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 |
1,114.5 |
1,104.8 |
-9.7 |
-0.9% |
1,120.9 |
High |
1,122.9 |
1,109.4 |
-13.5 |
-1.2% |
1,129.8 |
Low |
1,101.2 |
1,091.5 |
-9.7 |
-0.9% |
1,094.2 |
Close |
1,104.4 |
1,098.4 |
-6.0 |
-0.5% |
1,123.3 |
Range |
21.7 |
17.9 |
-3.8 |
-17.5% |
35.6 |
ATR |
23.2 |
22.8 |
-0.4 |
-1.6% |
0.0 |
Volume |
7,311 |
4,975 |
-2,336 |
-32.0% |
14,611 |
|
Daily Pivots for day following 24-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,153.5 |
1,143.8 |
1,108.2 |
|
R3 |
1,135.6 |
1,125.9 |
1,103.3 |
|
R2 |
1,117.7 |
1,117.7 |
1,101.7 |
|
R1 |
1,108.0 |
1,108.0 |
1,100.0 |
1,103.9 |
PP |
1,099.8 |
1,099.8 |
1,099.8 |
1,097.7 |
S1 |
1,090.1 |
1,090.1 |
1,096.8 |
1,086.0 |
S2 |
1,081.9 |
1,081.9 |
1,095.1 |
|
S3 |
1,064.0 |
1,072.2 |
1,093.5 |
|
S4 |
1,046.1 |
1,054.3 |
1,088.6 |
|
|
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 |
1,091.5 |
41.1 |
3.7% |
22.9 |
2.1% |
17% |
False |
True |
5,450 |
10 |
1,132.6 |
1,064.3 |
68.3 |
6.2% |
22.8 |
2.1% |
50% |
False |
False |
4,187 |
20 |
1,132.6 |
1,045.6 |
87.0 |
7.9% |
23.0 |
2.1% |
61% |
False |
False |
4,302 |
40 |
1,164.1 |
1,045.6 |
118.5 |
10.8% |
20.4 |
1.9% |
45% |
False |
False |
3,910 |
60 |
1,230.0 |
1,045.6 |
184.4 |
16.8% |
22.8 |
2.1% |
29% |
False |
False |
3,519 |
80 |
1,230.0 |
1,034.7 |
195.3 |
17.8% |
21.0 |
1.9% |
33% |
False |
False |
3,171 |
100 |
1,230.0 |
993.8 |
236.2 |
21.5% |
19.5 |
1.8% |
44% |
False |
False |
2,662 |
120 |
1,230.0 |
956.9 |
273.1 |
24.9% |
18.4 |
1.7% |
52% |
False |
False |
2,291 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,185.5 |
2.618 |
1,156.3 |
1.618 |
1,138.4 |
1.000 |
1,127.3 |
0.618 |
1,120.5 |
HIGH |
1,109.4 |
0.618 |
1,102.6 |
0.500 |
1,100.5 |
0.382 |
1,098.3 |
LOW |
1,091.5 |
0.618 |
1,080.4 |
1.000 |
1,073.6 |
1.618 |
1,062.5 |
2.618 |
1,044.6 |
4.250 |
1,015.4 |
|
|
Fisher Pivots for day following 24-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
1,100.5 |
1,112.1 |
PP |
1,099.8 |
1,107.5 |
S1 |
1,099.1 |
1,103.0 |
|