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 |
1,818.75 |
1,819.75 |
1.00 |
0.1% |
1,781.50 |
High |
1,833.00 |
1,829.00 |
-4.00 |
-0.2% |
1,830.00 |
Low |
1,810.25 |
1,785.25 |
-25.00 |
-1.4% |
1,775.25 |
Close |
1,821.00 |
1,801.00 |
-20.00 |
-1.1% |
1,819.25 |
Range |
22.75 |
43.75 |
21.00 |
92.3% |
54.75 |
ATR |
30.50 |
31.45 |
0.95 |
3.1% |
0.00 |
Volume |
281,740 |
226,172 |
-55,568 |
-19.7% |
1,094,765 |
|
Daily Pivots for day following 23-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,936.25 |
1,912.50 |
1,825.00 |
|
R3 |
1,892.50 |
1,868.75 |
1,813.00 |
|
R2 |
1,848.75 |
1,848.75 |
1,809.00 |
|
R1 |
1,825.00 |
1,825.00 |
1,805.00 |
1,815.00 |
PP |
1,805.00 |
1,805.00 |
1,805.00 |
1,800.00 |
S1 |
1,781.25 |
1,781.25 |
1,797.00 |
1,771.25 |
S2 |
1,761.25 |
1,761.25 |
1,793.00 |
|
S3 |
1,717.50 |
1,737.50 |
1,789.00 |
|
S4 |
1,673.75 |
1,693.75 |
1,777.00 |
|
|
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 |
1,785.25 |
47.75 |
2.7% |
26.00 |
1.4% |
33% |
False |
True |
254,808 |
10 |
1,833.00 |
1,732.00 |
101.00 |
5.6% |
29.00 |
1.6% |
68% |
False |
False |
291,456 |
20 |
1,833.00 |
1,710.75 |
122.25 |
6.8% |
34.00 |
1.9% |
74% |
False |
False |
362,894 |
40 |
1,900.00 |
1,710.75 |
189.25 |
10.5% |
30.75 |
1.7% |
48% |
False |
False |
307,882 |
60 |
1,900.00 |
1,710.75 |
189.25 |
10.5% |
29.75 |
1.7% |
48% |
False |
False |
242,373 |
80 |
1,900.00 |
1,648.50 |
251.50 |
14.0% |
29.75 |
1.7% |
61% |
False |
False |
181,890 |
100 |
1,900.00 |
1,648.25 |
251.75 |
14.0% |
29.50 |
1.6% |
61% |
False |
False |
145,547 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,015.00 |
2.618 |
1,943.50 |
1.618 |
1,899.75 |
1.000 |
1,872.75 |
0.618 |
1,856.00 |
HIGH |
1,829.00 |
0.618 |
1,812.25 |
0.500 |
1,807.00 |
0.382 |
1,802.00 |
LOW |
1,785.25 |
0.618 |
1,758.25 |
1.000 |
1,741.50 |
1.618 |
1,714.50 |
2.618 |
1,670.75 |
4.250 |
1,599.25 |
|
|
Fisher Pivots for day following 23-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
1,807.00 |
1,809.00 |
PP |
1,805.00 |
1,806.50 |
S1 |
1,803.00 |
1,803.75 |
|