Trading Metrics calculated at close of trading on 22-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2010 |
22-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
10,387.77 |
10,402.43 |
14.66 |
0.1% |
10,100.81 |
High |
10,438.55 |
10,433.64 |
-4.91 |
0.0% |
10,438.55 |
Low |
10,339.17 |
10,368.95 |
29.78 |
0.3% |
10,100.81 |
Close |
10,402.35 |
10,383.38 |
-18.97 |
-0.2% |
10,402.35 |
Range |
99.38 |
64.69 |
-34.69 |
-34.9% |
337.74 |
ATR |
140.48 |
135.07 |
-5.41 |
-3.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 22-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,589.39 |
10,551.08 |
10,418.96 |
|
R3 |
10,524.70 |
10,486.39 |
10,401.17 |
|
R2 |
10,460.01 |
10,460.01 |
10,395.24 |
|
R1 |
10,421.70 |
10,421.70 |
10,389.31 |
10,408.51 |
PP |
10,395.32 |
10,395.32 |
10,395.32 |
10,388.73 |
S1 |
10,357.01 |
10,357.01 |
10,377.45 |
10,343.82 |
S2 |
10,330.63 |
10,330.63 |
10,371.52 |
|
S3 |
10,265.94 |
10,292.32 |
10,365.59 |
|
S4 |
10,201.25 |
10,227.63 |
10,347.80 |
|
|
Weekly Pivots for week ending 19-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,327.12 |
11,202.48 |
10,588.11 |
|
R3 |
10,989.38 |
10,864.74 |
10,495.23 |
|
R2 |
10,651.64 |
10,651.64 |
10,464.27 |
|
R1 |
10,527.00 |
10,527.00 |
10,433.31 |
10,589.32 |
PP |
10,313.90 |
10,313.90 |
10,313.90 |
10,345.07 |
S1 |
10,189.26 |
10,189.26 |
10,371.39 |
10,251.58 |
S2 |
9,976.16 |
9,976.16 |
10,340.43 |
|
S3 |
9,638.42 |
9,851.52 |
10,309.47 |
|
S4 |
9,300.68 |
9,513.78 |
10,216.59 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,438.55 |
10,100.81 |
337.74 |
3.3% |
102.70 |
1.0% |
84% |
False |
False |
|
10 |
10,438.55 |
9,904.09 |
534.46 |
5.1% |
132.84 |
1.3% |
90% |
False |
False |
|
20 |
10,438.55 |
9,835.09 |
603.46 |
5.8% |
145.18 |
1.4% |
91% |
False |
False |
|
40 |
10,729.89 |
9,835.09 |
894.80 |
8.6% |
125.64 |
1.2% |
61% |
False |
False |
|
60 |
10,729.89 |
9,835.09 |
894.80 |
8.6% |
121.09 |
1.2% |
61% |
False |
False |
|
80 |
10,729.89 |
9,678.95 |
1,050.94 |
10.1% |
126.34 |
1.2% |
67% |
False |
False |
|
100 |
10,729.89 |
9,430.08 |
1,299.81 |
12.5% |
127.83 |
1.2% |
73% |
False |
False |
|
120 |
10,729.89 |
9,252.93 |
1,476.96 |
14.2% |
125.62 |
1.2% |
77% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,708.57 |
2.618 |
10,603.00 |
1.618 |
10,538.31 |
1.000 |
10,498.33 |
0.618 |
10,473.62 |
HIGH |
10,433.64 |
0.618 |
10,408.93 |
0.500 |
10,401.30 |
0.382 |
10,393.66 |
LOW |
10,368.95 |
0.618 |
10,328.97 |
1.000 |
10,304.26 |
1.618 |
10,264.28 |
2.618 |
10,199.59 |
4.250 |
10,094.02 |
|
|
Fisher Pivots for day following 22-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
10,401.30 |
10,377.76 |
PP |
10,395.32 |
10,372.15 |
S1 |
10,389.35 |
10,366.53 |
|