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 |
1,106.00 |
1,107.00 |
1.00 |
0.1% |
1,077.50 |
High |
1,112.75 |
1,112.75 |
0.00 |
0.0% |
1,111.00 |
Low |
1,103.50 |
1,090.25 |
-13.25 |
-1.2% |
1,073.50 |
Close |
1,107.50 |
1,097.25 |
-10.25 |
-0.9% |
1,106.25 |
Range |
9.25 |
22.50 |
13.25 |
143.2% |
37.50 |
ATR |
17.58 |
17.93 |
0.35 |
2.0% |
0.00 |
Volume |
2,096,659 |
1,317,880 |
-778,779 |
-37.1% |
8,012,213 |
|
Daily Pivots for day following 23-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,167.50 |
1,155.00 |
1,109.50 |
|
R3 |
1,145.00 |
1,132.50 |
1,103.50 |
|
R2 |
1,122.50 |
1,122.50 |
1,101.50 |
|
R1 |
1,110.00 |
1,110.00 |
1,099.25 |
1,105.00 |
PP |
1,100.00 |
1,100.00 |
1,100.00 |
1,097.50 |
S1 |
1,087.50 |
1,087.50 |
1,095.25 |
1,082.50 |
S2 |
1,077.50 |
1,077.50 |
1,093.00 |
|
S3 |
1,055.00 |
1,065.00 |
1,091.00 |
|
S4 |
1,032.50 |
1,042.50 |
1,085.00 |
|
|
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 |
1,090.25 |
22.50 |
2.1% |
14.25 |
1.3% |
31% |
True |
True |
1,735,751 |
10 |
1,112.75 |
1,054.00 |
58.75 |
5.4% |
17.25 |
1.6% |
74% |
True |
False |
2,096,981 |
20 |
1,112.75 |
1,040.75 |
72.00 |
6.6% |
19.50 |
1.8% |
78% |
True |
False |
2,371,221 |
40 |
1,148.00 |
1,040.75 |
107.25 |
9.8% |
17.00 |
1.5% |
53% |
False |
False |
1,953,464 |
60 |
1,148.00 |
1,040.75 |
107.25 |
9.8% |
16.25 |
1.5% |
53% |
False |
False |
1,544,655 |
80 |
1,148.00 |
1,021.00 |
127.00 |
11.6% |
16.75 |
1.5% |
60% |
False |
False |
1,159,765 |
100 |
1,148.00 |
1,007.25 |
140.75 |
12.8% |
17.00 |
1.5% |
64% |
False |
False |
928,289 |
120 |
1,148.00 |
984.25 |
163.75 |
14.9% |
16.50 |
1.5% |
69% |
False |
False |
773,637 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,208.50 |
2.618 |
1,171.75 |
1.618 |
1,149.25 |
1.000 |
1,135.25 |
0.618 |
1,126.75 |
HIGH |
1,112.75 |
0.618 |
1,104.25 |
0.500 |
1,101.50 |
0.382 |
1,098.75 |
LOW |
1,090.25 |
0.618 |
1,076.25 |
1.000 |
1,067.75 |
1.618 |
1,053.75 |
2.618 |
1,031.25 |
4.250 |
994.50 |
|
|
Fisher Pivots for day following 23-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
1,101.50 |
1,101.50 |
PP |
1,100.00 |
1,100.00 |
S1 |
1,098.75 |
1,098.75 |
|