Trading Metrics calculated at close of trading on 26-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2010 |
26-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
1,813.00 |
1,813.00 |
0.00 |
0.0% |
1,818.75 |
High |
1,816.00 |
1,822.25 |
6.25 |
0.3% |
1,833.00 |
Low |
1,780.50 |
1,803.50 |
23.00 |
1.3% |
1,780.50 |
Close |
1,813.50 |
1,818.50 |
5.00 |
0.3% |
1,818.50 |
Range |
35.50 |
18.75 |
-16.75 |
-47.2% |
52.50 |
ATR |
31.19 |
30.30 |
-0.89 |
-2.8% |
0.00 |
Volume |
299,224 |
353,568 |
54,344 |
18.2% |
1,509,666 |
|
Daily Pivots for day following 26-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,871.00 |
1,863.50 |
1,828.75 |
|
R3 |
1,852.25 |
1,844.75 |
1,823.75 |
|
R2 |
1,833.50 |
1,833.50 |
1,822.00 |
|
R1 |
1,826.00 |
1,826.00 |
1,820.25 |
1,829.75 |
PP |
1,814.75 |
1,814.75 |
1,814.75 |
1,816.50 |
S1 |
1,807.25 |
1,807.25 |
1,816.75 |
1,811.00 |
S2 |
1,796.00 |
1,796.00 |
1,815.00 |
|
S3 |
1,777.25 |
1,788.50 |
1,813.25 |
|
S4 |
1,758.50 |
1,769.75 |
1,808.25 |
|
|
Weekly Pivots for week ending 26-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,968.25 |
1,945.75 |
1,847.50 |
|
R3 |
1,915.75 |
1,893.25 |
1,833.00 |
|
R2 |
1,863.25 |
1,863.25 |
1,828.00 |
|
R1 |
1,840.75 |
1,840.75 |
1,823.25 |
1,825.75 |
PP |
1,810.75 |
1,810.75 |
1,810.75 |
1,803.00 |
S1 |
1,788.25 |
1,788.25 |
1,813.75 |
1,773.25 |
S2 |
1,758.25 |
1,758.25 |
1,809.00 |
|
S3 |
1,705.75 |
1,735.75 |
1,804.00 |
|
S4 |
1,653.25 |
1,683.25 |
1,789.50 |
|
|
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% |
28.75 |
1.6% |
72% |
False |
False |
301,933 |
10 |
1,833.00 |
1,754.00 |
79.00 |
4.3% |
26.50 |
1.5% |
82% |
False |
False |
294,351 |
20 |
1,833.00 |
1,710.75 |
122.25 |
6.7% |
31.00 |
1.7% |
88% |
False |
False |
352,814 |
40 |
1,900.00 |
1,710.75 |
189.25 |
10.4% |
31.25 |
1.7% |
57% |
False |
False |
324,866 |
60 |
1,900.00 |
1,710.75 |
189.25 |
10.4% |
29.25 |
1.6% |
57% |
False |
False |
259,049 |
80 |
1,900.00 |
1,648.50 |
251.50 |
13.8% |
29.00 |
1.6% |
68% |
False |
False |
194,400 |
100 |
1,900.00 |
1,648.50 |
251.50 |
13.8% |
29.00 |
1.6% |
68% |
False |
False |
155,563 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,902.00 |
2.618 |
1,871.25 |
1.618 |
1,852.50 |
1.000 |
1,841.00 |
0.618 |
1,833.75 |
HIGH |
1,822.25 |
0.618 |
1,815.00 |
0.500 |
1,813.00 |
0.382 |
1,810.75 |
LOW |
1,803.50 |
0.618 |
1,792.00 |
1.000 |
1,784.75 |
1.618 |
1,773.25 |
2.618 |
1,754.50 |
4.250 |
1,723.75 |
|
|
Fisher Pivots for day following 26-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
1,816.50 |
1,812.75 |
PP |
1,814.75 |
1,807.00 |
S1 |
1,813.00 |
1,801.50 |
|