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 |
4,645.0 |
4,672.0 |
27.0 |
0.6% |
4,523.0 |
High |
4,648.0 |
4,703.0 |
55.0 |
1.2% |
4,658.0 |
Low |
4,581.0 |
4,666.0 |
85.0 |
1.9% |
4,509.0 |
Close |
4,608.0 |
4,701.0 |
93.0 |
2.0% |
4,608.0 |
Range |
67.0 |
37.0 |
-30.0 |
-44.8% |
149.0 |
ATR |
65.4 |
67.5 |
2.1 |
3.2% |
0.0 |
Volume |
32,707 |
26,301 |
-6,406 |
-19.6% |
132,837 |
|
Daily Pivots for day following 22-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,801.0 |
4,788.0 |
4,721.4 |
|
R3 |
4,764.0 |
4,751.0 |
4,711.2 |
|
R2 |
4,727.0 |
4,727.0 |
4,707.8 |
|
R1 |
4,714.0 |
4,714.0 |
4,704.4 |
4,720.5 |
PP |
4,690.0 |
4,690.0 |
4,690.0 |
4,693.3 |
S1 |
4,677.0 |
4,677.0 |
4,697.6 |
4,683.5 |
S2 |
4,653.0 |
4,653.0 |
4,694.2 |
|
S3 |
4,616.0 |
4,640.0 |
4,690.8 |
|
S4 |
4,579.0 |
4,603.0 |
4,680.7 |
|
|
Weekly Pivots for week ending 19-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,038.7 |
4,972.3 |
4,690.0 |
|
R3 |
4,889.7 |
4,823.3 |
4,649.0 |
|
R2 |
4,740.7 |
4,740.7 |
4,635.3 |
|
R1 |
4,674.3 |
4,674.3 |
4,621.7 |
4,707.5 |
PP |
4,591.7 |
4,591.7 |
4,591.7 |
4,608.3 |
S1 |
4,525.3 |
4,525.3 |
4,594.3 |
4,558.5 |
S2 |
4,442.7 |
4,442.7 |
4,580.7 |
|
S3 |
4,293.7 |
4,376.3 |
4,567.0 |
|
S4 |
4,144.7 |
4,227.3 |
4,526.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,703.0 |
4,532.0 |
171.0 |
3.6% |
50.4 |
1.1% |
99% |
True |
False |
28,337 |
10 |
4,703.0 |
4,428.0 |
275.0 |
5.8% |
52.2 |
1.1% |
99% |
True |
False |
26,249 |
20 |
4,703.0 |
4,428.0 |
275.0 |
5.8% |
51.7 |
1.1% |
99% |
True |
False |
29,724 |
40 |
4,946.0 |
4,428.0 |
518.0 |
11.0% |
48.6 |
1.0% |
53% |
False |
False |
25,363 |
60 |
4,946.0 |
4,428.0 |
518.0 |
11.0% |
46.5 |
1.0% |
53% |
False |
False |
22,247 |
80 |
4,946.0 |
4,428.0 |
518.0 |
11.0% |
39.2 |
0.8% |
53% |
False |
False |
16,693 |
100 |
4,946.0 |
4,428.0 |
518.0 |
11.0% |
33.7 |
0.7% |
53% |
False |
False |
13,362 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,860.3 |
2.618 |
4,799.9 |
1.618 |
4,762.9 |
1.000 |
4,740.0 |
0.618 |
4,725.9 |
HIGH |
4,703.0 |
0.618 |
4,688.9 |
0.500 |
4,684.5 |
0.382 |
4,680.1 |
LOW |
4,666.0 |
0.618 |
4,643.1 |
1.000 |
4,629.0 |
1.618 |
4,606.1 |
2.618 |
4,569.1 |
4.250 |
4,508.8 |
|
|
Fisher Pivots for day following 22-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
4,695.5 |
4,681.3 |
PP |
4,690.0 |
4,661.7 |
S1 |
4,684.5 |
4,642.0 |
|