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 |
5,654.0 |
5,640.0 |
-14.0 |
-0.2% |
5,532.0 |
High |
5,712.0 |
5,732.0 |
20.0 |
0.4% |
5,732.0 |
Low |
5,626.0 |
5,627.0 |
1.0 |
0.0% |
5,496.5 |
Close |
5,688.0 |
5,727.5 |
39.5 |
0.7% |
5,727.5 |
Range |
86.0 |
105.0 |
19.0 |
22.1% |
235.5 |
ATR |
115.4 |
114.7 |
-0.7 |
-0.6% |
0.0 |
Volume |
152,536 |
155,937 |
3,401 |
2.2% |
627,302 |
|
Daily Pivots for day following 19-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,010.5 |
5,974.0 |
5,785.3 |
|
R3 |
5,905.5 |
5,869.0 |
5,756.4 |
|
R2 |
5,800.5 |
5,800.5 |
5,746.8 |
|
R1 |
5,764.0 |
5,764.0 |
5,737.1 |
5,782.3 |
PP |
5,695.5 |
5,695.5 |
5,695.5 |
5,704.6 |
S1 |
5,659.0 |
5,659.0 |
5,717.9 |
5,677.3 |
S2 |
5,590.5 |
5,590.5 |
5,708.3 |
|
S3 |
5,485.5 |
5,554.0 |
5,698.6 |
|
S4 |
5,380.5 |
5,449.0 |
5,669.8 |
|
|
Weekly Pivots for week ending 19-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,358.5 |
6,278.5 |
5,857.0 |
|
R3 |
6,123.0 |
6,043.0 |
5,792.3 |
|
R2 |
5,887.5 |
5,887.5 |
5,770.7 |
|
R1 |
5,807.5 |
5,807.5 |
5,749.1 |
5,847.5 |
PP |
5,652.0 |
5,652.0 |
5,652.0 |
5,672.0 |
S1 |
5,572.0 |
5,572.0 |
5,705.9 |
5,612.0 |
S2 |
5,416.5 |
5,416.5 |
5,684.3 |
|
S3 |
5,181.0 |
5,336.5 |
5,662.7 |
|
S4 |
4,945.5 |
5,101.0 |
5,598.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,732.0 |
5,460.5 |
271.5 |
4.7% |
98.3 |
1.7% |
98% |
True |
False |
161,938 |
10 |
5,732.0 |
5,383.0 |
349.0 |
6.1% |
105.7 |
1.8% |
99% |
True |
False |
187,189 |
20 |
5,744.5 |
5,383.0 |
361.5 |
6.3% |
118.4 |
2.1% |
95% |
False |
False |
188,361 |
40 |
6,100.5 |
5,383.0 |
717.5 |
12.5% |
103.9 |
1.8% |
48% |
False |
False |
152,648 |
60 |
6,100.5 |
5,383.0 |
717.5 |
12.5% |
104.7 |
1.8% |
48% |
False |
False |
104,610 |
80 |
6,100.5 |
5,324.0 |
776.5 |
13.6% |
104.9 |
1.8% |
52% |
False |
False |
78,649 |
100 |
6,100.5 |
5,324.0 |
776.5 |
13.6% |
103.9 |
1.8% |
52% |
False |
False |
63,053 |
120 |
6,100.5 |
5,275.0 |
825.5 |
14.4% |
100.0 |
1.7% |
55% |
False |
False |
52,892 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,178.3 |
2.618 |
6,006.9 |
1.618 |
5,901.9 |
1.000 |
5,837.0 |
0.618 |
5,796.9 |
HIGH |
5,732.0 |
0.618 |
5,691.9 |
0.500 |
5,679.5 |
0.382 |
5,667.1 |
LOW |
5,627.0 |
0.618 |
5,562.1 |
1.000 |
5,522.0 |
1.618 |
5,457.1 |
2.618 |
5,352.1 |
4.250 |
5,180.8 |
|
|
Fisher Pivots for day following 19-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
5,711.5 |
5,709.2 |
PP |
5,695.5 |
5,690.8 |
S1 |
5,679.5 |
5,672.5 |
|