Trading Metrics calculated at close of trading on 26-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2010 |
26-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
2,948 |
2,938 |
-10 |
-0.3% |
3,099 |
High |
2,963 |
2,942 |
-21 |
-0.7% |
3,141 |
Low |
2,896 |
2,914 |
18 |
0.6% |
2,896 |
Close |
2,917 |
2,917 |
0 |
0.0% |
2,917 |
Range |
67 |
28 |
-39 |
-58.2% |
245 |
ATR |
82 |
78 |
-4 |
-4.7% |
0 |
Volume |
29 |
147 |
118 |
406.9% |
300 |
|
Daily Pivots for day following 26-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,008 |
2,991 |
2,932 |
|
R3 |
2,980 |
2,963 |
2,925 |
|
R2 |
2,952 |
2,952 |
2,922 |
|
R1 |
2,935 |
2,935 |
2,920 |
2,930 |
PP |
2,924 |
2,924 |
2,924 |
2,922 |
S1 |
2,907 |
2,907 |
2,914 |
2,902 |
S2 |
2,896 |
2,896 |
2,912 |
|
S3 |
2,868 |
2,879 |
2,909 |
|
S4 |
2,840 |
2,851 |
2,902 |
|
|
Weekly Pivots for week ending 26-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,720 |
3,563 |
3,052 |
|
R3 |
3,475 |
3,318 |
2,984 |
|
R2 |
3,230 |
3,230 |
2,962 |
|
R1 |
3,073 |
3,073 |
2,939 |
3,029 |
PP |
2,985 |
2,985 |
2,985 |
2,963 |
S1 |
2,828 |
2,828 |
2,895 |
2,784 |
S2 |
2,740 |
2,740 |
2,872 |
|
S3 |
2,495 |
2,583 |
2,850 |
|
S4 |
2,250 |
2,338 |
2,782 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,141 |
2,896 |
245 |
8.4% |
81 |
2.8% |
9% |
False |
False |
60 |
10 |
3,165 |
2,896 |
269 |
9.2% |
74 |
2.5% |
8% |
False |
False |
611 |
20 |
3,287 |
2,896 |
391 |
13.4% |
80 |
2.7% |
5% |
False |
False |
5,980 |
40 |
3,485 |
2,896 |
589 |
20.2% |
75 |
2.6% |
4% |
False |
False |
6,472 |
60 |
3,510 |
2,896 |
614 |
21.0% |
73 |
2.5% |
3% |
False |
False |
6,628 |
80 |
3,510 |
2,896 |
614 |
21.0% |
74 |
2.5% |
3% |
False |
False |
6,939 |
100 |
3,510 |
2,896 |
614 |
21.0% |
77 |
2.6% |
3% |
False |
False |
6,049 |
120 |
3,510 |
2,824 |
686 |
23.5% |
77 |
2.6% |
14% |
False |
False |
5,226 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,061 |
2.618 |
3,015 |
1.618 |
2,987 |
1.000 |
2,970 |
0.618 |
2,959 |
HIGH |
2,942 |
0.618 |
2,931 |
0.500 |
2,928 |
0.382 |
2,925 |
LOW |
2,914 |
0.618 |
2,897 |
1.000 |
2,886 |
1.618 |
2,869 |
2.618 |
2,841 |
4.250 |
2,795 |
|
|
Fisher Pivots for day following 26-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
2,928 |
2,931 |
PP |
2,924 |
2,926 |
S1 |
2,921 |
2,922 |
|