Trading Metrics calculated at close of trading on 25-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2010 |
25-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
10,298 |
10,355 |
57 |
0.6% |
10,109 |
High |
10,379 |
10,355 |
-24 |
-0.2% |
10,421 |
Low |
10,269 |
10,172 |
-97 |
-0.9% |
10,067 |
Close |
10,355 |
10,316 |
-39 |
-0.4% |
10,378 |
Range |
110 |
183 |
73 |
66.4% |
354 |
ATR |
150 |
152 |
2 |
1.6% |
0 |
Volume |
126,264 |
109,736 |
-16,528 |
-13.1% |
469,871 |
|
Daily Pivots for day following 25-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,830 |
10,756 |
10,417 |
|
R3 |
10,647 |
10,573 |
10,366 |
|
R2 |
10,464 |
10,464 |
10,350 |
|
R1 |
10,390 |
10,390 |
10,333 |
10,336 |
PP |
10,281 |
10,281 |
10,281 |
10,254 |
S1 |
10,207 |
10,207 |
10,299 |
10,153 |
S2 |
10,098 |
10,098 |
10,283 |
|
S3 |
9,915 |
10,024 |
10,266 |
|
S4 |
9,732 |
9,841 |
10,215 |
|
|
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 |
10,172 |
262 |
2.5% |
137 |
1.3% |
55% |
False |
True |
107,878 |
10 |
10,434 |
9,940 |
494 |
4.8% |
145 |
1.4% |
76% |
False |
False |
117,837 |
20 |
10,434 |
9,791 |
643 |
6.2% |
164 |
1.6% |
82% |
False |
False |
144,495 |
40 |
10,687 |
9,791 |
896 |
8.7% |
148 |
1.4% |
59% |
False |
False |
127,101 |
60 |
10,687 |
9,791 |
896 |
8.7% |
139 |
1.3% |
59% |
False |
False |
99,891 |
80 |
10,687 |
9,570 |
1,117 |
10.8% |
142 |
1.4% |
67% |
False |
False |
74,968 |
100 |
10,687 |
9,280 |
1,407 |
13.6% |
142 |
1.4% |
74% |
False |
False |
59,995 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,133 |
2.618 |
10,834 |
1.618 |
10,651 |
1.000 |
10,538 |
0.618 |
10,468 |
HIGH |
10,355 |
0.618 |
10,285 |
0.500 |
10,264 |
0.382 |
10,242 |
LOW |
10,172 |
0.618 |
10,059 |
1.000 |
9,989 |
1.618 |
9,876 |
2.618 |
9,693 |
4.250 |
9,394 |
|
|
Fisher Pivots for day following 25-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
10,299 |
10,308 |
PP |
10,281 |
10,301 |
S1 |
10,264 |
10,293 |
|