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 |
1,076.25 |
1,077.50 |
1.25 |
0.1% |
1,062.00 |
High |
1,079.75 |
1,094.00 |
14.25 |
1.3% |
1,079.75 |
Low |
1,060.00 |
1,073.50 |
13.50 |
1.3% |
1,053.00 |
Close |
1,079.00 |
1,093.25 |
14.25 |
1.3% |
1,079.00 |
Range |
19.75 |
20.50 |
0.75 |
3.8% |
26.75 |
ATR |
19.30 |
19.38 |
0.09 |
0.4% |
0.00 |
Volume |
2,262,497 |
2,747,993 |
485,496 |
21.5% |
13,527,013 |
|
Daily Pivots for day following 16-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,148.50 |
1,141.25 |
1,104.50 |
|
R3 |
1,128.00 |
1,120.75 |
1,099.00 |
|
R2 |
1,107.50 |
1,107.50 |
1,097.00 |
|
R1 |
1,100.25 |
1,100.25 |
1,095.25 |
1,104.00 |
PP |
1,087.00 |
1,087.00 |
1,087.00 |
1,088.75 |
S1 |
1,079.75 |
1,079.75 |
1,091.25 |
1,083.50 |
S2 |
1,066.50 |
1,066.50 |
1,089.50 |
|
S3 |
1,046.00 |
1,059.25 |
1,087.50 |
|
S4 |
1,025.50 |
1,038.75 |
1,082.00 |
|
|
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 |
1,094.00 |
1,054.00 |
40.00 |
3.7% |
20.00 |
1.8% |
98% |
True |
False |
2,458,211 |
10 |
1,101.50 |
1,040.75 |
60.75 |
5.6% |
20.75 |
1.9% |
86% |
False |
False |
2,546,134 |
20 |
1,147.00 |
1,040.75 |
106.25 |
9.7% |
21.50 |
2.0% |
49% |
False |
False |
2,605,413 |
40 |
1,148.00 |
1,040.75 |
107.25 |
9.8% |
16.75 |
1.5% |
49% |
False |
False |
1,924,208 |
60 |
1,148.00 |
1,040.75 |
107.25 |
9.8% |
16.50 |
1.5% |
49% |
False |
False |
1,400,459 |
80 |
1,148.00 |
1,021.00 |
127.00 |
11.6% |
17.25 |
1.6% |
57% |
False |
False |
1,051,520 |
100 |
1,148.00 |
1,007.25 |
140.75 |
12.9% |
17.00 |
1.6% |
61% |
False |
False |
841,553 |
120 |
1,148.00 |
984.25 |
163.75 |
15.0% |
16.50 |
1.5% |
67% |
False |
False |
701,314 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,181.00 |
2.618 |
1,147.75 |
1.618 |
1,127.25 |
1.000 |
1,114.50 |
0.618 |
1,106.75 |
HIGH |
1,094.00 |
0.618 |
1,086.25 |
0.500 |
1,083.75 |
0.382 |
1,081.25 |
LOW |
1,073.50 |
0.618 |
1,060.75 |
1.000 |
1,053.00 |
1.618 |
1,040.25 |
2.618 |
1,019.75 |
4.250 |
986.50 |
|
|
Fisher Pivots for day following 16-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
1,090.00 |
1,087.50 |
PP |
1,087.00 |
1,081.50 |
S1 |
1,083.75 |
1,075.75 |
|