Trading Metrics calculated at close of trading on 23-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2010 |
23-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
3,099 |
3,068 |
-31 |
-1.0% |
3,115 |
High |
3,141 |
3,068 |
-73 |
-2.3% |
3,165 |
Low |
3,054 |
2,906 |
-148 |
-4.8% |
3,054 |
Close |
3,074 |
2,931 |
-143 |
-4.7% |
3,098 |
Range |
87 |
162 |
75 |
86.2% |
111 |
ATR |
78 |
85 |
6 |
8.2% |
0 |
Volume |
41 |
36 |
-5 |
-12.2% |
1,319 |
|
Daily Pivots for day following 23-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,454 |
3,355 |
3,020 |
|
R3 |
3,292 |
3,193 |
2,976 |
|
R2 |
3,130 |
3,130 |
2,961 |
|
R1 |
3,031 |
3,031 |
2,946 |
3,000 |
PP |
2,968 |
2,968 |
2,968 |
2,953 |
S1 |
2,869 |
2,869 |
2,916 |
2,838 |
S2 |
2,806 |
2,806 |
2,901 |
|
S3 |
2,644 |
2,707 |
2,886 |
|
S4 |
2,482 |
2,545 |
2,842 |
|
|
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 |
3,150 |
2,906 |
244 |
8.3% |
86 |
2.9% |
10% |
False |
True |
94 |
10 |
3,165 |
2,906 |
259 |
8.8% |
78 |
2.7% |
10% |
False |
True |
3,424 |
20 |
3,410 |
2,906 |
504 |
17.2% |
91 |
3.1% |
5% |
False |
True |
7,646 |
40 |
3,485 |
2,906 |
579 |
19.8% |
74 |
2.5% |
4% |
False |
True |
6,781 |
60 |
3,510 |
2,906 |
604 |
20.6% |
73 |
2.5% |
4% |
False |
True |
6,937 |
80 |
3,510 |
2,906 |
604 |
20.6% |
75 |
2.6% |
4% |
False |
True |
7,032 |
100 |
3,510 |
2,906 |
604 |
20.6% |
77 |
2.6% |
4% |
False |
True |
6,064 |
120 |
3,510 |
2,784 |
726 |
24.8% |
78 |
2.7% |
20% |
False |
False |
5,244 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,757 |
2.618 |
3,492 |
1.618 |
3,330 |
1.000 |
3,230 |
0.618 |
3,168 |
HIGH |
3,068 |
0.618 |
3,006 |
0.500 |
2,987 |
0.382 |
2,968 |
LOW |
2,906 |
0.618 |
2,806 |
1.000 |
2,744 |
1.618 |
2,644 |
2.618 |
2,482 |
4.250 |
2,218 |
|
|
Fisher Pivots for day following 23-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
2,987 |
3,024 |
PP |
2,968 |
2,993 |
S1 |
2,950 |
2,962 |
|