Trading Metrics calculated at close of trading on 24-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2010 |
24-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
10,366 |
10,298 |
-68 |
-0.7% |
10,109 |
High |
10,414 |
10,379 |
-35 |
-0.3% |
10,421 |
Low |
10,251 |
10,269 |
18 |
0.2% |
10,067 |
Close |
10,299 |
10,355 |
56 |
0.5% |
10,378 |
Range |
163 |
110 |
-53 |
-32.5% |
354 |
ATR |
153 |
150 |
-3 |
-2.0% |
0 |
Volume |
79,563 |
126,264 |
46,701 |
58.7% |
469,871 |
|
Daily Pivots for day following 24-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,664 |
10,620 |
10,416 |
|
R3 |
10,554 |
10,510 |
10,385 |
|
R2 |
10,444 |
10,444 |
10,375 |
|
R1 |
10,400 |
10,400 |
10,365 |
10,422 |
PP |
10,334 |
10,334 |
10,334 |
10,346 |
S1 |
10,290 |
10,290 |
10,345 |
10,312 |
S2 |
10,224 |
10,224 |
10,335 |
|
S3 |
10,114 |
10,180 |
10,325 |
|
S4 |
10,004 |
10,070 |
10,295 |
|
|
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 |
10,245 |
189 |
1.8% |
128 |
1.2% |
58% |
False |
False |
106,683 |
10 |
10,434 |
9,928 |
506 |
4.9% |
140 |
1.4% |
84% |
False |
False |
125,271 |
20 |
10,434 |
9,791 |
643 |
6.2% |
163 |
1.6% |
88% |
False |
False |
147,223 |
40 |
10,687 |
9,791 |
896 |
8.7% |
146 |
1.4% |
63% |
False |
False |
124,879 |
60 |
10,687 |
9,791 |
896 |
8.7% |
142 |
1.4% |
63% |
False |
False |
98,063 |
80 |
10,687 |
9,570 |
1,117 |
10.8% |
142 |
1.4% |
70% |
False |
False |
73,599 |
100 |
10,687 |
9,280 |
1,407 |
13.6% |
143 |
1.4% |
76% |
False |
False |
58,898 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,847 |
2.618 |
10,667 |
1.618 |
10,557 |
1.000 |
10,489 |
0.618 |
10,447 |
HIGH |
10,379 |
0.618 |
10,337 |
0.500 |
10,324 |
0.382 |
10,311 |
LOW |
10,269 |
0.618 |
10,201 |
1.000 |
10,159 |
1.618 |
10,091 |
2.618 |
9,981 |
4.250 |
9,802 |
|
|
Fisher Pivots for day following 24-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
10,345 |
10,351 |
PP |
10,334 |
10,347 |
S1 |
10,324 |
10,343 |
|