Trading Metrics calculated at close of trading on 12-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2010 |
12-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
3,027 |
3,094 |
67 |
2.2% |
3,008 |
High |
3,100 |
3,124 |
24 |
0.8% |
3,124 |
Low |
3,006 |
3,019 |
13 |
0.4% |
2,955 |
Close |
3,089 |
3,093 |
4 |
0.1% |
3,093 |
Range |
94 |
105 |
11 |
11.7% |
169 |
ATR |
81 |
82 |
2 |
2.2% |
0 |
Volume |
7,161 |
4,496 |
-2,665 |
-37.2% |
46,355 |
|
Daily Pivots for day following 12-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,394 |
3,348 |
3,151 |
|
R3 |
3,289 |
3,243 |
3,122 |
|
R2 |
3,184 |
3,184 |
3,112 |
|
R1 |
3,138 |
3,138 |
3,103 |
3,109 |
PP |
3,079 |
3,079 |
3,079 |
3,064 |
S1 |
3,033 |
3,033 |
3,083 |
3,004 |
S2 |
2,974 |
2,974 |
3,074 |
|
S3 |
2,869 |
2,928 |
3,064 |
|
S4 |
2,764 |
2,823 |
3,035 |
|
|
Weekly Pivots for week ending 12-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,564 |
3,498 |
3,186 |
|
R3 |
3,395 |
3,329 |
3,139 |
|
R2 |
3,226 |
3,226 |
3,124 |
|
R1 |
3,160 |
3,160 |
3,108 |
3,193 |
PP |
3,057 |
3,057 |
3,057 |
3,074 |
S1 |
2,991 |
2,991 |
3,078 |
3,024 |
S2 |
2,888 |
2,888 |
3,062 |
|
S3 |
2,719 |
2,822 |
3,047 |
|
S4 |
2,550 |
2,653 |
3,000 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,124 |
2,955 |
169 |
5.5% |
75 |
2.4% |
82% |
True |
False |
9,271 |
10 |
3,203 |
2,955 |
248 |
8.0% |
85 |
2.7% |
56% |
False |
False |
10,656 |
20 |
3,485 |
2,955 |
530 |
17.1% |
85 |
2.7% |
26% |
False |
False |
9,710 |
40 |
3,510 |
2,955 |
555 |
17.9% |
77 |
2.5% |
25% |
False |
False |
8,244 |
60 |
3,510 |
2,955 |
555 |
17.9% |
74 |
2.4% |
25% |
False |
False |
7,665 |
80 |
3,510 |
2,955 |
555 |
17.9% |
74 |
2.4% |
25% |
False |
False |
7,195 |
100 |
3,510 |
2,955 |
555 |
17.9% |
77 |
2.5% |
25% |
False |
False |
6,115 |
120 |
3,510 |
2,731 |
779 |
25.2% |
78 |
2.5% |
46% |
False |
False |
5,283 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,570 |
2.618 |
3,399 |
1.618 |
3,294 |
1.000 |
3,229 |
0.618 |
3,189 |
HIGH |
3,124 |
0.618 |
3,084 |
0.500 |
3,072 |
0.382 |
3,059 |
LOW |
3,019 |
0.618 |
2,954 |
1.000 |
2,914 |
1.618 |
2,849 |
2.618 |
2,744 |
4.250 |
2,573 |
|
|
Fisher Pivots for day following 12-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
3,086 |
3,077 |
PP |
3,079 |
3,061 |
S1 |
3,072 |
3,046 |
|