Trading Metrics calculated at close of trading on 12-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2010 |
12-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
19,944 |
20,156 |
212 |
1.1% |
19,600 |
High |
20,266 |
20,357 |
91 |
0.4% |
20,357 |
Low |
19,944 |
20,128 |
184 |
0.9% |
19,320 |
Close |
20,153 |
20,275 |
122 |
0.6% |
20,275 |
Range |
322 |
229 |
-93 |
-28.9% |
1,037 |
ATR |
405 |
392 |
-13 |
-3.1% |
0 |
Volume |
2,305 |
1,222 |
-1,083 |
-47.0% |
11,739 |
|
Daily Pivots for day following 12-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,940 |
20,837 |
20,401 |
|
R3 |
20,711 |
20,608 |
20,338 |
|
R2 |
20,482 |
20,482 |
20,317 |
|
R1 |
20,379 |
20,379 |
20,296 |
20,431 |
PP |
20,253 |
20,253 |
20,253 |
20,279 |
S1 |
20,150 |
20,150 |
20,254 |
20,202 |
S2 |
20,024 |
20,024 |
20,233 |
|
S3 |
19,795 |
19,921 |
20,212 |
|
S4 |
19,566 |
19,692 |
20,149 |
|
|
Weekly Pivots for week ending 12-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
23,095 |
22,722 |
20,845 |
|
R3 |
22,058 |
21,685 |
20,560 |
|
R2 |
21,021 |
21,021 |
20,465 |
|
R1 |
20,648 |
20,648 |
20,370 |
20,835 |
PP |
19,984 |
19,984 |
19,984 |
20,077 |
S1 |
19,611 |
19,611 |
20,180 |
19,798 |
S2 |
18,947 |
18,947 |
20,085 |
|
S3 |
17,910 |
18,574 |
19,990 |
|
S4 |
16,873 |
17,537 |
19,705 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
20,357 |
19,320 |
1,037 |
5.1% |
320 |
1.6% |
92% |
True |
False |
2,347 |
10 |
20,686 |
19,320 |
1,366 |
6.7% |
328 |
1.6% |
70% |
False |
False |
1,867 |
20 |
21,668 |
19,320 |
2,348 |
11.6% |
353 |
1.7% |
41% |
False |
False |
1,273 |
40 |
22,637 |
19,320 |
3,317 |
16.4% |
324 |
1.6% |
29% |
False |
False |
856 |
60 |
23,020 |
19,320 |
3,700 |
18.2% |
332 |
1.6% |
26% |
False |
False |
618 |
80 |
23,020 |
19,320 |
3,700 |
18.2% |
307 |
1.5% |
26% |
False |
False |
481 |
100 |
23,020 |
19,320 |
3,700 |
18.2% |
273 |
1.3% |
26% |
False |
False |
388 |
120 |
23,020 |
19,300 |
3,720 |
18.3% |
254 |
1.3% |
26% |
False |
False |
326 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,330 |
2.618 |
20,957 |
1.618 |
20,728 |
1.000 |
20,586 |
0.618 |
20,499 |
HIGH |
20,357 |
0.618 |
20,270 |
0.500 |
20,243 |
0.382 |
20,215 |
LOW |
20,128 |
0.618 |
19,986 |
1.000 |
19,899 |
1.618 |
19,757 |
2.618 |
19,528 |
4.250 |
19,155 |
|
|
Fisher Pivots for day following 12-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
20,264 |
20,175 |
PP |
20,253 |
20,074 |
S1 |
20,243 |
19,974 |
|