Trading Metrics calculated at close of trading on 16-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2010 |
16-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
3,094 |
3,115 |
21 |
0.7% |
3,008 |
High |
3,124 |
3,165 |
41 |
1.3% |
3,124 |
Low |
3,019 |
3,115 |
96 |
3.2% |
2,955 |
Close |
3,093 |
3,153 |
60 |
1.9% |
3,093 |
Range |
105 |
50 |
-55 |
-52.4% |
169 |
ATR |
82 |
82 |
-1 |
-0.9% |
0 |
Volume |
4,496 |
922 |
-3,574 |
-79.5% |
46,355 |
|
Daily Pivots for day following 16-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,294 |
3,274 |
3,181 |
|
R3 |
3,244 |
3,224 |
3,167 |
|
R2 |
3,194 |
3,194 |
3,162 |
|
R1 |
3,174 |
3,174 |
3,158 |
3,184 |
PP |
3,144 |
3,144 |
3,144 |
3,150 |
S1 |
3,124 |
3,124 |
3,148 |
3,134 |
S2 |
3,094 |
3,094 |
3,144 |
|
S3 |
3,044 |
3,074 |
3,139 |
|
S4 |
2,994 |
3,024 |
3,126 |
|
|
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 |
3,165 |
2,967 |
198 |
6.3% |
70 |
2.2% |
94% |
True |
False |
6,754 |
10 |
3,165 |
2,955 |
210 |
6.7% |
84 |
2.7% |
94% |
True |
False |
9,586 |
20 |
3,485 |
2,955 |
530 |
16.8% |
85 |
2.7% |
37% |
False |
False |
9,456 |
40 |
3,510 |
2,955 |
555 |
17.6% |
77 |
2.5% |
36% |
False |
False |
8,169 |
60 |
3,510 |
2,955 |
555 |
17.6% |
74 |
2.3% |
36% |
False |
False |
7,502 |
80 |
3,510 |
2,955 |
555 |
17.6% |
74 |
2.3% |
36% |
False |
False |
7,170 |
100 |
3,510 |
2,955 |
555 |
17.6% |
77 |
2.4% |
36% |
False |
False |
6,114 |
120 |
3,510 |
2,784 |
726 |
23.0% |
77 |
2.4% |
51% |
False |
False |
5,280 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,378 |
2.618 |
3,296 |
1.618 |
3,246 |
1.000 |
3,215 |
0.618 |
3,196 |
HIGH |
3,165 |
0.618 |
3,146 |
0.500 |
3,140 |
0.382 |
3,134 |
LOW |
3,115 |
0.618 |
3,084 |
1.000 |
3,065 |
1.618 |
3,034 |
2.618 |
2,984 |
4.250 |
2,903 |
|
|
Fisher Pivots for day following 16-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
3,149 |
3,131 |
PP |
3,144 |
3,108 |
S1 |
3,140 |
3,086 |
|