Trading Metrics calculated at close of trading on 19-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2010 |
19-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
20,465 |
20,285 |
-180 |
-0.9% |
20,598 |
High |
20,520 |
20,285 |
-235 |
-1.1% |
20,687 |
Low |
20,289 |
19,773 |
-516 |
-2.5% |
19,773 |
Close |
20,289 |
19,852 |
-437 |
-2.2% |
19,852 |
Range |
231 |
512 |
281 |
121.6% |
914 |
ATR |
383 |
393 |
9 |
2.5% |
0 |
Volume |
1,907 |
4,941 |
3,034 |
159.1% |
8,420 |
|
Daily Pivots for day following 19-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,506 |
21,191 |
20,134 |
|
R3 |
20,994 |
20,679 |
19,993 |
|
R2 |
20,482 |
20,482 |
19,946 |
|
R1 |
20,167 |
20,167 |
19,899 |
20,069 |
PP |
19,970 |
19,970 |
19,970 |
19,921 |
S1 |
19,655 |
19,655 |
19,805 |
19,557 |
S2 |
19,458 |
19,458 |
19,758 |
|
S3 |
18,946 |
19,143 |
19,711 |
|
S4 |
18,434 |
18,631 |
19,570 |
|
|
Weekly Pivots for week ending 19-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,846 |
22,263 |
20,355 |
|
R3 |
21,932 |
21,349 |
20,103 |
|
R2 |
21,018 |
21,018 |
20,020 |
|
R1 |
20,435 |
20,435 |
19,936 |
20,270 |
PP |
20,104 |
20,104 |
20,104 |
20,021 |
S1 |
19,521 |
19,521 |
19,768 |
19,356 |
S2 |
19,190 |
19,190 |
19,684 |
|
S3 |
18,276 |
18,607 |
19,601 |
|
S4 |
17,362 |
17,693 |
19,349 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
20,687 |
19,773 |
914 |
4.6% |
318 |
1.6% |
9% |
False |
True |
2,389 |
10 |
20,687 |
19,320 |
1,367 |
6.9% |
312 |
1.6% |
39% |
False |
False |
2,339 |
20 |
21,200 |
19,320 |
1,880 |
9.5% |
360 |
1.8% |
28% |
False |
False |
1,640 |
40 |
22,637 |
19,320 |
3,317 |
16.7% |
324 |
1.6% |
16% |
False |
False |
1,050 |
60 |
22,700 |
19,320 |
3,380 |
17.0% |
334 |
1.7% |
16% |
False |
False |
752 |
80 |
23,020 |
19,320 |
3,700 |
18.6% |
314 |
1.6% |
14% |
False |
False |
584 |
100 |
23,020 |
19,320 |
3,700 |
18.6% |
278 |
1.4% |
14% |
False |
False |
471 |
120 |
23,020 |
19,300 |
3,720 |
18.7% |
262 |
1.3% |
15% |
False |
False |
396 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
22,461 |
2.618 |
21,625 |
1.618 |
21,113 |
1.000 |
20,797 |
0.618 |
20,601 |
HIGH |
20,285 |
0.618 |
20,089 |
0.500 |
20,029 |
0.382 |
19,969 |
LOW |
19,773 |
0.618 |
19,457 |
1.000 |
19,261 |
1.618 |
18,945 |
2.618 |
18,433 |
4.250 |
17,597 |
|
|
Fisher Pivots for day following 19-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
20,029 |
20,230 |
PP |
19,970 |
20,104 |
S1 |
19,911 |
19,978 |
|