Trading Metrics calculated at close of trading on 18-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2010 |
18-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
10,237 |
10,298 |
61 |
0.6% |
9,954 |
High |
10,300 |
10,385 |
85 |
0.8% |
10,140 |
Low |
10,232 |
10,245 |
13 |
0.1% |
9,865 |
Close |
10,296 |
10,375 |
79 |
0.8% |
10,117 |
Range |
68 |
140 |
72 |
105.9% |
275 |
ATR |
160 |
159 |
-1 |
-0.9% |
0 |
Volume |
106,060 |
103,760 |
-2,300 |
-2.2% |
834,420 |
|
Daily Pivots for day following 18-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,755 |
10,705 |
10,452 |
|
R3 |
10,615 |
10,565 |
10,414 |
|
R2 |
10,475 |
10,475 |
10,401 |
|
R1 |
10,425 |
10,425 |
10,388 |
10,450 |
PP |
10,335 |
10,335 |
10,335 |
10,348 |
S1 |
10,285 |
10,285 |
10,362 |
10,310 |
S2 |
10,195 |
10,195 |
10,349 |
|
S3 |
10,055 |
10,145 |
10,337 |
|
S4 |
9,915 |
10,005 |
10,298 |
|
|
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 |
10,385 |
9,940 |
445 |
4.3% |
154 |
1.5% |
98% |
True |
False |
127,797 |
10 |
10,385 |
9,791 |
594 |
5.7% |
177 |
1.7% |
98% |
True |
False |
151,611 |
20 |
10,591 |
9,791 |
800 |
7.7% |
180 |
1.7% |
73% |
False |
False |
161,672 |
40 |
10,687 |
9,791 |
896 |
8.6% |
142 |
1.4% |
65% |
False |
False |
121,743 |
60 |
10,687 |
9,791 |
896 |
8.6% |
140 |
1.4% |
65% |
False |
False |
90,920 |
80 |
10,687 |
9,570 |
1,117 |
10.8% |
144 |
1.4% |
72% |
False |
False |
68,236 |
100 |
10,687 |
9,280 |
1,407 |
13.6% |
143 |
1.4% |
78% |
False |
False |
54,603 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,980 |
2.618 |
10,752 |
1.618 |
10,612 |
1.000 |
10,525 |
0.618 |
10,472 |
HIGH |
10,385 |
0.618 |
10,332 |
0.500 |
10,315 |
0.382 |
10,299 |
LOW |
10,245 |
0.618 |
10,159 |
1.000 |
10,105 |
1.618 |
10,019 |
2.618 |
9,879 |
4.250 |
9,650 |
|
|
Fisher Pivots for day following 18-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
10,355 |
10,325 |
PP |
10,335 |
10,276 |
S1 |
10,315 |
10,226 |
|