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 |
1,093.25 |
1,099.75 |
6.50 |
0.6% |
1,062.00 |
High |
1,100.00 |
1,106.75 |
6.75 |
0.6% |
1,079.75 |
Low |
1,092.50 |
1,093.00 |
0.50 |
0.0% |
1,053.00 |
Close |
1,099.50 |
1,105.50 |
6.00 |
0.5% |
1,079.00 |
Range |
7.50 |
13.75 |
6.25 |
83.3% |
26.75 |
ATR |
18.54 |
18.19 |
-0.34 |
-1.8% |
0.00 |
Volume |
1,761,523 |
1,669,958 |
-91,565 |
-5.2% |
13,527,013 |
|
Daily Pivots for day following 18-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,143.00 |
1,138.00 |
1,113.00 |
|
R3 |
1,129.25 |
1,124.25 |
1,109.25 |
|
R2 |
1,115.50 |
1,115.50 |
1,108.00 |
|
R1 |
1,110.50 |
1,110.50 |
1,106.75 |
1,113.00 |
PP |
1,101.75 |
1,101.75 |
1,101.75 |
1,103.00 |
S1 |
1,096.75 |
1,096.75 |
1,104.25 |
1,099.25 |
S2 |
1,088.00 |
1,088.00 |
1,103.00 |
|
S3 |
1,074.25 |
1,083.00 |
1,101.75 |
|
S4 |
1,060.50 |
1,069.25 |
1,098.00 |
|
|
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 |
1,106.75 |
1,057.50 |
49.25 |
4.5% |
16.50 |
1.5% |
97% |
True |
False |
2,129,348 |
10 |
1,106.75 |
1,040.75 |
66.00 |
6.0% |
20.00 |
1.8% |
98% |
True |
False |
2,489,241 |
20 |
1,139.25 |
1,040.75 |
98.50 |
8.9% |
20.50 |
1.9% |
66% |
False |
False |
2,577,612 |
40 |
1,148.00 |
1,040.75 |
107.25 |
9.7% |
16.50 |
1.5% |
60% |
False |
False |
1,917,969 |
60 |
1,148.00 |
1,040.75 |
107.25 |
9.7% |
16.25 |
1.5% |
60% |
False |
False |
1,457,492 |
80 |
1,148.00 |
1,021.00 |
127.00 |
11.5% |
17.00 |
1.5% |
67% |
False |
False |
1,094,342 |
100 |
1,148.00 |
1,007.25 |
140.75 |
12.7% |
17.00 |
1.5% |
70% |
False |
False |
875,846 |
120 |
1,148.00 |
984.25 |
163.75 |
14.8% |
16.50 |
1.5% |
74% |
False |
False |
729,909 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,165.25 |
2.618 |
1,142.75 |
1.618 |
1,129.00 |
1.000 |
1,120.50 |
0.618 |
1,115.25 |
HIGH |
1,106.75 |
0.618 |
1,101.50 |
0.500 |
1,100.00 |
0.382 |
1,098.25 |
LOW |
1,093.00 |
0.618 |
1,084.50 |
1.000 |
1,079.25 |
1.618 |
1,070.75 |
2.618 |
1,057.00 |
4.250 |
1,034.50 |
|
|
Fisher Pivots for day following 18-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
1,103.50 |
1,100.50 |
PP |
1,101.75 |
1,095.25 |
S1 |
1,100.00 |
1,090.00 |
|