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 |
1,096.75 |
1,103.00 |
6.25 |
0.6% |
1,077.50 |
High |
1,105.50 |
1,103.50 |
-2.00 |
-0.2% |
1,111.00 |
Low |
1,092.50 |
1,084.50 |
-8.00 |
-0.7% |
1,073.50 |
Close |
1,103.50 |
1,102.25 |
-1.25 |
-0.1% |
1,106.25 |
Range |
13.00 |
19.00 |
6.00 |
46.2% |
37.50 |
ATR |
17.58 |
17.68 |
0.10 |
0.6% |
0.00 |
Volume |
2,224,420 |
1,882,885 |
-341,535 |
-15.4% |
8,012,213 |
|
Daily Pivots for day following 25-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,153.75 |
1,147.00 |
1,112.75 |
|
R3 |
1,134.75 |
1,128.00 |
1,107.50 |
|
R2 |
1,115.75 |
1,115.75 |
1,105.75 |
|
R1 |
1,109.00 |
1,109.00 |
1,104.00 |
1,103.00 |
PP |
1,096.75 |
1,096.75 |
1,096.75 |
1,093.75 |
S1 |
1,090.00 |
1,090.00 |
1,100.50 |
1,084.00 |
S2 |
1,077.75 |
1,077.75 |
1,098.75 |
|
S3 |
1,058.75 |
1,071.00 |
1,097.00 |
|
S4 |
1,039.75 |
1,052.00 |
1,091.75 |
|
|
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 |
1,084.50 |
28.25 |
2.6% |
16.50 |
1.5% |
63% |
False |
True |
1,870,916 |
10 |
1,112.75 |
1,057.50 |
55.25 |
5.0% |
16.50 |
1.5% |
81% |
False |
False |
2,000,132 |
20 |
1,112.75 |
1,040.75 |
72.00 |
6.5% |
19.25 |
1.7% |
85% |
False |
False |
2,350,108 |
40 |
1,148.00 |
1,040.75 |
107.25 |
9.7% |
17.25 |
1.6% |
57% |
False |
False |
2,031,728 |
60 |
1,148.00 |
1,040.75 |
107.25 |
9.7% |
16.00 |
1.5% |
57% |
False |
False |
1,612,990 |
80 |
1,148.00 |
1,021.00 |
127.00 |
11.5% |
16.50 |
1.5% |
64% |
False |
False |
1,210,984 |
100 |
1,148.00 |
1,007.25 |
140.75 |
12.8% |
16.75 |
1.5% |
67% |
False |
False |
969,346 |
120 |
1,148.00 |
984.25 |
163.75 |
14.9% |
16.50 |
1.5% |
72% |
False |
False |
807,864 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,184.25 |
2.618 |
1,153.25 |
1.618 |
1,134.25 |
1.000 |
1,122.50 |
0.618 |
1,115.25 |
HIGH |
1,103.50 |
0.618 |
1,096.25 |
0.500 |
1,094.00 |
0.382 |
1,091.75 |
LOW |
1,084.50 |
0.618 |
1,072.75 |
1.000 |
1,065.50 |
1.618 |
1,053.75 |
2.618 |
1,034.75 |
4.250 |
1,003.75 |
|
|
Fisher Pivots for day following 25-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
1,099.50 |
1,101.00 |
PP |
1,096.75 |
1,099.75 |
S1 |
1,094.00 |
1,098.50 |
|