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 |
1,125.0 |
1,114.5 |
-10.5 |
-0.9% |
1,120.9 |
High |
1,132.6 |
1,122.9 |
-9.7 |
-0.9% |
1,129.8 |
Low |
1,111.3 |
1,101.2 |
-10.1 |
-0.9% |
1,094.2 |
Close |
1,114.3 |
1,104.4 |
-9.9 |
-0.9% |
1,123.3 |
Range |
21.3 |
21.7 |
0.4 |
1.9% |
35.6 |
ATR |
23.3 |
23.2 |
-0.1 |
-0.5% |
0.0 |
Volume |
6,074 |
7,311 |
1,237 |
20.4% |
14,611 |
|
Daily Pivots for day following 23-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,174.6 |
1,161.2 |
1,116.3 |
|
R3 |
1,152.9 |
1,139.5 |
1,110.4 |
|
R2 |
1,131.2 |
1,131.2 |
1,108.4 |
|
R1 |
1,117.8 |
1,117.8 |
1,106.4 |
1,113.7 |
PP |
1,109.5 |
1,109.5 |
1,109.5 |
1,107.4 |
S1 |
1,096.1 |
1,096.1 |
1,102.4 |
1,092.0 |
S2 |
1,087.8 |
1,087.8 |
1,100.4 |
|
S3 |
1,066.1 |
1,074.4 |
1,098.4 |
|
S4 |
1,044.4 |
1,052.7 |
1,092.5 |
|
|
Weekly Pivots for week ending 19-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,222.6 |
1,208.5 |
1,142.9 |
|
R3 |
1,187.0 |
1,172.9 |
1,133.1 |
|
R2 |
1,151.4 |
1,151.4 |
1,129.8 |
|
R1 |
1,137.3 |
1,137.3 |
1,126.6 |
1,144.4 |
PP |
1,115.8 |
1,115.8 |
1,115.8 |
1,119.3 |
S1 |
1,101.7 |
1,101.7 |
1,120.0 |
1,108.8 |
S2 |
1,080.2 |
1,080.2 |
1,116.8 |
|
S3 |
1,044.6 |
1,066.1 |
1,113.5 |
|
S4 |
1,009.0 |
1,030.5 |
1,103.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,132.6 |
1,099.5 |
33.1 |
3.0% |
23.9 |
2.2% |
15% |
False |
False |
5,113 |
10 |
1,132.6 |
1,064.3 |
68.3 |
6.2% |
22.9 |
2.1% |
59% |
False |
False |
4,416 |
20 |
1,132.6 |
1,045.6 |
87.0 |
7.9% |
23.0 |
2.1% |
68% |
False |
False |
4,150 |
40 |
1,164.1 |
1,045.6 |
118.5 |
10.7% |
20.3 |
1.8% |
50% |
False |
False |
3,820 |
60 |
1,230.0 |
1,045.6 |
184.4 |
16.7% |
22.9 |
2.1% |
32% |
False |
False |
3,523 |
80 |
1,230.0 |
1,030.0 |
200.0 |
18.1% |
21.0 |
1.9% |
37% |
False |
False |
3,121 |
100 |
1,230.0 |
993.8 |
236.2 |
21.4% |
19.5 |
1.8% |
47% |
False |
False |
2,615 |
120 |
1,230.0 |
954.8 |
275.2 |
24.9% |
18.3 |
1.7% |
54% |
False |
False |
2,250 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,215.1 |
2.618 |
1,179.7 |
1.618 |
1,158.0 |
1.000 |
1,144.6 |
0.618 |
1,136.3 |
HIGH |
1,122.9 |
0.618 |
1,114.6 |
0.500 |
1,112.1 |
0.382 |
1,109.5 |
LOW |
1,101.2 |
0.618 |
1,087.8 |
1.000 |
1,079.5 |
1.618 |
1,066.1 |
2.618 |
1,044.4 |
4.250 |
1,009.0 |
|
|
Fisher Pivots for day following 23-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
1,112.1 |
1,116.8 |
PP |
1,109.5 |
1,112.7 |
S1 |
1,107.0 |
1,108.5 |
|