Trading Metrics calculated at close of trading on 17-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2010 |
17-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
5,532.0 |
5,626.5 |
94.5 |
1.7% |
5,443.5 |
High |
5,617.0 |
5,683.5 |
66.5 |
1.2% |
5,595.0 |
Low |
5,496.5 |
5,613.0 |
116.5 |
2.1% |
5,424.0 |
Close |
5,590.5 |
5,644.0 |
53.5 |
1.0% |
5,504.5 |
Range |
120.5 |
70.5 |
-50.0 |
-41.5% |
171.0 |
ATR |
119.6 |
117.7 |
-1.9 |
-1.6% |
0.0 |
Volume |
176,211 |
142,618 |
-33,593 |
-19.1% |
954,166 |
|
Daily Pivots for day following 17-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,858.3 |
5,821.7 |
5,682.8 |
|
R3 |
5,787.8 |
5,751.2 |
5,663.4 |
|
R2 |
5,717.3 |
5,717.3 |
5,656.9 |
|
R1 |
5,680.7 |
5,680.7 |
5,650.5 |
5,699.0 |
PP |
5,646.8 |
5,646.8 |
5,646.8 |
5,656.0 |
S1 |
5,610.2 |
5,610.2 |
5,637.5 |
5,628.5 |
S2 |
5,576.3 |
5,576.3 |
5,631.1 |
|
S3 |
5,505.8 |
5,539.7 |
5,624.6 |
|
S4 |
5,435.3 |
5,469.2 |
5,605.2 |
|
|
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 |
5,683.5 |
5,455.5 |
228.0 |
4.0% |
103.6 |
1.8% |
83% |
True |
False |
178,261 |
10 |
5,740.0 |
5,383.0 |
357.0 |
6.3% |
114.0 |
2.0% |
73% |
False |
False |
195,509 |
20 |
5,977.5 |
5,383.0 |
594.5 |
10.5% |
127.2 |
2.3% |
44% |
False |
False |
194,462 |
40 |
6,100.5 |
5,383.0 |
717.5 |
12.7% |
104.3 |
1.8% |
36% |
False |
False |
147,795 |
60 |
6,100.5 |
5,383.0 |
717.5 |
12.7% |
103.4 |
1.8% |
36% |
False |
False |
99,477 |
80 |
6,100.5 |
5,324.0 |
776.5 |
13.8% |
105.2 |
1.9% |
41% |
False |
False |
74,805 |
100 |
6,100.5 |
5,324.0 |
776.5 |
13.8% |
103.4 |
1.8% |
41% |
False |
False |
59,994 |
120 |
6,100.5 |
5,275.0 |
825.5 |
14.6% |
99.8 |
1.8% |
45% |
False |
False |
50,324 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,983.1 |
2.618 |
5,868.1 |
1.618 |
5,797.6 |
1.000 |
5,754.0 |
0.618 |
5,727.1 |
HIGH |
5,683.5 |
0.618 |
5,656.6 |
0.500 |
5,648.3 |
0.382 |
5,639.9 |
LOW |
5,613.0 |
0.618 |
5,569.4 |
1.000 |
5,542.5 |
1.618 |
5,498.9 |
2.618 |
5,428.4 |
4.250 |
5,313.4 |
|
|
Fisher Pivots for day following 17-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
5,648.3 |
5,620.0 |
PP |
5,646.8 |
5,596.0 |
S1 |
5,645.4 |
5,572.0 |
|