Trading Metrics calculated at close of trading on 24-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2010 |
24-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
1,107.00 |
1,096.75 |
-10.25 |
-0.9% |
1,077.50 |
High |
1,112.75 |
1,105.50 |
-7.25 |
-0.7% |
1,111.00 |
Low |
1,090.25 |
1,092.50 |
2.25 |
0.2% |
1,073.50 |
Close |
1,097.25 |
1,103.50 |
6.25 |
0.6% |
1,106.25 |
Range |
22.50 |
13.00 |
-9.50 |
-42.2% |
37.50 |
ATR |
17.93 |
17.58 |
-0.35 |
-2.0% |
0.00 |
Volume |
1,317,880 |
2,224,420 |
906,540 |
68.8% |
8,012,213 |
|
Daily Pivots for day following 24-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,139.50 |
1,134.50 |
1,110.75 |
|
R3 |
1,126.50 |
1,121.50 |
1,107.00 |
|
R2 |
1,113.50 |
1,113.50 |
1,106.00 |
|
R1 |
1,108.50 |
1,108.50 |
1,104.75 |
1,111.00 |
PP |
1,100.50 |
1,100.50 |
1,100.50 |
1,101.75 |
S1 |
1,095.50 |
1,095.50 |
1,102.25 |
1,098.00 |
S2 |
1,087.50 |
1,087.50 |
1,101.00 |
|
S3 |
1,074.50 |
1,082.50 |
1,100.00 |
|
S4 |
1,061.50 |
1,069.50 |
1,096.25 |
|
|
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 |
2.0% |
15.50 |
1.4% |
59% |
False |
False |
1,828,331 |
10 |
1,112.75 |
1,056.25 |
56.50 |
5.1% |
16.25 |
1.5% |
84% |
False |
False |
2,113,291 |
20 |
1,112.75 |
1,040.75 |
72.00 |
6.5% |
19.25 |
1.7% |
87% |
False |
False |
2,378,427 |
40 |
1,148.00 |
1,040.75 |
107.25 |
9.7% |
17.00 |
1.5% |
59% |
False |
False |
1,990,881 |
60 |
1,148.00 |
1,040.75 |
107.25 |
9.7% |
16.50 |
1.5% |
59% |
False |
False |
1,581,666 |
80 |
1,148.00 |
1,021.00 |
127.00 |
11.5% |
16.75 |
1.5% |
65% |
False |
False |
1,187,486 |
100 |
1,148.00 |
1,007.25 |
140.75 |
12.8% |
16.75 |
1.5% |
68% |
False |
False |
950,525 |
120 |
1,148.00 |
984.25 |
163.75 |
14.8% |
16.50 |
1.5% |
73% |
False |
False |
792,173 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,160.75 |
2.618 |
1,139.50 |
1.618 |
1,126.50 |
1.000 |
1,118.50 |
0.618 |
1,113.50 |
HIGH |
1,105.50 |
0.618 |
1,100.50 |
0.500 |
1,099.00 |
0.382 |
1,097.50 |
LOW |
1,092.50 |
0.618 |
1,084.50 |
1.000 |
1,079.50 |
1.618 |
1,071.50 |
2.618 |
1,058.50 |
4.250 |
1,037.25 |
|
|
Fisher Pivots for day following 24-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
1,102.00 |
1,102.75 |
PP |
1,100.50 |
1,102.25 |
S1 |
1,099.00 |
1,101.50 |
|