Trading Metrics calculated at close of trading on 18-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2010 |
18-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
3,120 |
3,075 |
-45 |
-1.4% |
3,008 |
High |
3,150 |
3,096 |
-54 |
-1.7% |
3,124 |
Low |
3,060 |
3,066 |
6 |
0.2% |
2,955 |
Close |
3,079 |
3,071 |
-8 |
-0.3% |
3,093 |
Range |
90 |
30 |
-60 |
-66.7% |
169 |
ATR |
82 |
79 |
-4 |
-4.5% |
0 |
Volume |
168 |
172 |
4 |
2.4% |
46,355 |
|
Daily Pivots for day following 18-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,168 |
3,149 |
3,088 |
|
R3 |
3,138 |
3,119 |
3,079 |
|
R2 |
3,108 |
3,108 |
3,077 |
|
R1 |
3,089 |
3,089 |
3,074 |
3,084 |
PP |
3,078 |
3,078 |
3,078 |
3,075 |
S1 |
3,059 |
3,059 |
3,068 |
3,054 |
S2 |
3,048 |
3,048 |
3,066 |
|
S3 |
3,018 |
3,029 |
3,063 |
|
S4 |
2,988 |
2,999 |
3,055 |
|
|
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 |
3,006 |
159 |
5.2% |
74 |
2.4% |
41% |
False |
False |
2,583 |
10 |
3,165 |
2,955 |
210 |
6.8% |
76 |
2.5% |
55% |
False |
False |
7,089 |
20 |
3,485 |
2,955 |
530 |
17.3% |
85 |
2.8% |
22% |
False |
False |
8,756 |
40 |
3,485 |
2,955 |
530 |
17.3% |
75 |
2.4% |
22% |
False |
False |
7,613 |
60 |
3,510 |
2,955 |
555 |
18.1% |
74 |
2.4% |
21% |
False |
False |
7,258 |
80 |
3,510 |
2,955 |
555 |
18.1% |
74 |
2.4% |
21% |
False |
False |
7,096 |
100 |
3,510 |
2,955 |
555 |
18.1% |
77 |
2.5% |
21% |
False |
False |
6,097 |
120 |
3,510 |
2,784 |
726 |
23.6% |
77 |
2.5% |
40% |
False |
False |
5,267 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,224 |
2.618 |
3,175 |
1.618 |
3,145 |
1.000 |
3,126 |
0.618 |
3,115 |
HIGH |
3,096 |
0.618 |
3,085 |
0.500 |
3,081 |
0.382 |
3,077 |
LOW |
3,066 |
0.618 |
3,047 |
1.000 |
3,036 |
1.618 |
3,017 |
2.618 |
2,987 |
4.250 |
2,939 |
|
|
Fisher Pivots for day following 18-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
3,081 |
3,113 |
PP |
3,078 |
3,099 |
S1 |
3,074 |
3,085 |
|