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 |
1,116.4 |
1,106.2 |
-10.2 |
-0.9% |
1,094.8 |
High |
1,118.3 |
1,106.3 |
-12.0 |
-1.1% |
1,127.0 |
Low |
1,102.6 |
1,091.9 |
-10.7 |
-1.0% |
1,092.4 |
Close |
1,102.7 |
1,096.5 |
-6.2 |
-0.6% |
1,121.3 |
Range |
15.7 |
14.4 |
-1.3 |
-8.3% |
34.6 |
ATR |
21.7 |
21.1 |
-0.5 |
-2.4% |
0.0 |
Volume |
124 |
152 |
28 |
22.6% |
3,197 |
|
Daily Pivots for day following 24-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,141.4 |
1,133.4 |
1,104.4 |
|
R3 |
1,127.0 |
1,119.0 |
1,100.5 |
|
R2 |
1,112.6 |
1,112.6 |
1,099.1 |
|
R1 |
1,104.6 |
1,104.6 |
1,097.8 |
1,101.4 |
PP |
1,098.2 |
1,098.2 |
1,098.2 |
1,096.7 |
S1 |
1,090.2 |
1,090.2 |
1,095.2 |
1,087.0 |
S2 |
1,083.8 |
1,083.8 |
1,093.9 |
|
S3 |
1,069.4 |
1,075.8 |
1,092.5 |
|
S4 |
1,055.0 |
1,061.4 |
1,088.6 |
|
|
Weekly Pivots for week ending 19-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,217.4 |
1,203.9 |
1,140.3 |
|
R3 |
1,182.8 |
1,169.3 |
1,130.8 |
|
R2 |
1,148.2 |
1,148.2 |
1,127.6 |
|
R1 |
1,134.7 |
1,134.7 |
1,124.5 |
1,141.5 |
PP |
1,113.6 |
1,113.6 |
1,113.6 |
1,116.9 |
S1 |
1,100.1 |
1,100.1 |
1,118.1 |
1,106.9 |
S2 |
1,079.0 |
1,079.0 |
1,115.0 |
|
S3 |
1,044.4 |
1,065.5 |
1,111.8 |
|
S4 |
1,009.8 |
1,030.9 |
1,102.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,127.4 |
1,091.9 |
35.5 |
3.2% |
19.0 |
1.7% |
13% |
False |
True |
497 |
10 |
1,127.4 |
1,063.3 |
64.1 |
5.8% |
19.3 |
1.8% |
52% |
False |
False |
612 |
20 |
1,127.4 |
1,045.2 |
82.2 |
7.5% |
21.1 |
1.9% |
62% |
False |
False |
28,308 |
40 |
1,163.0 |
1,045.2 |
117.8 |
10.7% |
20.3 |
1.8% |
44% |
False |
False |
94,229 |
60 |
1,227.5 |
1,045.2 |
182.3 |
16.6% |
23.3 |
2.1% |
28% |
False |
False |
128,899 |
80 |
1,227.5 |
1,028.1 |
199.4 |
18.2% |
22.0 |
2.0% |
34% |
False |
False |
103,352 |
100 |
1,227.5 |
989.0 |
238.5 |
21.8% |
20.8 |
1.9% |
45% |
False |
False |
83,296 |
120 |
1,227.5 |
955.8 |
271.7 |
24.8% |
19.8 |
1.8% |
52% |
False |
False |
69,744 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,167.5 |
2.618 |
1,144.0 |
1.618 |
1,129.6 |
1.000 |
1,120.7 |
0.618 |
1,115.2 |
HIGH |
1,106.3 |
0.618 |
1,100.8 |
0.500 |
1,099.1 |
0.382 |
1,097.4 |
LOW |
1,091.9 |
0.618 |
1,083.0 |
1.000 |
1,077.5 |
1.618 |
1,068.6 |
2.618 |
1,054.2 |
4.250 |
1,030.7 |
|
|
Fisher Pivots for day following 24-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
1,099.1 |
1,109.7 |
PP |
1,098.2 |
1,105.3 |
S1 |
1,097.4 |
1,100.9 |
|