Trading Metrics calculated at close of trading on 25-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2010 |
25-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
10,215 |
10,100 |
-115 |
-1.1% |
10,030 |
High |
10,255 |
10,150 |
-105 |
-1.0% |
10,450 |
Low |
10,140 |
9,955 |
-185 |
-1.8% |
10,025 |
Close |
10,240 |
10,070 |
-170 |
-1.7% |
10,285 |
Range |
115 |
195 |
80 |
69.6% |
425 |
ATR |
191 |
198 |
7 |
3.5% |
0 |
Volume |
13,487 |
7,133 |
-6,354 |
-47.1% |
31,041 |
|
Daily Pivots for day following 25-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,643 |
10,552 |
10,177 |
|
R3 |
10,448 |
10,357 |
10,124 |
|
R2 |
10,253 |
10,253 |
10,106 |
|
R1 |
10,162 |
10,162 |
10,088 |
10,110 |
PP |
10,058 |
10,058 |
10,058 |
10,033 |
S1 |
9,967 |
9,967 |
10,052 |
9,915 |
S2 |
9,863 |
9,863 |
10,034 |
|
S3 |
9,668 |
9,772 |
10,017 |
|
S4 |
9,473 |
9,577 |
9,963 |
|
|
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 |
10,410 |
9,955 |
455 |
4.5% |
172 |
1.7% |
25% |
False |
True |
9,367 |
10 |
10,450 |
9,955 |
495 |
4.9% |
161 |
1.6% |
23% |
False |
True |
8,918 |
20 |
10,525 |
9,820 |
705 |
7.0% |
186 |
1.8% |
35% |
False |
False |
10,036 |
40 |
10,995 |
9,820 |
1,175 |
11.7% |
173 |
1.7% |
21% |
False |
False |
8,999 |
60 |
10,995 |
9,295 |
1,700 |
16.9% |
155 |
1.5% |
46% |
False |
False |
7,600 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,979 |
2.618 |
10,661 |
1.618 |
10,466 |
1.000 |
10,345 |
0.618 |
10,271 |
HIGH |
10,150 |
0.618 |
10,076 |
0.500 |
10,053 |
0.382 |
10,030 |
LOW |
9,955 |
0.618 |
9,835 |
1.000 |
9,760 |
1.618 |
9,640 |
2.618 |
9,445 |
4.250 |
9,126 |
|
|
Fisher Pivots for day following 25-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
10,064 |
10,170 |
PP |
10,058 |
10,137 |
S1 |
10,053 |
10,103 |
|