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 |
10,395 |
10,370 |
-25 |
-0.2% |
10,030 |
High |
10,400 |
10,385 |
-15 |
-0.1% |
10,450 |
Low |
10,335 |
10,145 |
-190 |
-1.8% |
10,025 |
Close |
10,380 |
10,215 |
-165 |
-1.6% |
10,285 |
Range |
65 |
240 |
175 |
269.2% |
425 |
ATR |
193 |
197 |
3 |
1.7% |
0 |
Volume |
11,853 |
7,537 |
-4,316 |
-36.4% |
31,041 |
|
Daily Pivots for day following 23-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,968 |
10,832 |
10,347 |
|
R3 |
10,728 |
10,592 |
10,281 |
|
R2 |
10,488 |
10,488 |
10,259 |
|
R1 |
10,352 |
10,352 |
10,237 |
10,300 |
PP |
10,248 |
10,248 |
10,248 |
10,223 |
S1 |
10,112 |
10,112 |
10,193 |
10,060 |
S2 |
10,008 |
10,008 |
10,171 |
|
S3 |
9,768 |
9,872 |
10,149 |
|
S4 |
9,528 |
9,632 |
10,083 |
|
|
Weekly Pivots for week ending 19-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,528 |
11,332 |
10,519 |
|
R3 |
11,103 |
10,907 |
10,402 |
|
R2 |
10,678 |
10,678 |
10,363 |
|
R1 |
10,482 |
10,482 |
10,324 |
10,580 |
PP |
10,253 |
10,253 |
10,253 |
10,303 |
S1 |
10,057 |
10,057 |
10,246 |
10,155 |
S2 |
9,828 |
9,828 |
10,207 |
|
S3 |
9,403 |
9,632 |
10,168 |
|
S4 |
8,978 |
9,207 |
10,051 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,450 |
10,145 |
305 |
3.0% |
161 |
1.6% |
23% |
False |
True |
8,342 |
10 |
10,450 |
9,935 |
515 |
5.0% |
164 |
1.6% |
54% |
False |
False |
8,992 |
20 |
10,525 |
9,820 |
705 |
6.9% |
184 |
1.8% |
56% |
False |
False |
10,047 |
40 |
10,995 |
9,820 |
1,175 |
11.5% |
169 |
1.7% |
34% |
False |
False |
8,585 |
60 |
10,995 |
9,135 |
1,860 |
18.2% |
154 |
1.5% |
58% |
False |
False |
7,256 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,405 |
2.618 |
11,013 |
1.618 |
10,773 |
1.000 |
10,625 |
0.618 |
10,533 |
HIGH |
10,385 |
0.618 |
10,293 |
0.500 |
10,265 |
0.382 |
10,237 |
LOW |
10,145 |
0.618 |
9,997 |
1.000 |
9,905 |
1.618 |
9,757 |
2.618 |
9,517 |
4.250 |
9,125 |
|
|
Fisher Pivots for day following 23-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
10,265 |
10,278 |
PP |
10,248 |
10,257 |
S1 |
10,232 |
10,236 |
|