Trading Metrics calculated at close of trading on 12-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2010 |
12-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
5,568.0 |
5,569.0 |
1.0 |
0.0% |
5,443.5 |
High |
5,584.0 |
5,570.0 |
-14.0 |
-0.3% |
5,595.0 |
Low |
5,455.5 |
5,460.5 |
5.0 |
0.1% |
5,424.0 |
Close |
5,511.5 |
5,504.5 |
-7.0 |
-0.1% |
5,504.5 |
Range |
128.5 |
109.5 |
-19.0 |
-14.8% |
171.0 |
ATR |
120.3 |
119.5 |
-0.8 |
-0.6% |
0.0 |
Volume |
215,045 |
182,391 |
-32,654 |
-15.2% |
954,166 |
|
Daily Pivots for day following 12-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,840.2 |
5,781.8 |
5,564.7 |
|
R3 |
5,730.7 |
5,672.3 |
5,534.6 |
|
R2 |
5,621.2 |
5,621.2 |
5,524.6 |
|
R1 |
5,562.8 |
5,562.8 |
5,514.5 |
5,537.3 |
PP |
5,511.7 |
5,511.7 |
5,511.7 |
5,498.9 |
S1 |
5,453.3 |
5,453.3 |
5,494.5 |
5,427.8 |
S2 |
5,402.2 |
5,402.2 |
5,484.4 |
|
S3 |
5,292.7 |
5,343.8 |
5,474.4 |
|
S4 |
5,183.2 |
5,234.3 |
5,444.3 |
|
|
Weekly Pivots for week ending 12-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,020.8 |
5,933.7 |
5,598.6 |
|
R3 |
5,849.8 |
5,762.7 |
5,551.5 |
|
R2 |
5,678.8 |
5,678.8 |
5,535.9 |
|
R1 |
5,591.7 |
5,591.7 |
5,520.2 |
5,635.3 |
PP |
5,507.8 |
5,507.8 |
5,507.8 |
5,529.6 |
S1 |
5,420.7 |
5,420.7 |
5,488.8 |
5,464.3 |
S2 |
5,336.8 |
5,336.8 |
5,473.2 |
|
S3 |
5,165.8 |
5,249.7 |
5,457.5 |
|
S4 |
4,994.8 |
5,078.7 |
5,410.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,595.0 |
5,424.0 |
171.0 |
3.1% |
104.1 |
1.9% |
47% |
False |
False |
190,833 |
10 |
5,740.0 |
5,383.0 |
357.0 |
6.5% |
117.3 |
2.1% |
34% |
False |
False |
192,674 |
20 |
6,033.0 |
5,383.0 |
650.0 |
11.8% |
133.7 |
2.4% |
19% |
False |
False |
195,535 |
40 |
6,100.5 |
5,383.0 |
717.5 |
13.0% |
102.9 |
1.9% |
17% |
False |
False |
140,529 |
60 |
6,100.5 |
5,383.0 |
717.5 |
13.0% |
103.0 |
1.9% |
17% |
False |
False |
94,223 |
80 |
6,100.5 |
5,324.0 |
776.5 |
14.1% |
105.7 |
1.9% |
23% |
False |
False |
70,834 |
100 |
6,100.5 |
5,324.0 |
776.5 |
14.1% |
102.9 |
1.9% |
23% |
False |
False |
56,839 |
120 |
6,100.5 |
5,275.0 |
825.5 |
15.0% |
100.2 |
1.8% |
28% |
False |
False |
47,669 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,035.4 |
2.618 |
5,856.7 |
1.618 |
5,747.2 |
1.000 |
5,679.5 |
0.618 |
5,637.7 |
HIGH |
5,570.0 |
0.618 |
5,528.2 |
0.500 |
5,515.3 |
0.382 |
5,502.3 |
LOW |
5,460.5 |
0.618 |
5,392.8 |
1.000 |
5,351.0 |
1.618 |
5,283.3 |
2.618 |
5,173.8 |
4.250 |
4,995.1 |
|
|
Fisher Pivots for day following 12-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
5,515.3 |
5,525.3 |
PP |
5,511.7 |
5,518.3 |
S1 |
5,508.1 |
5,511.4 |
|