Trading Metrics calculated at close of trading on 19-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2010 |
19-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
1,104.5 |
1,107.3 |
2.8 |
0.3% |
1,094.8 |
High |
1,123.7 |
1,124.3 |
0.6 |
0.1% |
1,127.0 |
Low |
1,100.8 |
1,099.7 |
-1.1 |
-0.1% |
1,092.4 |
Close |
1,118.0 |
1,121.3 |
3.3 |
0.3% |
1,121.3 |
Range |
22.9 |
24.6 |
1.7 |
7.4% |
34.6 |
ATR |
22.3 |
22.5 |
0.2 |
0.7% |
0.0 |
Volume |
1,083 |
989 |
-94 |
-8.7% |
3,197 |
|
Daily Pivots for day following 19-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,188.9 |
1,179.7 |
1,134.8 |
|
R3 |
1,164.3 |
1,155.1 |
1,128.1 |
|
R2 |
1,139.7 |
1,139.7 |
1,125.8 |
|
R1 |
1,130.5 |
1,130.5 |
1,123.6 |
1,135.1 |
PP |
1,115.1 |
1,115.1 |
1,115.1 |
1,117.4 |
S1 |
1,105.9 |
1,105.9 |
1,119.0 |
1,110.5 |
S2 |
1,090.5 |
1,090.5 |
1,116.8 |
|
S3 |
1,065.9 |
1,081.3 |
1,114.5 |
|
S4 |
1,041.3 |
1,056.7 |
1,107.8 |
|
|
Weekly Pivots for week ending 19-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,217.4 |
1,203.9 |
1,140.3 |
|
R3 |
1,182.8 |
1,169.3 |
1,130.8 |
|
R2 |
1,148.2 |
1,148.2 |
1,127.6 |
|
R1 |
1,134.7 |
1,134.7 |
1,124.5 |
1,141.5 |
PP |
1,113.6 |
1,113.6 |
1,113.6 |
1,116.9 |
S1 |
1,100.1 |
1,100.1 |
1,118.1 |
1,106.9 |
S2 |
1,079.0 |
1,079.0 |
1,115.0 |
|
S3 |
1,044.4 |
1,065.5 |
1,111.8 |
|
S4 |
1,009.8 |
1,030.9 |
1,102.3 |
|
|
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 |
1,079.8 |
47.2 |
4.2% |
21.2 |
1.9% |
88% |
False |
False |
937 |
10 |
1,127.0 |
1,045.2 |
81.8 |
7.3% |
20.0 |
1.8% |
93% |
False |
False |
964 |
20 |
1,127.0 |
1,045.2 |
81.8 |
7.3% |
21.1 |
1.9% |
93% |
False |
False |
60,356 |
40 |
1,163.0 |
1,045.2 |
117.8 |
10.5% |
20.6 |
1.8% |
65% |
False |
False |
104,716 |
60 |
1,227.5 |
1,045.2 |
182.3 |
16.3% |
23.5 |
2.1% |
42% |
False |
False |
132,901 |
80 |
1,227.5 |
1,028.0 |
199.5 |
17.8% |
22.0 |
2.0% |
47% |
False |
False |
103,512 |
100 |
1,227.5 |
987.3 |
240.2 |
21.4% |
20.7 |
1.8% |
56% |
False |
False |
83,404 |
120 |
1,227.5 |
950.1 |
277.4 |
24.7% |
19.7 |
1.8% |
62% |
False |
False |
69,752 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,228.9 |
2.618 |
1,188.7 |
1.618 |
1,164.1 |
1.000 |
1,148.9 |
0.618 |
1,139.5 |
HIGH |
1,124.3 |
0.618 |
1,114.9 |
0.500 |
1,112.0 |
0.382 |
1,109.1 |
LOW |
1,099.7 |
0.618 |
1,084.5 |
1.000 |
1,075.1 |
1.618 |
1,059.9 |
2.618 |
1,035.3 |
4.250 |
995.2 |
|
|
Fisher Pivots for day following 19-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
1,118.2 |
1,118.7 |
PP |
1,115.1 |
1,116.0 |
S1 |
1,112.0 |
1,113.4 |
|