Trading Metrics calculated at close of trading on 24-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2010 |
24-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
10,370 |
10,215 |
-155 |
-1.5% |
10,030 |
High |
10,385 |
10,255 |
-130 |
-1.3% |
10,450 |
Low |
10,145 |
10,140 |
-5 |
0.0% |
10,025 |
Close |
10,215 |
10,240 |
25 |
0.2% |
10,285 |
Range |
240 |
115 |
-125 |
-52.1% |
425 |
ATR |
197 |
191 |
-6 |
-3.0% |
0 |
Volume |
7,537 |
13,487 |
5,950 |
78.9% |
31,041 |
|
Daily Pivots for day following 24-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,557 |
10,513 |
10,303 |
|
R3 |
10,442 |
10,398 |
10,272 |
|
R2 |
10,327 |
10,327 |
10,261 |
|
R1 |
10,283 |
10,283 |
10,251 |
10,305 |
PP |
10,212 |
10,212 |
10,212 |
10,223 |
S1 |
10,168 |
10,168 |
10,230 |
10,190 |
S2 |
10,097 |
10,097 |
10,219 |
|
S3 |
9,982 |
10,053 |
10,209 |
|
S4 |
9,867 |
9,938 |
10,177 |
|
|
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 |
10,140 |
310 |
3.0% |
163 |
1.6% |
32% |
False |
True |
9,408 |
10 |
10,450 |
9,955 |
495 |
4.8% |
157 |
1.5% |
58% |
False |
False |
9,359 |
20 |
10,525 |
9,820 |
705 |
6.9% |
184 |
1.8% |
60% |
False |
False |
10,280 |
40 |
10,995 |
9,820 |
1,175 |
11.5% |
170 |
1.7% |
36% |
False |
False |
8,852 |
60 |
10,995 |
9,135 |
1,860 |
18.2% |
154 |
1.5% |
59% |
False |
False |
7,481 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,744 |
2.618 |
10,556 |
1.618 |
10,441 |
1.000 |
10,370 |
0.618 |
10,326 |
HIGH |
10,255 |
0.618 |
10,211 |
0.500 |
10,198 |
0.382 |
10,184 |
LOW |
10,140 |
0.618 |
10,069 |
1.000 |
10,025 |
1.618 |
9,954 |
2.618 |
9,839 |
4.250 |
9,651 |
|
|
Fisher Pivots for day following 24-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
10,226 |
10,270 |
PP |
10,212 |
10,260 |
S1 |
10,198 |
10,250 |
|