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 |
1,099.75 |
1,105.50 |
5.75 |
0.5% |
1,077.50 |
High |
1,106.75 |
1,111.00 |
4.25 |
0.4% |
1,111.00 |
Low |
1,093.00 |
1,092.50 |
-0.50 |
0.0% |
1,073.50 |
Close |
1,105.50 |
1,106.25 |
0.75 |
0.1% |
1,106.25 |
Range |
13.75 |
18.50 |
4.75 |
34.5% |
37.50 |
ATR |
18.19 |
18.22 |
0.02 |
0.1% |
0.00 |
Volume |
1,669,958 |
1,832,739 |
162,781 |
9.7% |
8,012,213 |
|
Daily Pivots for day following 19-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,158.75 |
1,151.00 |
1,116.50 |
|
R3 |
1,140.25 |
1,132.50 |
1,111.25 |
|
R2 |
1,121.75 |
1,121.75 |
1,109.75 |
|
R1 |
1,114.00 |
1,114.00 |
1,108.00 |
1,118.00 |
PP |
1,103.25 |
1,103.25 |
1,103.25 |
1,105.25 |
S1 |
1,095.50 |
1,095.50 |
1,104.50 |
1,099.50 |
S2 |
1,084.75 |
1,084.75 |
1,102.75 |
|
S3 |
1,066.25 |
1,077.00 |
1,101.25 |
|
S4 |
1,047.75 |
1,058.50 |
1,096.00 |
|
|
Weekly Pivots for week ending 19-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,209.50 |
1,195.25 |
1,127.00 |
|
R3 |
1,172.00 |
1,157.75 |
1,116.50 |
|
R2 |
1,134.50 |
1,134.50 |
1,113.00 |
|
R1 |
1,120.25 |
1,120.25 |
1,109.75 |
1,127.50 |
PP |
1,097.00 |
1,097.00 |
1,097.00 |
1,100.50 |
S1 |
1,082.75 |
1,082.75 |
1,102.75 |
1,090.00 |
S2 |
1,059.50 |
1,059.50 |
1,099.50 |
|
S3 |
1,022.00 |
1,045.25 |
1,096.00 |
|
S4 |
984.50 |
1,007.75 |
1,085.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,111.00 |
1,060.00 |
51.00 |
4.6% |
16.00 |
1.4% |
91% |
True |
False |
2,054,942 |
10 |
1,111.00 |
1,040.75 |
70.25 |
6.4% |
18.00 |
1.6% |
93% |
True |
False |
2,484,133 |
20 |
1,115.75 |
1,040.75 |
75.00 |
6.8% |
20.00 |
1.8% |
87% |
False |
False |
2,549,664 |
40 |
1,148.00 |
1,040.75 |
107.25 |
9.7% |
16.50 |
1.5% |
61% |
False |
False |
1,920,469 |
60 |
1,148.00 |
1,040.75 |
107.25 |
9.7% |
16.50 |
1.5% |
61% |
False |
False |
1,487,930 |
80 |
1,148.00 |
1,021.00 |
127.00 |
11.5% |
17.00 |
1.5% |
67% |
False |
False |
1,117,211 |
100 |
1,148.00 |
1,007.25 |
140.75 |
12.7% |
17.00 |
1.5% |
70% |
False |
False |
894,163 |
120 |
1,148.00 |
984.25 |
163.75 |
14.8% |
16.50 |
1.5% |
75% |
False |
False |
745,182 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,189.50 |
2.618 |
1,159.50 |
1.618 |
1,141.00 |
1.000 |
1,129.50 |
0.618 |
1,122.50 |
HIGH |
1,111.00 |
0.618 |
1,104.00 |
0.500 |
1,101.75 |
0.382 |
1,099.50 |
LOW |
1,092.50 |
0.618 |
1,081.00 |
1.000 |
1,074.00 |
1.618 |
1,062.50 |
2.618 |
1,044.00 |
4.250 |
1,014.00 |
|
|
Fisher Pivots for day following 19-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
1,104.75 |
1,104.75 |
PP |
1,103.25 |
1,103.25 |
S1 |
1,101.75 |
1,101.75 |
|