Trading Metrics calculated at close of trading on 16-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2010 |
16-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
1,089.6 |
1,094.8 |
5.2 |
0.5% |
1,067.5 |
High |
1,092.0 |
1,120.4 |
28.4 |
2.6% |
1,097.1 |
Low |
1,079.8 |
1,092.4 |
12.6 |
1.2% |
1,061.6 |
Close |
1,089.5 |
1,119.3 |
29.8 |
2.7% |
1,089.5 |
Range |
12.2 |
28.0 |
15.8 |
129.5% |
35.5 |
ATR |
21.9 |
22.6 |
0.6 |
2.9% |
0.0 |
Volume |
1,491 |
197 |
-1,294 |
-86.8% |
5,023 |
|
Daily Pivots for day following 16-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,194.7 |
1,185.0 |
1,134.7 |
|
R3 |
1,166.7 |
1,157.0 |
1,127.0 |
|
R2 |
1,138.7 |
1,138.7 |
1,124.4 |
|
R1 |
1,129.0 |
1,129.0 |
1,121.9 |
1,133.9 |
PP |
1,110.7 |
1,110.7 |
1,110.7 |
1,113.1 |
S1 |
1,101.0 |
1,101.0 |
1,116.7 |
1,105.9 |
S2 |
1,082.7 |
1,082.7 |
1,114.2 |
|
S3 |
1,054.7 |
1,073.0 |
1,111.6 |
|
S4 |
1,026.7 |
1,045.0 |
1,103.9 |
|
|
Weekly Pivots for week ending 12-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,189.2 |
1,174.9 |
1,109.0 |
|
R3 |
1,153.7 |
1,139.4 |
1,099.3 |
|
R2 |
1,118.2 |
1,118.2 |
1,096.0 |
|
R1 |
1,103.9 |
1,103.9 |
1,092.8 |
1,111.1 |
PP |
1,082.7 |
1,082.7 |
1,082.7 |
1,086.3 |
S1 |
1,068.4 |
1,068.4 |
1,086.2 |
1,075.6 |
S2 |
1,047.2 |
1,047.2 |
1,083.0 |
|
S3 |
1,011.7 |
1,032.9 |
1,079.7 |
|
S4 |
976.2 |
997.4 |
1,070.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,120.4 |
1,063.1 |
57.3 |
5.1% |
19.7 |
1.8% |
98% |
True |
False |
652 |
10 |
1,124.9 |
1,045.2 |
79.7 |
7.1% |
22.0 |
2.0% |
93% |
False |
False |
1,327 |
20 |
1,141.7 |
1,045.2 |
96.5 |
8.6% |
21.6 |
1.9% |
77% |
False |
False |
88,471 |
40 |
1,163.0 |
1,045.2 |
117.8 |
10.5% |
21.4 |
1.9% |
63% |
False |
False |
118,818 |
60 |
1,227.5 |
1,045.2 |
182.3 |
16.3% |
23.3 |
2.1% |
41% |
False |
False |
134,283 |
80 |
1,227.5 |
1,028.0 |
199.5 |
17.8% |
21.7 |
1.9% |
46% |
False |
False |
103,638 |
100 |
1,227.5 |
987.3 |
240.2 |
21.5% |
20.6 |
1.8% |
55% |
False |
False |
83,436 |
120 |
1,227.5 |
942.9 |
284.6 |
25.4% |
19.4 |
1.7% |
62% |
False |
False |
69,749 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,239.4 |
2.618 |
1,193.7 |
1.618 |
1,165.7 |
1.000 |
1,148.4 |
0.618 |
1,137.7 |
HIGH |
1,120.4 |
0.618 |
1,109.7 |
0.500 |
1,106.4 |
0.382 |
1,103.1 |
LOW |
1,092.4 |
0.618 |
1,075.1 |
1.000 |
1,064.4 |
1.618 |
1,047.1 |
2.618 |
1,019.1 |
4.250 |
973.4 |
|
|
Fisher Pivots for day following 16-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
1,115.0 |
1,112.2 |
PP |
1,110.7 |
1,105.1 |
S1 |
1,106.4 |
1,098.0 |
|