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 |
5,362.5 |
5,355.0 |
-7.5 |
-0.1% |
5,179.5 |
High |
5,364.5 |
5,376.0 |
11.5 |
0.2% |
5,348.5 |
Low |
5,325.0 |
5,275.5 |
-49.5 |
-0.9% |
5,152.5 |
Close |
5,329.5 |
5,287.5 |
-42.0 |
-0.8% |
5,345.0 |
Range |
39.5 |
100.5 |
61.0 |
154.4% |
196.0 |
ATR |
94.1 |
94.6 |
0.5 |
0.5% |
0.0 |
Volume |
116,351 |
77,413 |
-38,938 |
-33.5% |
388,812 |
|
Daily Pivots for day following 23-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,614.5 |
5,551.5 |
5,343.0 |
|
R3 |
5,514.0 |
5,451.0 |
5,315.0 |
|
R2 |
5,413.5 |
5,413.5 |
5,306.0 |
|
R1 |
5,350.5 |
5,350.5 |
5,296.5 |
5,332.0 |
PP |
5,313.0 |
5,313.0 |
5,313.0 |
5,303.5 |
S1 |
5,250.0 |
5,250.0 |
5,278.5 |
5,231.0 |
S2 |
5,212.5 |
5,212.5 |
5,269.0 |
|
S3 |
5,112.0 |
5,149.5 |
5,260.0 |
|
S4 |
5,011.5 |
5,049.0 |
5,232.0 |
|
|
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 |
5,376.0 |
5,241.0 |
135.0 |
2.6% |
74.5 |
1.4% |
34% |
True |
False |
105,068 |
10 |
5,376.0 |
5,043.5 |
332.5 |
6.3% |
84.0 |
1.6% |
73% |
True |
False |
110,657 |
20 |
5,376.0 |
4,975.0 |
401.0 |
7.6% |
93.5 |
1.8% |
78% |
True |
False |
125,874 |
40 |
5,559.5 |
4,975.0 |
584.5 |
11.1% |
87.0 |
1.6% |
53% |
False |
False |
105,781 |
60 |
5,559.5 |
4,975.0 |
584.5 |
11.1% |
85.0 |
1.6% |
53% |
False |
False |
83,915 |
80 |
5,559.5 |
4,915.0 |
644.5 |
12.2% |
80.5 |
1.5% |
58% |
False |
False |
63,156 |
100 |
5,559.5 |
4,884.5 |
675.0 |
12.8% |
74.5 |
1.4% |
60% |
False |
False |
50,570 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,803.0 |
2.618 |
5,639.0 |
1.618 |
5,538.5 |
1.000 |
5,476.5 |
0.618 |
5,438.0 |
HIGH |
5,376.0 |
0.618 |
5,337.5 |
0.500 |
5,326.0 |
0.382 |
5,314.0 |
LOW |
5,275.5 |
0.618 |
5,213.5 |
1.000 |
5,175.0 |
1.618 |
5,113.0 |
2.618 |
5,012.5 |
4.250 |
4,848.5 |
|
|
Fisher Pivots for day following 23-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
5,326.0 |
5,313.0 |
PP |
5,313.0 |
5,304.5 |
S1 |
5,300.0 |
5,296.0 |
|