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 |
1,116.4 |
1,104.5 |
-11.9 |
-1.1% |
1,067.5 |
High |
1,127.0 |
1,123.7 |
-3.3 |
-0.3% |
1,097.1 |
Low |
1,108.5 |
1,100.8 |
-7.7 |
-0.7% |
1,061.6 |
Close |
1,119.5 |
1,118.0 |
-1.5 |
-0.1% |
1,089.5 |
Range |
18.5 |
22.9 |
4.4 |
23.8% |
35.5 |
ATR |
22.3 |
22.3 |
0.0 |
0.2% |
0.0 |
Volume |
928 |
1,083 |
155 |
16.7% |
5,023 |
|
Daily Pivots for day following 18-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,182.9 |
1,173.3 |
1,130.6 |
|
R3 |
1,160.0 |
1,150.4 |
1,124.3 |
|
R2 |
1,137.1 |
1,137.1 |
1,122.2 |
|
R1 |
1,127.5 |
1,127.5 |
1,120.1 |
1,132.3 |
PP |
1,114.2 |
1,114.2 |
1,114.2 |
1,116.6 |
S1 |
1,104.6 |
1,104.6 |
1,115.9 |
1,109.4 |
S2 |
1,091.3 |
1,091.3 |
1,113.8 |
|
S3 |
1,068.4 |
1,081.7 |
1,111.7 |
|
S4 |
1,045.5 |
1,058.8 |
1,105.4 |
|
|
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 |
1,127.0 |
1,075.6 |
51.4 |
4.6% |
20.6 |
1.8% |
82% |
False |
False |
867 |
10 |
1,127.0 |
1,045.2 |
81.8 |
7.3% |
22.7 |
2.0% |
89% |
False |
False |
951 |
20 |
1,127.0 |
1,045.2 |
81.8 |
7.3% |
21.3 |
1.9% |
89% |
False |
False |
71,935 |
40 |
1,163.0 |
1,045.2 |
117.8 |
10.5% |
20.7 |
1.9% |
62% |
False |
False |
108,981 |
60 |
1,227.5 |
1,045.2 |
182.3 |
16.3% |
23.4 |
2.1% |
40% |
False |
False |
133,553 |
80 |
1,227.5 |
1,028.0 |
199.5 |
17.8% |
21.9 |
2.0% |
45% |
False |
False |
103,517 |
100 |
1,227.5 |
987.3 |
240.2 |
21.5% |
20.6 |
1.8% |
54% |
False |
False |
83,419 |
120 |
1,227.5 |
944.4 |
283.1 |
25.3% |
19.6 |
1.8% |
61% |
False |
False |
69,747 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,221.0 |
2.618 |
1,183.7 |
1.618 |
1,160.8 |
1.000 |
1,146.6 |
0.618 |
1,137.9 |
HIGH |
1,123.7 |
0.618 |
1,115.0 |
0.500 |
1,112.3 |
0.382 |
1,109.5 |
LOW |
1,100.8 |
0.618 |
1,086.6 |
1.000 |
1,077.9 |
1.618 |
1,063.7 |
2.618 |
1,040.8 |
4.250 |
1,003.5 |
|
|
Fisher Pivots for day following 18-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
1,116.1 |
1,115.2 |
PP |
1,114.2 |
1,112.5 |
S1 |
1,112.3 |
1,109.7 |
|