Trading Metrics calculated at close of trading on 23-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2010 |
23-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
20,443 |
20,250 |
-193 |
-0.9% |
20,598 |
High |
20,443 |
20,700 |
257 |
1.3% |
20,687 |
Low |
20,250 |
20,040 |
-210 |
-1.0% |
19,773 |
Close |
20,352 |
20,600 |
248 |
1.2% |
19,852 |
Range |
193 |
660 |
467 |
242.0% |
914 |
ATR |
407 |
425 |
18 |
4.4% |
0 |
Volume |
14,330 |
48,193 |
33,863 |
236.3% |
8,420 |
|
Daily Pivots for day following 23-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,427 |
22,173 |
20,963 |
|
R3 |
21,767 |
21,513 |
20,782 |
|
R2 |
21,107 |
21,107 |
20,721 |
|
R1 |
20,853 |
20,853 |
20,661 |
20,980 |
PP |
20,447 |
20,447 |
20,447 |
20,510 |
S1 |
20,193 |
20,193 |
20,540 |
20,320 |
S2 |
19,787 |
19,787 |
20,479 |
|
S3 |
19,127 |
19,533 |
20,419 |
|
S4 |
18,467 |
18,873 |
20,237 |
|
|
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 |
20,700 |
19,773 |
927 |
4.5% |
379 |
1.8% |
89% |
True |
False |
14,188 |
10 |
20,700 |
19,320 |
1,380 |
6.7% |
349 |
1.7% |
93% |
True |
False |
8,268 |
20 |
20,700 |
19,320 |
1,380 |
6.7% |
350 |
1.7% |
93% |
True |
False |
4,706 |
40 |
22,637 |
19,320 |
3,317 |
16.1% |
331 |
1.6% |
39% |
False |
False |
2,593 |
60 |
22,637 |
19,320 |
3,317 |
16.1% |
336 |
1.6% |
39% |
False |
False |
1,791 |
80 |
23,020 |
19,320 |
3,700 |
18.0% |
321 |
1.6% |
35% |
False |
False |
1,365 |
100 |
23,020 |
19,320 |
3,700 |
18.0% |
284 |
1.4% |
35% |
False |
False |
1,096 |
120 |
23,020 |
19,300 |
3,720 |
18.1% |
269 |
1.3% |
35% |
False |
False |
917 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
23,505 |
2.618 |
22,428 |
1.618 |
21,768 |
1.000 |
21,360 |
0.618 |
21,108 |
HIGH |
20,700 |
0.618 |
20,448 |
0.500 |
20,370 |
0.382 |
20,292 |
LOW |
20,040 |
0.618 |
19,632 |
1.000 |
19,380 |
1.618 |
18,972 |
2.618 |
18,312 |
4.250 |
17,235 |
|
|
Fisher Pivots for day following 23-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
20,523 |
20,479 |
PP |
20,447 |
20,358 |
S1 |
20,370 |
20,237 |
|