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 |
10,378 |
10,368 |
-10 |
-0.1% |
10,109 |
High |
10,421 |
10,434 |
13 |
0.1% |
10,421 |
Low |
10,277 |
10,352 |
75 |
0.7% |
10,067 |
Close |
10,378 |
10,374 |
-4 |
0.0% |
10,378 |
Range |
144 |
82 |
-62 |
-43.1% |
354 |
ATR |
158 |
152 |
-5 |
-3.4% |
0 |
Volume |
102,175 |
121,653 |
19,478 |
19.1% |
469,871 |
|
Daily Pivots for day following 22-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,633 |
10,585 |
10,419 |
|
R3 |
10,551 |
10,503 |
10,397 |
|
R2 |
10,469 |
10,469 |
10,389 |
|
R1 |
10,421 |
10,421 |
10,382 |
10,445 |
PP |
10,387 |
10,387 |
10,387 |
10,399 |
S1 |
10,339 |
10,339 |
10,367 |
10,363 |
S2 |
10,305 |
10,305 |
10,359 |
|
S3 |
10,223 |
10,257 |
10,352 |
|
S4 |
10,141 |
10,175 |
10,329 |
|
|
Weekly Pivots for week ending 19-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,351 |
11,218 |
10,573 |
|
R3 |
10,997 |
10,864 |
10,475 |
|
R2 |
10,643 |
10,643 |
10,443 |
|
R1 |
10,510 |
10,510 |
10,411 |
10,577 |
PP |
10,289 |
10,289 |
10,289 |
10,322 |
S1 |
10,156 |
10,156 |
10,346 |
10,223 |
S2 |
9,935 |
9,935 |
10,313 |
|
S3 |
9,581 |
9,802 |
10,281 |
|
S4 |
9,227 |
9,448 |
10,183 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,434 |
10,067 |
367 |
3.5% |
124 |
1.2% |
84% |
True |
False |
118,304 |
10 |
10,434 |
9,865 |
569 |
5.5% |
148 |
1.4% |
89% |
True |
False |
142,594 |
20 |
10,434 |
9,791 |
643 |
6.2% |
164 |
1.6% |
91% |
True |
False |
154,603 |
40 |
10,687 |
9,791 |
896 |
8.6% |
142 |
1.4% |
65% |
False |
False |
122,539 |
60 |
10,687 |
9,791 |
896 |
8.6% |
140 |
1.3% |
65% |
False |
False |
94,641 |
80 |
10,687 |
9,570 |
1,117 |
10.8% |
142 |
1.4% |
72% |
False |
False |
71,031 |
100 |
10,687 |
9,280 |
1,407 |
13.6% |
143 |
1.4% |
78% |
False |
False |
56,840 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,783 |
2.618 |
10,649 |
1.618 |
10,567 |
1.000 |
10,516 |
0.618 |
10,485 |
HIGH |
10,434 |
0.618 |
10,403 |
0.500 |
10,393 |
0.382 |
10,383 |
LOW |
10,352 |
0.618 |
10,301 |
1.000 |
10,270 |
1.618 |
10,219 |
2.618 |
10,137 |
4.250 |
10,004 |
|
|
Fisher Pivots for day following 22-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
10,393 |
10,363 |
PP |
10,387 |
10,351 |
S1 |
10,380 |
10,340 |
|