Trading Metrics calculated at close of trading on 22-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2010 |
22-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
20,285 |
20,443 |
158 |
0.8% |
20,598 |
High |
20,285 |
20,443 |
158 |
0.8% |
20,687 |
Low |
19,773 |
20,250 |
477 |
2.4% |
19,773 |
Close |
19,852 |
20,352 |
500 |
2.5% |
19,852 |
Range |
512 |
193 |
-319 |
-62.3% |
914 |
ATR |
393 |
407 |
14 |
3.6% |
0 |
Volume |
4,941 |
14,330 |
9,389 |
190.0% |
8,420 |
|
Daily Pivots for day following 22-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,927 |
20,833 |
20,458 |
|
R3 |
20,734 |
20,640 |
20,405 |
|
R2 |
20,541 |
20,541 |
20,387 |
|
R1 |
20,447 |
20,447 |
20,370 |
20,398 |
PP |
20,348 |
20,348 |
20,348 |
20,324 |
S1 |
20,254 |
20,254 |
20,334 |
20,205 |
S2 |
20,155 |
20,155 |
20,317 |
|
S3 |
19,962 |
20,061 |
20,299 |
|
S4 |
19,769 |
19,868 |
20,246 |
|
|
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 |
4.5% |
293 |
1.4% |
63% |
False |
False |
4,794 |
10 |
20,687 |
19,320 |
1,367 |
6.7% |
309 |
1.5% |
75% |
False |
False |
3,647 |
20 |
20,687 |
19,320 |
1,367 |
6.7% |
342 |
1.7% |
75% |
False |
False |
2,335 |
40 |
22,637 |
19,320 |
3,317 |
16.3% |
319 |
1.6% |
31% |
False |
False |
1,397 |
60 |
22,690 |
19,320 |
3,370 |
16.6% |
333 |
1.6% |
31% |
False |
False |
989 |
80 |
23,020 |
19,320 |
3,700 |
18.2% |
314 |
1.5% |
28% |
False |
False |
763 |
100 |
23,020 |
19,320 |
3,700 |
18.2% |
279 |
1.4% |
28% |
False |
False |
614 |
120 |
23,020 |
19,300 |
3,720 |
18.3% |
263 |
1.3% |
28% |
False |
False |
515 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,263 |
2.618 |
20,948 |
1.618 |
20,755 |
1.000 |
20,636 |
0.618 |
20,562 |
HIGH |
20,443 |
0.618 |
20,369 |
0.500 |
20,347 |
0.382 |
20,324 |
LOW |
20,250 |
0.618 |
20,131 |
1.000 |
20,057 |
1.618 |
19,938 |
2.618 |
19,745 |
4.250 |
19,430 |
|
|
Fisher Pivots for day following 22-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
20,350 |
20,284 |
PP |
20,348 |
20,215 |
S1 |
20,347 |
20,147 |
|