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 |
1,063.50 |
1,076.25 |
12.75 |
1.2% |
1,062.00 |
High |
1,078.00 |
1,079.75 |
1.75 |
0.2% |
1,079.75 |
Low |
1,057.50 |
1,060.00 |
2.50 |
0.2% |
1,053.00 |
Close |
1,076.50 |
1,079.00 |
2.50 |
0.2% |
1,079.00 |
Range |
20.50 |
19.75 |
-0.75 |
-3.7% |
26.75 |
ATR |
19.26 |
19.30 |
0.03 |
0.2% |
0.00 |
Volume |
2,204,772 |
2,262,497 |
57,725 |
2.6% |
13,527,013 |
|
Daily Pivots for day following 12-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,132.25 |
1,125.25 |
1,089.75 |
|
R3 |
1,112.50 |
1,105.50 |
1,084.50 |
|
R2 |
1,092.75 |
1,092.75 |
1,082.50 |
|
R1 |
1,085.75 |
1,085.75 |
1,080.75 |
1,089.25 |
PP |
1,073.00 |
1,073.00 |
1,073.00 |
1,074.50 |
S1 |
1,066.00 |
1,066.00 |
1,077.25 |
1,069.50 |
S2 |
1,053.25 |
1,053.25 |
1,075.50 |
|
S3 |
1,033.50 |
1,046.25 |
1,073.50 |
|
S4 |
1,013.75 |
1,026.50 |
1,068.25 |
|
|
Weekly Pivots for week ending 12-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,150.75 |
1,141.75 |
1,093.75 |
|
R3 |
1,124.00 |
1,115.00 |
1,086.25 |
|
R2 |
1,097.25 |
1,097.25 |
1,084.00 |
|
R1 |
1,088.25 |
1,088.25 |
1,081.50 |
1,092.75 |
PP |
1,070.50 |
1,070.50 |
1,070.50 |
1,073.00 |
S1 |
1,061.50 |
1,061.50 |
1,076.50 |
1,066.00 |
S2 |
1,043.75 |
1,043.75 |
1,074.00 |
|
S3 |
1,017.00 |
1,034.75 |
1,071.75 |
|
S4 |
990.25 |
1,008.00 |
1,064.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,079.75 |
1,053.00 |
26.75 |
2.5% |
19.00 |
1.8% |
97% |
True |
False |
2,705,402 |
10 |
1,101.50 |
1,040.75 |
60.75 |
5.6% |
20.50 |
1.9% |
63% |
False |
False |
2,578,142 |
20 |
1,147.25 |
1,040.75 |
106.50 |
9.9% |
21.50 |
2.0% |
36% |
False |
False |
2,535,800 |
40 |
1,148.00 |
1,040.75 |
107.25 |
9.9% |
16.50 |
1.5% |
36% |
False |
False |
1,900,629 |
60 |
1,148.00 |
1,040.75 |
107.25 |
9.9% |
16.25 |
1.5% |
36% |
False |
False |
1,354,773 |
80 |
1,148.00 |
1,021.00 |
127.00 |
11.8% |
17.25 |
1.6% |
46% |
False |
False |
1,017,240 |
100 |
1,148.00 |
1,007.25 |
140.75 |
13.0% |
17.00 |
1.6% |
51% |
False |
False |
814,078 |
120 |
1,148.00 |
984.25 |
163.75 |
15.2% |
16.25 |
1.5% |
58% |
False |
False |
678,414 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,163.75 |
2.618 |
1,131.50 |
1.618 |
1,111.75 |
1.000 |
1,099.50 |
0.618 |
1,092.00 |
HIGH |
1,079.75 |
0.618 |
1,072.25 |
0.500 |
1,070.00 |
0.382 |
1,067.50 |
LOW |
1,060.00 |
0.618 |
1,047.75 |
1.000 |
1,040.25 |
1.618 |
1,028.00 |
2.618 |
1,008.25 |
4.250 |
976.00 |
|
|
Fisher Pivots for day following 12-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
1,076.00 |
1,075.25 |
PP |
1,073.00 |
1,071.75 |
S1 |
1,070.00 |
1,068.00 |
|