Trading Metrics calculated at close of trading on 24-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2010 |
24-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
5,355.0 |
5,309.0 |
-46.0 |
-0.9% |
5,179.5 |
High |
5,376.0 |
5,343.0 |
-33.0 |
-0.6% |
5,348.5 |
Low |
5,275.5 |
5,281.5 |
6.0 |
0.1% |
5,152.5 |
Close |
5,287.5 |
5,330.0 |
42.5 |
0.8% |
5,345.0 |
Range |
100.5 |
61.5 |
-39.0 |
-38.8% |
196.0 |
ATR |
94.6 |
92.2 |
-2.4 |
-2.5% |
0.0 |
Volume |
77,413 |
110,059 |
32,646 |
42.2% |
388,812 |
|
Daily Pivots for day following 24-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,502.5 |
5,478.0 |
5,364.0 |
|
R3 |
5,441.0 |
5,416.5 |
5,347.0 |
|
R2 |
5,379.5 |
5,379.5 |
5,341.5 |
|
R1 |
5,355.0 |
5,355.0 |
5,335.5 |
5,367.0 |
PP |
5,318.0 |
5,318.0 |
5,318.0 |
5,324.5 |
S1 |
5,293.5 |
5,293.5 |
5,324.5 |
5,306.0 |
S2 |
5,256.5 |
5,256.5 |
5,318.5 |
|
S3 |
5,195.0 |
5,232.0 |
5,313.0 |
|
S4 |
5,133.5 |
5,170.5 |
5,296.0 |
|
|
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 |
2.5% |
78.5 |
1.5% |
66% |
False |
False |
103,828 |
10 |
5,376.0 |
5,077.0 |
299.0 |
5.6% |
79.0 |
1.5% |
85% |
False |
False |
109,658 |
20 |
5,376.0 |
4,975.0 |
401.0 |
7.5% |
93.0 |
1.7% |
89% |
False |
False |
124,905 |
40 |
5,559.5 |
4,975.0 |
584.5 |
11.0% |
86.0 |
1.6% |
61% |
False |
False |
102,984 |
60 |
5,559.5 |
4,975.0 |
584.5 |
11.0% |
84.5 |
1.6% |
61% |
False |
False |
85,747 |
80 |
5,559.5 |
4,915.0 |
644.5 |
12.1% |
80.0 |
1.5% |
64% |
False |
False |
64,530 |
100 |
5,559.5 |
4,884.5 |
675.0 |
12.7% |
74.5 |
1.4% |
66% |
False |
False |
51,671 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,604.5 |
2.618 |
5,504.0 |
1.618 |
5,442.5 |
1.000 |
5,404.5 |
0.618 |
5,381.0 |
HIGH |
5,343.0 |
0.618 |
5,319.5 |
0.500 |
5,312.0 |
0.382 |
5,305.0 |
LOW |
5,281.5 |
0.618 |
5,243.5 |
1.000 |
5,220.0 |
1.618 |
5,182.0 |
2.618 |
5,120.5 |
4.250 |
5,020.0 |
|
|
Fisher Pivots for day following 24-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
5,324.0 |
5,328.5 |
PP |
5,318.0 |
5,327.0 |
S1 |
5,312.0 |
5,326.0 |
|