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 |
1,744.50 |
1,773.25 |
28.75 |
1.6% |
1,747.25 |
High |
1,778.75 |
1,783.50 |
4.75 |
0.3% |
1,783.50 |
Low |
1,736.75 |
1,754.00 |
17.25 |
1.0% |
1,730.50 |
Close |
1,775.50 |
1,783.25 |
7.75 |
0.4% |
1,783.25 |
Range |
42.00 |
29.50 |
-12.50 |
-29.8% |
53.00 |
ATR |
34.34 |
33.99 |
-0.35 |
-1.0% |
0.00 |
Volume |
296,949 |
339,083 |
42,134 |
14.2% |
1,868,659 |
|
Daily Pivots for day following 12-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,862.00 |
1,852.25 |
1,799.50 |
|
R3 |
1,832.50 |
1,822.75 |
1,791.25 |
|
R2 |
1,803.00 |
1,803.00 |
1,788.75 |
|
R1 |
1,793.25 |
1,793.25 |
1,786.00 |
1,798.00 |
PP |
1,773.50 |
1,773.50 |
1,773.50 |
1,776.00 |
S1 |
1,763.75 |
1,763.75 |
1,780.50 |
1,768.50 |
S2 |
1,744.00 |
1,744.00 |
1,777.75 |
|
S3 |
1,714.50 |
1,734.25 |
1,775.25 |
|
S4 |
1,685.00 |
1,704.75 |
1,767.00 |
|
|
Weekly Pivots for week ending 12-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,924.75 |
1,907.00 |
1,812.50 |
|
R3 |
1,871.75 |
1,854.00 |
1,797.75 |
|
R2 |
1,818.75 |
1,818.75 |
1,793.00 |
|
R1 |
1,801.00 |
1,801.00 |
1,788.00 |
1,810.00 |
PP |
1,765.75 |
1,765.75 |
1,765.75 |
1,770.25 |
S1 |
1,748.00 |
1,748.00 |
1,778.50 |
1,757.00 |
S2 |
1,712.75 |
1,712.75 |
1,773.50 |
|
S3 |
1,659.75 |
1,695.00 |
1,768.75 |
|
S4 |
1,606.75 |
1,642.00 |
1,754.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,783.50 |
1,730.50 |
53.00 |
3.0% |
31.25 |
1.8% |
100% |
True |
False |
373,731 |
10 |
1,792.00 |
1,710.75 |
81.25 |
4.6% |
33.00 |
1.8% |
89% |
False |
False |
388,134 |
20 |
1,895.75 |
1,710.75 |
185.00 |
10.4% |
38.50 |
2.2% |
39% |
False |
False |
398,589 |
40 |
1,900.00 |
1,710.75 |
189.25 |
10.6% |
30.00 |
1.7% |
38% |
False |
False |
305,536 |
60 |
1,900.00 |
1,710.75 |
189.25 |
10.6% |
29.75 |
1.7% |
38% |
False |
False |
215,722 |
80 |
1,900.00 |
1,648.50 |
251.50 |
14.1% |
30.25 |
1.7% |
54% |
False |
False |
161,875 |
100 |
1,900.00 |
1,648.25 |
251.75 |
14.1% |
29.50 |
1.7% |
54% |
False |
False |
129,523 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,909.00 |
2.618 |
1,860.75 |
1.618 |
1,831.25 |
1.000 |
1,813.00 |
0.618 |
1,801.75 |
HIGH |
1,783.50 |
0.618 |
1,772.25 |
0.500 |
1,768.75 |
0.382 |
1,765.25 |
LOW |
1,754.00 |
0.618 |
1,735.75 |
1.000 |
1,724.50 |
1.618 |
1,706.25 |
2.618 |
1,676.75 |
4.250 |
1,628.50 |
|
|
Fisher Pivots for day following 12-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
1,778.50 |
1,775.50 |
PP |
1,773.50 |
1,767.50 |
S1 |
1,768.75 |
1,759.75 |
|