Trading Metrics calculated at close of trading on 17-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2010 |
17-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
3,115 |
3,120 |
5 |
0.2% |
3,008 |
High |
3,165 |
3,150 |
-15 |
-0.5% |
3,124 |
Low |
3,115 |
3,060 |
-55 |
-1.8% |
2,955 |
Close |
3,153 |
3,079 |
-74 |
-2.3% |
3,093 |
Range |
50 |
90 |
40 |
80.0% |
169 |
ATR |
82 |
82 |
1 |
1.0% |
0 |
Volume |
922 |
168 |
-754 |
-81.8% |
46,355 |
|
Daily Pivots for day following 17-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,366 |
3,313 |
3,129 |
|
R3 |
3,276 |
3,223 |
3,104 |
|
R2 |
3,186 |
3,186 |
3,096 |
|
R1 |
3,133 |
3,133 |
3,087 |
3,115 |
PP |
3,096 |
3,096 |
3,096 |
3,087 |
S1 |
3,043 |
3,043 |
3,071 |
3,025 |
S2 |
3,006 |
3,006 |
3,063 |
|
S3 |
2,916 |
2,953 |
3,054 |
|
S4 |
2,826 |
2,863 |
3,030 |
|
|
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 |
6.4% |
80 |
2.6% |
57% |
False |
False |
4,525 |
10 |
3,165 |
2,955 |
210 |
6.8% |
81 |
2.6% |
59% |
False |
False |
8,584 |
20 |
3,485 |
2,955 |
530 |
17.2% |
86 |
2.8% |
23% |
False |
False |
9,171 |
40 |
3,490 |
2,955 |
535 |
17.4% |
76 |
2.5% |
23% |
False |
False |
7,975 |
60 |
3,510 |
2,955 |
555 |
18.0% |
74 |
2.4% |
22% |
False |
False |
7,319 |
80 |
3,510 |
2,955 |
555 |
18.0% |
74 |
2.4% |
22% |
False |
False |
7,114 |
100 |
3,510 |
2,955 |
555 |
18.0% |
77 |
2.5% |
22% |
False |
False |
6,102 |
120 |
3,510 |
2,784 |
726 |
23.6% |
77 |
2.5% |
41% |
False |
False |
5,270 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,533 |
2.618 |
3,386 |
1.618 |
3,296 |
1.000 |
3,240 |
0.618 |
3,206 |
HIGH |
3,150 |
0.618 |
3,116 |
0.500 |
3,105 |
0.382 |
3,094 |
LOW |
3,060 |
0.618 |
3,004 |
1.000 |
2,970 |
1.618 |
2,914 |
2.618 |
2,824 |
4.250 |
2,678 |
|
|
Fisher Pivots for day following 17-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
3,105 |
3,092 |
PP |
3,096 |
3,088 |
S1 |
3,088 |
3,083 |
|