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 |
1,799.50 |
1,813.00 |
13.50 |
0.8% |
1,781.50 |
High |
1,819.75 |
1,816.00 |
-3.75 |
-0.2% |
1,830.00 |
Low |
1,796.50 |
1,780.50 |
-16.00 |
-0.9% |
1,775.25 |
Close |
1,814.00 |
1,813.50 |
-0.50 |
0.0% |
1,819.25 |
Range |
23.25 |
35.50 |
12.25 |
52.7% |
54.75 |
ATR |
30.86 |
31.19 |
0.33 |
1.1% |
0.00 |
Volume |
348,962 |
299,224 |
-49,738 |
-14.3% |
1,094,765 |
|
Daily Pivots for day following 25-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,909.75 |
1,897.25 |
1,833.00 |
|
R3 |
1,874.25 |
1,861.75 |
1,823.25 |
|
R2 |
1,838.75 |
1,838.75 |
1,820.00 |
|
R1 |
1,826.25 |
1,826.25 |
1,816.75 |
1,832.50 |
PP |
1,803.25 |
1,803.25 |
1,803.25 |
1,806.50 |
S1 |
1,790.75 |
1,790.75 |
1,810.25 |
1,797.00 |
S2 |
1,767.75 |
1,767.75 |
1,807.00 |
|
S3 |
1,732.25 |
1,755.25 |
1,803.75 |
|
S4 |
1,696.75 |
1,719.75 |
1,794.00 |
|
|
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 |
1,780.50 |
52.50 |
2.9% |
30.75 |
1.7% |
63% |
False |
True |
284,882 |
10 |
1,833.00 |
1,736.75 |
96.25 |
5.3% |
28.75 |
1.6% |
80% |
False |
False |
288,689 |
20 |
1,833.00 |
1,710.75 |
122.25 |
6.7% |
33.00 |
1.8% |
84% |
False |
False |
357,331 |
40 |
1,900.00 |
1,710.75 |
189.25 |
10.4% |
31.25 |
1.7% |
54% |
False |
False |
319,049 |
60 |
1,900.00 |
1,710.75 |
189.25 |
10.4% |
29.25 |
1.6% |
54% |
False |
False |
253,164 |
80 |
1,900.00 |
1,648.50 |
251.50 |
13.9% |
29.50 |
1.6% |
66% |
False |
False |
189,982 |
100 |
1,900.00 |
1,648.25 |
251.75 |
13.9% |
29.00 |
1.6% |
66% |
False |
False |
152,028 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,967.00 |
2.618 |
1,909.00 |
1.618 |
1,873.50 |
1.000 |
1,851.50 |
0.618 |
1,838.00 |
HIGH |
1,816.00 |
0.618 |
1,802.50 |
0.500 |
1,798.25 |
0.382 |
1,794.00 |
LOW |
1,780.50 |
0.618 |
1,758.50 |
1.000 |
1,745.00 |
1.618 |
1,723.00 |
2.618 |
1,687.50 |
4.250 |
1,629.50 |
|
|
Fisher Pivots for day following 25-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
1,808.50 |
1,810.50 |
PP |
1,803.25 |
1,807.75 |
S1 |
1,798.25 |
1,804.75 |
|