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 |
20,598 |
20,465 |
-133 |
-0.6% |
19,600 |
High |
20,687 |
20,520 |
-167 |
-0.8% |
20,357 |
Low |
20,389 |
20,289 |
-100 |
-0.5% |
19,320 |
Close |
20,535 |
20,289 |
-246 |
-1.2% |
20,275 |
Range |
298 |
231 |
-67 |
-22.5% |
1,037 |
ATR |
394 |
383 |
-11 |
-2.7% |
0 |
Volume |
1,572 |
1,907 |
335 |
21.3% |
11,739 |
|
Daily Pivots for day following 18-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,059 |
20,905 |
20,416 |
|
R3 |
20,828 |
20,674 |
20,353 |
|
R2 |
20,597 |
20,597 |
20,331 |
|
R1 |
20,443 |
20,443 |
20,310 |
20,405 |
PP |
20,366 |
20,366 |
20,366 |
20,347 |
S1 |
20,212 |
20,212 |
20,268 |
20,174 |
S2 |
20,135 |
20,135 |
20,247 |
|
S3 |
19,904 |
19,981 |
20,225 |
|
S4 |
19,673 |
19,750 |
20,162 |
|
|
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 |
20,687 |
19,591 |
1,096 |
5.4% |
281 |
1.4% |
64% |
False |
False |
1,834 |
10 |
20,687 |
19,320 |
1,367 |
6.7% |
307 |
1.5% |
71% |
False |
False |
1,978 |
20 |
21,526 |
19,320 |
2,206 |
10.9% |
356 |
1.8% |
44% |
False |
False |
1,418 |
40 |
22,637 |
19,320 |
3,317 |
16.3% |
316 |
1.6% |
29% |
False |
False |
932 |
60 |
22,700 |
19,320 |
3,380 |
16.7% |
329 |
1.6% |
29% |
False |
False |
671 |
80 |
23,020 |
19,320 |
3,700 |
18.2% |
311 |
1.5% |
26% |
False |
False |
524 |
100 |
23,020 |
19,320 |
3,700 |
18.2% |
274 |
1.4% |
26% |
False |
False |
422 |
120 |
23,020 |
19,300 |
3,720 |
18.3% |
258 |
1.3% |
27% |
False |
False |
355 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,502 |
2.618 |
21,125 |
1.618 |
20,894 |
1.000 |
20,751 |
0.618 |
20,663 |
HIGH |
20,520 |
0.618 |
20,432 |
0.500 |
20,405 |
0.382 |
20,377 |
LOW |
20,289 |
0.618 |
20,146 |
1.000 |
20,058 |
1.618 |
19,915 |
2.618 |
19,684 |
4.250 |
19,307 |
|
|
Fisher Pivots for day following 18-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
20,405 |
20,408 |
PP |
20,366 |
20,368 |
S1 |
20,328 |
20,329 |
|