Trading Metrics calculated at close of trading on 22-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2010 |
22-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
3,084 |
3,099 |
15 |
0.5% |
3,115 |
High |
3,114 |
3,141 |
27 |
0.9% |
3,165 |
Low |
3,054 |
3,054 |
0 |
0.0% |
3,054 |
Close |
3,098 |
3,074 |
-24 |
-0.8% |
3,098 |
Range |
60 |
87 |
27 |
45.0% |
111 |
ATR |
77 |
78 |
1 |
0.9% |
0 |
Volume |
57 |
41 |
-16 |
-28.1% |
1,319 |
|
Daily Pivots for day following 22-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,351 |
3,299 |
3,122 |
|
R3 |
3,264 |
3,212 |
3,098 |
|
R2 |
3,177 |
3,177 |
3,090 |
|
R1 |
3,125 |
3,125 |
3,082 |
3,108 |
PP |
3,090 |
3,090 |
3,090 |
3,081 |
S1 |
3,038 |
3,038 |
3,066 |
3,021 |
S2 |
3,003 |
3,003 |
3,058 |
|
S3 |
2,916 |
2,951 |
3,050 |
|
S4 |
2,829 |
2,864 |
3,026 |
|
|
Weekly Pivots for week ending 19-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,439 |
3,379 |
3,159 |
|
R3 |
3,328 |
3,268 |
3,129 |
|
R2 |
3,217 |
3,217 |
3,118 |
|
R1 |
3,157 |
3,157 |
3,108 |
3,132 |
PP |
3,106 |
3,106 |
3,106 |
3,093 |
S1 |
3,046 |
3,046 |
3,088 |
3,021 |
S2 |
2,995 |
2,995 |
3,078 |
|
S3 |
2,884 |
2,935 |
3,067 |
|
S4 |
2,773 |
2,824 |
3,037 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,165 |
3,054 |
111 |
3.6% |
63 |
2.1% |
18% |
False |
True |
272 |
10 |
3,165 |
2,955 |
210 |
6.8% |
69 |
2.3% |
57% |
False |
False |
4,771 |
20 |
3,423 |
2,955 |
468 |
15.2% |
85 |
2.7% |
25% |
False |
False |
8,133 |
40 |
3,485 |
2,955 |
530 |
17.2% |
71 |
2.3% |
22% |
False |
False |
6,972 |
60 |
3,510 |
2,955 |
555 |
18.1% |
73 |
2.4% |
21% |
False |
False |
7,019 |
80 |
3,510 |
2,955 |
555 |
18.1% |
74 |
2.4% |
21% |
False |
False |
7,053 |
100 |
3,510 |
2,955 |
555 |
18.1% |
77 |
2.5% |
21% |
False |
False |
6,075 |
120 |
3,510 |
2,784 |
726 |
23.6% |
77 |
2.5% |
40% |
False |
False |
5,258 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,511 |
2.618 |
3,369 |
1.618 |
3,282 |
1.000 |
3,228 |
0.618 |
3,195 |
HIGH |
3,141 |
0.618 |
3,108 |
0.500 |
3,098 |
0.382 |
3,087 |
LOW |
3,054 |
0.618 |
3,000 |
1.000 |
2,967 |
1.618 |
2,913 |
2.618 |
2,826 |
4.250 |
2,684 |
|
|
Fisher Pivots for day following 22-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
3,098 |
3,098 |
PP |
3,090 |
3,090 |
S1 |
3,082 |
3,082 |
|