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 |
10,402.43 |
10,383.16 |
-19.27 |
-0.2% |
10,100.81 |
High |
10,433.64 |
10,411.12 |
-22.52 |
-0.2% |
10,438.55 |
Low |
10,368.95 |
10,267.83 |
-101.12 |
-1.0% |
10,100.81 |
Close |
10,383.38 |
10,282.41 |
-100.97 |
-1.0% |
10,402.35 |
Range |
64.69 |
143.29 |
78.60 |
121.5% |
337.74 |
ATR |
135.07 |
135.66 |
0.59 |
0.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 23-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,750.32 |
10,659.66 |
10,361.22 |
|
R3 |
10,607.03 |
10,516.37 |
10,321.81 |
|
R2 |
10,463.74 |
10,463.74 |
10,308.68 |
|
R1 |
10,373.08 |
10,373.08 |
10,295.54 |
10,346.77 |
PP |
10,320.45 |
10,320.45 |
10,320.45 |
10,307.30 |
S1 |
10,229.79 |
10,229.79 |
10,269.28 |
10,203.48 |
S2 |
10,177.16 |
10,177.16 |
10,256.14 |
|
S3 |
10,033.87 |
10,086.50 |
10,243.01 |
|
S4 |
9,890.58 |
9,943.21 |
10,203.60 |
|
|
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 |
10,261.48 |
177.07 |
1.7% |
95.62 |
0.9% |
12% |
False |
False |
|
10 |
10,438.55 |
9,910.06 |
528.49 |
5.1% |
134.72 |
1.3% |
70% |
False |
False |
|
20 |
10,438.55 |
9,835.09 |
603.46 |
5.9% |
148.08 |
1.4% |
74% |
False |
False |
|
40 |
10,729.89 |
9,835.09 |
894.80 |
8.7% |
127.86 |
1.2% |
50% |
False |
False |
|
60 |
10,729.89 |
9,835.09 |
894.80 |
8.7% |
121.91 |
1.2% |
50% |
False |
False |
|
80 |
10,729.89 |
9,678.95 |
1,050.94 |
10.2% |
126.76 |
1.2% |
57% |
False |
False |
|
100 |
10,729.89 |
9,430.08 |
1,299.81 |
12.6% |
128.31 |
1.2% |
66% |
False |
False |
|
120 |
10,729.89 |
9,252.93 |
1,476.96 |
14.4% |
125.92 |
1.2% |
70% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,020.10 |
2.618 |
10,786.25 |
1.618 |
10,642.96 |
1.000 |
10,554.41 |
0.618 |
10,499.67 |
HIGH |
10,411.12 |
0.618 |
10,356.38 |
0.500 |
10,339.48 |
0.382 |
10,322.57 |
LOW |
10,267.83 |
0.618 |
10,179.28 |
1.000 |
10,124.54 |
1.618 |
10,035.99 |
2.618 |
9,892.70 |
4.250 |
9,658.85 |
|
|
Fisher Pivots for day following 23-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
10,339.48 |
10,353.19 |
PP |
10,320.45 |
10,329.60 |
S1 |
10,301.43 |
10,306.00 |
|