Trading Metrics calculated at close of trading on 25-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2010 |
25-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
4,662.0 |
4,675.0 |
13.0 |
0.3% |
4,523.0 |
High |
4,666.0 |
4,679.0 |
13.0 |
0.3% |
4,658.0 |
Low |
4,630.0 |
4,573.0 |
-57.0 |
-1.2% |
4,509.0 |
Close |
4,640.0 |
4,575.0 |
-65.0 |
-1.4% |
4,608.0 |
Range |
36.0 |
106.0 |
70.0 |
194.4% |
149.0 |
ATR |
67.4 |
70.2 |
2.8 |
4.1% |
0.0 |
Volume |
34,759 |
36,996 |
2,237 |
6.4% |
132,837 |
|
Daily Pivots for day following 25-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,927.0 |
4,857.0 |
4,633.3 |
|
R3 |
4,821.0 |
4,751.0 |
4,604.2 |
|
R2 |
4,715.0 |
4,715.0 |
4,594.4 |
|
R1 |
4,645.0 |
4,645.0 |
4,584.7 |
4,627.0 |
PP |
4,609.0 |
4,609.0 |
4,609.0 |
4,600.0 |
S1 |
4,539.0 |
4,539.0 |
4,565.3 |
4,521.0 |
S2 |
4,503.0 |
4,503.0 |
4,555.6 |
|
S3 |
4,397.0 |
4,433.0 |
4,545.9 |
|
S4 |
4,291.0 |
4,327.0 |
4,516.7 |
|
|
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 |
4,718.0 |
4,573.0 |
145.0 |
3.2% |
58.2 |
1.3% |
1% |
False |
True |
30,947 |
10 |
4,718.0 |
4,508.0 |
210.0 |
4.6% |
52.9 |
1.2% |
32% |
False |
False |
28,144 |
20 |
4,718.0 |
4,428.0 |
290.0 |
6.3% |
52.2 |
1.1% |
51% |
False |
False |
29,201 |
40 |
4,946.0 |
4,428.0 |
518.0 |
11.3% |
49.3 |
1.1% |
28% |
False |
False |
26,734 |
60 |
4,946.0 |
4,428.0 |
518.0 |
11.3% |
48.9 |
1.1% |
28% |
False |
False |
23,835 |
80 |
4,946.0 |
4,428.0 |
518.0 |
11.3% |
40.1 |
0.9% |
28% |
False |
False |
17,888 |
100 |
4,946.0 |
4,428.0 |
518.0 |
11.3% |
35.5 |
0.8% |
28% |
False |
False |
14,319 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,129.5 |
2.618 |
4,956.5 |
1.618 |
4,850.5 |
1.000 |
4,785.0 |
0.618 |
4,744.5 |
HIGH |
4,679.0 |
0.618 |
4,638.5 |
0.500 |
4,626.0 |
0.382 |
4,613.5 |
LOW |
4,573.0 |
0.618 |
4,507.5 |
1.000 |
4,467.0 |
1.618 |
4,401.5 |
2.618 |
4,295.5 |
4.250 |
4,122.5 |
|
|
Fisher Pivots for day following 25-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
4,626.0 |
4,645.5 |
PP |
4,609.0 |
4,622.0 |
S1 |
4,592.0 |
4,598.5 |
|