |
1,108.00 |
1,108.00 |
1,108.00 |
1,109.00 |
S1 |
1,103.00 |
1,103.00 |
1,106.75 |
1,105.50 |
S2 |
1,098.75 |
1,098.75 |
1,105.75 |
|
S3 |
1,089.50 |
1,093.75 |
1,105.00 |
|
S4 |
1,080.25 |
1,084.50 |
1,102.50 |
|
|
Weekly Pivots for week ending 19-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,209.50 |
1,195.25 |
1,127.00 |
|
R3 |
1,172.00 |
1,157.75 |
1,116.50 |
|
R2 |
1,134.50 |
1,134.50 |
1,113.00 |
|
R1 |
1,120.25 |
1,120.25 |
1,109.75 |
1,127.50 |
PP |
1,097.00 |
1,097.00 |
1,097.00 |
1,100.50 |
S1 |
1,082.75 |
1,082.75 |
1,102.75 |
1,090.00 |
S2 |
1,059.50 |
1,059.50 |
1,099.50 |
|
S3 |
1,022.00 |
1,045.25 |
1,096.00 |
|
S4 |
984.50 |
1,007.75 |
1,085.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,112.75 |
1,073.50 |
39.25 |
3.5% |
14.00 |
1.3% |
87% |
True |
False |
2,021,774 |
10 |
1,112.75 |
1,053.00 |
59.75 |
5.4% |
16.50 |
1.5% |
91% |
True |
False |
2,363,588 |
20 |
1,112.75 |
1,040.75 |
72.00 |
6.5% |
19.00 |
1.7% |
93% |
True |
False |
2,482,549 |
40 |
1,148.00 |
1,040.75 |
107.25 |
9.7% |
16.50 |
1.5% |
62% |
False |
False |
1,943,790 |
60 |
1,148.00 |
1,040.75 |
107.25 |
9.7% |
16.25 |
1.5% |
62% |
False |
False |
1,522,774 |
80 |
1,148.00 |
1,021.00 |
127.00 |
11.5% |
16.75 |
1.5% |
68% |
False |
False |
1,143,352 |
100 |
1,148.00 |
1,007.25 |
140.75 |
12.7% |
16.75 |
1.5% |
71% |
False |
False |
915,122 |
120 |
1,148.00 |
984.25 |
163.75 |
14.8% |
16.50 |
1.5% |
75% |
False |
False |
762,654 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,152.00 |
2.618 |
1,137.00 |
1.618 |
1,127.75 |
1.000 |
1,122.00 |
0.618 |
1,118.50 |
HIGH |
1,112.75 |
0.618 |
1,109.25 |
0.500 |
1,108.00 |
0.382 |
1,107.00 |
LOW |
1,103.50 |
0.618 |
1,097.75 |
1.000 |
1,094.25 |
1.618 |
1,088.50 |
2.618 |
1,079.25 |
4.250 |
1,064.25 |
|
|
Fisher Pivots for day following 22-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
1,108.00 |
1,106.00 |
PP |
1,108.00 |
1,104.25 |
S1 |
1,107.75 |
1,102.50 |
|