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 |
1,819.25 |
1,818.75 |
-0.50 |
0.0% |
1,781.50 |
High |
1,830.00 |
1,833.00 |
3.00 |
0.2% |
1,830.00 |
Low |
1,801.00 |
1,810.25 |
9.25 |
0.5% |
1,775.25 |
Close |
1,819.25 |
1,821.00 |
1.75 |
0.1% |
1,819.25 |
Range |
29.00 |
22.75 |
-6.25 |
-21.6% |
54.75 |
ATR |
31.09 |
30.50 |
-0.60 |
-1.9% |
0.00 |
Volume |
268,313 |
281,740 |
13,427 |
5.0% |
1,094,765 |
|
Daily Pivots for day following 22-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,889.75 |
1,878.00 |
1,833.50 |
|
R3 |
1,867.00 |
1,855.25 |
1,827.25 |
|
R2 |
1,844.25 |
1,844.25 |
1,825.25 |
|
R1 |
1,832.50 |
1,832.50 |
1,823.00 |
1,838.50 |
PP |
1,821.50 |
1,821.50 |
1,821.50 |
1,824.25 |
S1 |
1,809.75 |
1,809.75 |
1,819.00 |
1,815.50 |
S2 |
1,798.75 |
1,798.75 |
1,816.75 |
|
S3 |
1,776.00 |
1,787.00 |
1,814.75 |
|
S4 |
1,753.25 |
1,764.25 |
1,808.50 |
|
|
Weekly Pivots for week ending 19-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,972.50 |
1,950.50 |
1,849.25 |
|
R3 |
1,917.75 |
1,895.75 |
1,834.25 |
|
R2 |
1,863.00 |
1,863.00 |
1,829.25 |
|
R1 |
1,841.00 |
1,841.00 |
1,824.25 |
1,852.00 |
PP |
1,808.25 |
1,808.25 |
1,808.25 |
1,813.50 |
S1 |
1,786.25 |
1,786.25 |
1,814.25 |
1,797.25 |
S2 |
1,753.50 |
1,753.50 |
1,809.25 |
|
S3 |
1,698.75 |
1,731.50 |
1,804.25 |
|
S4 |
1,644.00 |
1,676.75 |
1,789.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,833.00 |
1,775.25 |
57.75 |
3.2% |
22.50 |
1.2% |
79% |
True |
False |
275,301 |
10 |
1,833.00 |
1,730.50 |
102.50 |
5.6% |
27.00 |
1.5% |
88% |
True |
False |
324,516 |
20 |
1,833.00 |
1,710.75 |
122.25 |
6.7% |
32.75 |
1.8% |
90% |
True |
False |
377,966 |
40 |
1,900.00 |
1,710.75 |
189.25 |
10.4% |
30.00 |
1.6% |
58% |
False |
False |
306,377 |
60 |
1,900.00 |
1,710.75 |
189.25 |
10.4% |
29.25 |
1.6% |
58% |
False |
False |
238,608 |
80 |
1,900.00 |
1,648.50 |
251.50 |
13.8% |
29.75 |
1.6% |
69% |
False |
False |
179,065 |
100 |
1,900.00 |
1,648.25 |
251.75 |
13.8% |
29.25 |
1.6% |
69% |
False |
False |
143,285 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,929.75 |
2.618 |
1,892.50 |
1.618 |
1,869.75 |
1.000 |
1,855.75 |
0.618 |
1,847.00 |
HIGH |
1,833.00 |
0.618 |
1,824.25 |
0.500 |
1,821.50 |
0.382 |
1,819.00 |
LOW |
1,810.25 |
0.618 |
1,796.25 |
1.000 |
1,787.50 |
1.618 |
1,773.50 |
2.618 |
1,750.75 |
4.250 |
1,713.50 |
|
|
Fisher Pivots for day following 22-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
1,821.50 |
1,819.75 |
PP |
1,821.50 |
1,818.25 |
S1 |
1,821.25 |
1,817.00 |
|