Trading Metrics calculated at close of trading on 26-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2010 |
26-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
10,100 |
10,100 |
0 |
0.0% |
10,395 |
High |
10,150 |
10,165 |
15 |
0.1% |
10,400 |
Low |
9,955 |
10,040 |
85 |
0.9% |
9,955 |
Close |
10,070 |
10,160 |
90 |
0.9% |
10,160 |
Range |
195 |
125 |
-70 |
-35.9% |
445 |
ATR |
198 |
192 |
-5 |
-2.6% |
0 |
Volume |
7,133 |
10,214 |
3,081 |
43.2% |
50,224 |
|
Daily Pivots for day following 26-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,497 |
10,453 |
10,229 |
|
R3 |
10,372 |
10,328 |
10,195 |
|
R2 |
10,247 |
10,247 |
10,183 |
|
R1 |
10,203 |
10,203 |
10,172 |
10,225 |
PP |
10,122 |
10,122 |
10,122 |
10,133 |
S1 |
10,078 |
10,078 |
10,149 |
10,100 |
S2 |
9,997 |
9,997 |
10,137 |
|
S3 |
9,872 |
9,953 |
10,126 |
|
S4 |
9,747 |
9,828 |
10,091 |
|
|
Weekly Pivots for week ending 26-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,507 |
11,278 |
10,405 |
|
R3 |
11,062 |
10,833 |
10,283 |
|
R2 |
10,617 |
10,617 |
10,242 |
|
R1 |
10,388 |
10,388 |
10,201 |
10,280 |
PP |
10,172 |
10,172 |
10,172 |
10,118 |
S1 |
9,943 |
9,943 |
10,119 |
9,835 |
S2 |
9,727 |
9,727 |
10,079 |
|
S3 |
9,282 |
9,498 |
10,038 |
|
S4 |
8,837 |
9,053 |
9,915 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,400 |
9,955 |
445 |
4.4% |
148 |
1.5% |
46% |
False |
False |
10,044 |
10 |
10,450 |
9,955 |
495 |
4.9% |
158 |
1.6% |
41% |
False |
False |
8,937 |
20 |
10,525 |
9,820 |
705 |
6.9% |
179 |
1.8% |
48% |
False |
False |
10,122 |
40 |
10,995 |
9,820 |
1,175 |
11.6% |
175 |
1.7% |
29% |
False |
False |
9,201 |
60 |
10,995 |
9,540 |
1,455 |
14.3% |
156 |
1.5% |
43% |
False |
False |
7,770 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,696 |
2.618 |
10,492 |
1.618 |
10,367 |
1.000 |
10,290 |
0.618 |
10,242 |
HIGH |
10,165 |
0.618 |
10,117 |
0.500 |
10,103 |
0.382 |
10,088 |
LOW |
10,040 |
0.618 |
9,963 |
1.000 |
9,915 |
1.618 |
9,838 |
2.618 |
9,713 |
4.250 |
9,509 |
|
|
Fisher Pivots for day following 26-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
10,141 |
10,142 |
PP |
10,122 |
10,123 |
S1 |
10,103 |
10,105 |
|