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 |
5,569.0 |
5,532.0 |
-37.0 |
-0.7% |
5,443.5 |
High |
5,570.0 |
5,617.0 |
47.0 |
0.8% |
5,595.0 |
Low |
5,460.5 |
5,496.5 |
36.0 |
0.7% |
5,424.0 |
Close |
5,504.5 |
5,590.5 |
86.0 |
1.6% |
5,504.5 |
Range |
109.5 |
120.5 |
11.0 |
10.0% |
171.0 |
ATR |
119.5 |
119.6 |
0.1 |
0.1% |
0.0 |
Volume |
182,391 |
176,211 |
-6,180 |
-3.4% |
954,166 |
|
Daily Pivots for day following 16-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,929.5 |
5,880.5 |
5,656.8 |
|
R3 |
5,809.0 |
5,760.0 |
5,623.6 |
|
R2 |
5,688.5 |
5,688.5 |
5,612.6 |
|
R1 |
5,639.5 |
5,639.5 |
5,601.5 |
5,664.0 |
PP |
5,568.0 |
5,568.0 |
5,568.0 |
5,580.3 |
S1 |
5,519.0 |
5,519.0 |
5,579.5 |
5,543.5 |
S2 |
5,447.5 |
5,447.5 |
5,568.4 |
|
S3 |
5,327.0 |
5,398.5 |
5,557.4 |
|
S4 |
5,206.5 |
5,278.0 |
5,524.2 |
|
|
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 |
5,617.0 |
5,455.5 |
161.5 |
2.9% |
111.4 |
2.0% |
84% |
True |
False |
192,802 |
10 |
5,740.0 |
5,383.0 |
357.0 |
6.4% |
118.2 |
2.1% |
58% |
False |
False |
197,067 |
20 |
6,004.5 |
5,383.0 |
621.5 |
11.1% |
131.3 |
2.3% |
33% |
False |
False |
195,332 |
40 |
6,100.5 |
5,383.0 |
717.5 |
12.8% |
104.0 |
1.9% |
29% |
False |
False |
144,791 |
60 |
6,100.5 |
5,383.0 |
717.5 |
12.8% |
103.6 |
1.9% |
29% |
False |
False |
97,106 |
80 |
6,100.5 |
5,324.0 |
776.5 |
13.9% |
105.5 |
1.9% |
34% |
False |
False |
73,025 |
100 |
6,100.5 |
5,324.0 |
776.5 |
13.9% |
103.5 |
1.9% |
34% |
False |
False |
58,570 |
120 |
6,100.5 |
5,275.0 |
825.5 |
14.8% |
99.7 |
1.8% |
38% |
False |
False |
49,137 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,129.1 |
2.618 |
5,932.5 |
1.618 |
5,812.0 |
1.000 |
5,737.5 |
0.618 |
5,691.5 |
HIGH |
5,617.0 |
0.618 |
5,571.0 |
0.500 |
5,556.8 |
0.382 |
5,542.5 |
LOW |
5,496.5 |
0.618 |
5,422.0 |
1.000 |
5,376.0 |
1.618 |
5,301.5 |
2.618 |
5,181.0 |
4.250 |
4,984.4 |
|
|
Fisher Pivots for day following 16-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
5,579.3 |
5,572.4 |
PP |
5,568.0 |
5,554.3 |
S1 |
5,556.8 |
5,536.3 |
|