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 |
5,279.0 |
5,362.5 |
83.5 |
1.6% |
5,179.5 |
High |
5,348.5 |
5,364.5 |
16.0 |
0.3% |
5,348.5 |
Low |
5,250.0 |
5,325.0 |
75.0 |
1.4% |
5,152.5 |
Close |
5,345.0 |
5,329.5 |
-15.5 |
-0.3% |
5,345.0 |
Range |
98.5 |
39.5 |
-59.0 |
-59.9% |
196.0 |
ATR |
98.3 |
94.1 |
-4.2 |
-4.3% |
0.0 |
Volume |
105,468 |
116,351 |
10,883 |
10.3% |
388,812 |
|
Daily Pivots for day following 22-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,458.0 |
5,433.5 |
5,351.0 |
|
R3 |
5,418.5 |
5,394.0 |
5,340.5 |
|
R2 |
5,379.0 |
5,379.0 |
5,336.5 |
|
R1 |
5,354.5 |
5,354.5 |
5,333.0 |
5,347.0 |
PP |
5,339.5 |
5,339.5 |
5,339.5 |
5,336.0 |
S1 |
5,315.0 |
5,315.0 |
5,326.0 |
5,307.5 |
S2 |
5,300.0 |
5,300.0 |
5,322.5 |
|
S3 |
5,260.5 |
5,275.5 |
5,318.5 |
|
S4 |
5,221.0 |
5,236.0 |
5,308.0 |
|
|
Weekly Pivots for week ending 19-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,870.0 |
5,803.5 |
5,453.0 |
|
R3 |
5,674.0 |
5,607.5 |
5,399.0 |
|
R2 |
5,478.0 |
5,478.0 |
5,381.0 |
|
R1 |
5,411.5 |
5,411.5 |
5,363.0 |
5,445.0 |
PP |
5,282.0 |
5,282.0 |
5,282.0 |
5,298.5 |
S1 |
5,215.5 |
5,215.5 |
5,327.0 |
5,249.0 |
S2 |
5,086.0 |
5,086.0 |
5,309.0 |
|
S3 |
4,890.0 |
5,019.5 |
5,291.0 |
|
S4 |
4,694.0 |
4,823.5 |
5,237.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,364.5 |
5,152.5 |
212.0 |
4.0% |
72.0 |
1.4% |
83% |
True |
False |
101,032 |
10 |
5,364.5 |
4,996.0 |
368.5 |
6.9% |
82.5 |
1.5% |
91% |
True |
False |
125,531 |
20 |
5,364.5 |
4,975.0 |
389.5 |
7.3% |
93.0 |
1.7% |
91% |
True |
False |
130,507 |
40 |
5,559.5 |
4,975.0 |
584.5 |
11.0% |
87.5 |
1.6% |
61% |
False |
False |
106,802 |
60 |
5,559.5 |
4,975.0 |
584.5 |
11.0% |
84.5 |
1.6% |
61% |
False |
False |
82,631 |
80 |
5,559.5 |
4,915.0 |
644.5 |
12.1% |
80.0 |
1.5% |
64% |
False |
False |
62,189 |
100 |
5,559.5 |
4,884.5 |
675.0 |
12.7% |
74.0 |
1.4% |
66% |
False |
False |
49,797 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,532.5 |
2.618 |
5,468.0 |
1.618 |
5,428.5 |
1.000 |
5,404.0 |
0.618 |
5,389.0 |
HIGH |
5,364.5 |
0.618 |
5,349.5 |
0.500 |
5,345.0 |
0.382 |
5,340.0 |
LOW |
5,325.0 |
0.618 |
5,300.5 |
1.000 |
5,285.5 |
1.618 |
5,261.0 |
2.618 |
5,221.5 |
4.250 |
5,157.0 |
|
|
Fisher Pivots for day following 22-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
5,345.0 |
5,320.5 |
PP |
5,339.5 |
5,311.5 |
S1 |
5,334.5 |
5,303.0 |
|