Trading Metrics calculated at close of trading on 16-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2010 |
16-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
10,109 |
10,109 |
0 |
0.0% |
9,954 |
High |
10,140 |
10,252 |
112 |
1.1% |
10,140 |
Low |
9,951 |
10,067 |
116 |
1.2% |
9,865 |
Close |
10,117 |
10,241 |
124 |
1.2% |
10,117 |
Range |
189 |
185 |
-4 |
-2.1% |
275 |
ATR |
166 |
168 |
1 |
0.8% |
0 |
Volume |
138,599 |
157,876 |
19,277 |
13.9% |
834,420 |
|
Daily Pivots for day following 16-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,742 |
10,676 |
10,343 |
|
R3 |
10,557 |
10,491 |
10,292 |
|
R2 |
10,372 |
10,372 |
10,275 |
|
R1 |
10,306 |
10,306 |
10,258 |
10,339 |
PP |
10,187 |
10,187 |
10,187 |
10,203 |
S1 |
10,121 |
10,121 |
10,224 |
10,154 |
S2 |
10,002 |
10,002 |
10,207 |
|
S3 |
9,817 |
9,936 |
10,190 |
|
S4 |
9,632 |
9,751 |
10,139 |
|
|
Weekly Pivots for week ending 12-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,866 |
10,766 |
10,268 |
|
R3 |
10,591 |
10,491 |
10,193 |
|
R2 |
10,316 |
10,316 |
10,168 |
|
R1 |
10,216 |
10,216 |
10,142 |
10,266 |
PP |
10,041 |
10,041 |
10,041 |
10,066 |
S1 |
9,941 |
9,941 |
10,092 |
9,991 |
S2 |
9,766 |
9,766 |
10,067 |
|
S3 |
9,491 |
9,666 |
10,042 |
|
S4 |
9,216 |
9,391 |
9,966 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,252 |
9,878 |
374 |
3.7% |
184 |
1.8% |
97% |
True |
False |
149,865 |
10 |
10,266 |
9,791 |
475 |
4.6% |
180 |
1.8% |
95% |
False |
False |
156,558 |
20 |
10,687 |
9,791 |
896 |
8.7% |
188 |
1.8% |
50% |
False |
False |
164,138 |
40 |
10,687 |
9,791 |
896 |
8.7% |
145 |
1.4% |
50% |
False |
False |
121,783 |
60 |
10,687 |
9,791 |
896 |
8.7% |
141 |
1.4% |
50% |
False |
False |
87,427 |
80 |
10,687 |
9,570 |
1,117 |
10.9% |
147 |
1.4% |
60% |
False |
False |
65,618 |
100 |
10,687 |
9,280 |
1,407 |
13.7% |
144 |
1.4% |
68% |
False |
False |
52,506 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,038 |
2.618 |
10,736 |
1.618 |
10,551 |
1.000 |
10,437 |
0.618 |
10,366 |
HIGH |
10,252 |
0.618 |
10,181 |
0.500 |
10,160 |
0.382 |
10,138 |
LOW |
10,067 |
0.618 |
9,953 |
1.000 |
9,882 |
1.618 |
9,768 |
2.618 |
9,583 |
4.250 |
9,281 |
|
|
Fisher Pivots for day following 16-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
10,214 |
10,193 |
PP |
10,187 |
10,144 |
S1 |
10,160 |
10,096 |
|