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 |
1,122.1 |
1,114.1 |
-8.0 |
-0.7% |
1,093.7 |
High |
1,131.5 |
1,121.7 |
-9.8 |
-0.9% |
1,128.7 |
Low |
1,110.0 |
1,099.6 |
-10.4 |
-0.9% |
1,092.0 |
Close |
1,113.1 |
1,103.2 |
-9.9 |
-0.9% |
1,122.1 |
Range |
21.5 |
22.1 |
0.6 |
2.8% |
36.7 |
ATR |
24.1 |
23.9 |
-0.1 |
-0.6% |
0.0 |
Volume |
170,952 |
137,551 |
-33,401 |
-19.5% |
693,964 |
|
Daily Pivots for day following 23-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,174.5 |
1,160.9 |
1,115.4 |
|
R3 |
1,152.4 |
1,138.8 |
1,109.3 |
|
R2 |
1,130.3 |
1,130.3 |
1,107.3 |
|
R1 |
1,116.7 |
1,116.7 |
1,105.2 |
1,112.5 |
PP |
1,108.2 |
1,108.2 |
1,108.2 |
1,106.0 |
S1 |
1,094.6 |
1,094.6 |
1,101.2 |
1,090.4 |
S2 |
1,086.1 |
1,086.1 |
1,099.1 |
|
S3 |
1,064.0 |
1,072.5 |
1,097.1 |
|
S4 |
1,041.9 |
1,050.4 |
1,091.0 |
|
|
Weekly Pivots for week ending 19-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,224.4 |
1,209.9 |
1,142.3 |
|
R3 |
1,187.7 |
1,173.2 |
1,132.2 |
|
R2 |
1,151.0 |
1,151.0 |
1,128.8 |
|
R1 |
1,136.5 |
1,136.5 |
1,125.5 |
1,143.8 |
PP |
1,114.3 |
1,114.3 |
1,114.3 |
1,117.9 |
S1 |
1,099.8 |
1,099.8 |
1,118.7 |
1,107.1 |
S2 |
1,077.6 |
1,077.6 |
1,115.4 |
|
S3 |
1,040.9 |
1,063.1 |
1,112.0 |
|
S4 |
1,004.2 |
1,026.4 |
1,101.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,131.5 |
1,098.1 |
33.4 |
3.0% |
24.3 |
2.2% |
15% |
False |
False |
169,831 |
10 |
1,131.5 |
1,062.1 |
69.4 |
6.3% |
23.8 |
2.2% |
59% |
False |
False |
168,098 |
20 |
1,131.5 |
1,044.5 |
87.0 |
7.9% |
23.8 |
2.2% |
67% |
False |
False |
168,137 |
40 |
1,166.7 |
1,044.5 |
122.2 |
11.1% |
21.5 |
2.0% |
48% |
False |
False |
93,526 |
60 |
1,229.0 |
1,044.5 |
184.5 |
16.7% |
24.1 |
2.2% |
32% |
False |
False |
63,892 |
80 |
1,229.0 |
1,029.0 |
200.0 |
18.1% |
22.2 |
2.0% |
37% |
False |
False |
48,547 |
100 |
1,229.0 |
989.3 |
239.7 |
21.7% |
20.9 |
1.9% |
48% |
False |
False |
39,123 |
120 |
1,229.0 |
952.1 |
276.9 |
25.1% |
19.9 |
1.8% |
55% |
False |
False |
32,819 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,215.6 |
2.618 |
1,179.6 |
1.618 |
1,157.5 |
1.000 |
1,143.8 |
0.618 |
1,135.4 |
HIGH |
1,121.7 |
0.618 |
1,113.3 |
0.500 |
1,110.7 |
0.382 |
1,108.0 |
LOW |
1,099.6 |
0.618 |
1,085.9 |
1.000 |
1,077.5 |
1.618 |
1,063.8 |
2.618 |
1,041.7 |
4.250 |
1,005.7 |
|
|
Fisher Pivots for day following 23-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
1,110.7 |
1,115.4 |
PP |
1,108.2 |
1,111.3 |
S1 |
1,105.7 |
1,107.3 |
|