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 |
5,626.5 |
5,654.0 |
27.5 |
0.5% |
5,443.5 |
High |
5,683.5 |
5,712.0 |
28.5 |
0.5% |
5,595.0 |
Low |
5,613.0 |
5,626.0 |
13.0 |
0.2% |
5,424.0 |
Close |
5,644.0 |
5,688.0 |
44.0 |
0.8% |
5,504.5 |
Range |
70.5 |
86.0 |
15.5 |
22.0% |
171.0 |
ATR |
117.7 |
115.4 |
-2.3 |
-1.9% |
0.0 |
Volume |
142,618 |
152,536 |
9,918 |
7.0% |
954,166 |
|
Daily Pivots for day following 18-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,933.3 |
5,896.7 |
5,735.3 |
|
R3 |
5,847.3 |
5,810.7 |
5,711.7 |
|
R2 |
5,761.3 |
5,761.3 |
5,703.8 |
|
R1 |
5,724.7 |
5,724.7 |
5,695.9 |
5,743.0 |
PP |
5,675.3 |
5,675.3 |
5,675.3 |
5,684.5 |
S1 |
5,638.7 |
5,638.7 |
5,680.1 |
5,657.0 |
S2 |
5,589.3 |
5,589.3 |
5,672.2 |
|
S3 |
5,503.3 |
5,552.7 |
5,664.4 |
|
S4 |
5,417.3 |
5,466.7 |
5,640.7 |
|
|
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 |
5,712.0 |
5,455.5 |
256.5 |
4.5% |
103.0 |
1.8% |
91% |
True |
False |
173,760 |
10 |
5,712.0 |
5,383.0 |
329.0 |
5.8% |
114.3 |
2.0% |
93% |
True |
False |
194,402 |
20 |
5,914.0 |
5,383.0 |
531.0 |
9.3% |
124.4 |
2.2% |
57% |
False |
False |
192,678 |
40 |
6,100.5 |
5,383.0 |
717.5 |
12.6% |
104.5 |
1.8% |
43% |
False |
False |
150,274 |
60 |
6,100.5 |
5,383.0 |
717.5 |
12.6% |
104.1 |
1.8% |
43% |
False |
False |
102,013 |
80 |
6,100.5 |
5,324.0 |
776.5 |
13.7% |
105.0 |
1.8% |
47% |
False |
False |
76,708 |
100 |
6,100.5 |
5,324.0 |
776.5 |
13.7% |
103.7 |
1.8% |
47% |
False |
False |
61,503 |
120 |
6,100.5 |
5,275.0 |
825.5 |
14.5% |
99.6 |
1.8% |
50% |
False |
False |
51,593 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,077.5 |
2.618 |
5,937.1 |
1.618 |
5,851.1 |
1.000 |
5,798.0 |
0.618 |
5,765.1 |
HIGH |
5,712.0 |
0.618 |
5,679.1 |
0.500 |
5,669.0 |
0.382 |
5,658.9 |
LOW |
5,626.0 |
0.618 |
5,572.9 |
1.000 |
5,540.0 |
1.618 |
5,486.9 |
2.618 |
5,400.9 |
4.250 |
5,260.5 |
|
|
Fisher Pivots for day following 18-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
5,681.7 |
5,660.1 |
PP |
5,675.3 |
5,632.2 |
S1 |
5,669.0 |
5,604.3 |
|