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 |
1,077.50 |
1,093.25 |
15.75 |
1.5% |
1,062.00 |
High |
1,094.00 |
1,100.00 |
6.00 |
0.5% |
1,079.75 |
Low |
1,073.50 |
1,092.50 |
19.00 |
1.8% |
1,053.00 |
Close |
1,093.25 |
1,099.50 |
6.25 |
0.6% |
1,079.00 |
Range |
20.50 |
7.50 |
-13.00 |
-63.4% |
26.75 |
ATR |
19.38 |
18.54 |
-0.85 |
-4.4% |
0.00 |
Volume |
2,747,993 |
1,761,523 |
-986,470 |
-35.9% |
13,527,013 |
|
Daily Pivots for day following 17-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,119.75 |
1,117.25 |
1,103.50 |
|
R3 |
1,112.25 |
1,109.75 |
1,101.50 |
|
R2 |
1,104.75 |
1,104.75 |
1,101.00 |
|
R1 |
1,102.25 |
1,102.25 |
1,100.25 |
1,103.50 |
PP |
1,097.25 |
1,097.25 |
1,097.25 |
1,098.00 |
S1 |
1,094.75 |
1,094.75 |
1,098.75 |
1,096.00 |
S2 |
1,089.75 |
1,089.75 |
1,098.00 |
|
S3 |
1,082.25 |
1,087.25 |
1,097.50 |
|
S4 |
1,074.75 |
1,079.75 |
1,095.50 |
|
|
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 |
1,100.00 |
1,056.25 |
43.75 |
4.0% |
17.00 |
1.5% |
99% |
True |
False |
2,398,252 |
10 |
1,100.25 |
1,040.75 |
59.50 |
5.4% |
19.50 |
1.8% |
99% |
False |
False |
2,532,685 |
20 |
1,146.50 |
1,040.75 |
105.75 |
9.6% |
21.00 |
1.9% |
56% |
False |
False |
2,590,514 |
40 |
1,148.00 |
1,040.75 |
107.25 |
9.8% |
16.50 |
1.5% |
55% |
False |
False |
1,926,575 |
60 |
1,148.00 |
1,040.75 |
107.25 |
9.8% |
16.50 |
1.5% |
55% |
False |
False |
1,429,731 |
80 |
1,148.00 |
1,021.00 |
127.00 |
11.6% |
17.00 |
1.6% |
62% |
False |
False |
1,073,504 |
100 |
1,148.00 |
1,007.25 |
140.75 |
12.8% |
17.00 |
1.5% |
66% |
False |
False |
859,156 |
120 |
1,148.00 |
984.25 |
163.75 |
14.9% |
16.25 |
1.5% |
70% |
False |
False |
715,993 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,132.00 |
2.618 |
1,119.75 |
1.618 |
1,112.25 |
1.000 |
1,107.50 |
0.618 |
1,104.75 |
HIGH |
1,100.00 |
0.618 |
1,097.25 |
0.500 |
1,096.25 |
0.382 |
1,095.25 |
LOW |
1,092.50 |
0.618 |
1,087.75 |
1.000 |
1,085.00 |
1.618 |
1,080.25 |
2.618 |
1,072.75 |
4.250 |
1,060.50 |
|
|
Fisher Pivots for day following 17-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
1,098.50 |
1,093.00 |
PP |
1,097.25 |
1,086.50 |
S1 |
1,096.25 |
1,080.00 |
|