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 |
1,773.25 |
1,781.50 |
8.25 |
0.5% |
1,747.25 |
High |
1,783.50 |
1,801.50 |
18.00 |
1.0% |
1,783.50 |
Low |
1,754.00 |
1,775.25 |
21.25 |
1.2% |
1,730.50 |
Close |
1,783.25 |
1,799.25 |
16.00 |
0.9% |
1,783.25 |
Range |
29.50 |
26.25 |
-3.25 |
-11.0% |
53.00 |
ATR |
33.99 |
33.44 |
-0.55 |
-1.6% |
0.00 |
Volume |
339,083 |
328,637 |
-10,446 |
-3.1% |
1,868,659 |
|
Daily Pivots for day following 16-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,870.75 |
1,861.25 |
1,813.75 |
|
R3 |
1,844.50 |
1,835.00 |
1,806.50 |
|
R2 |
1,818.25 |
1,818.25 |
1,804.00 |
|
R1 |
1,808.75 |
1,808.75 |
1,801.75 |
1,813.50 |
PP |
1,792.00 |
1,792.00 |
1,792.00 |
1,794.50 |
S1 |
1,782.50 |
1,782.50 |
1,796.75 |
1,787.25 |
S2 |
1,765.75 |
1,765.75 |
1,794.50 |
|
S3 |
1,739.50 |
1,756.25 |
1,792.00 |
|
S4 |
1,713.25 |
1,730.00 |
1,784.75 |
|
|
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 |
1,801.50 |
1,732.00 |
69.50 |
3.9% |
32.00 |
1.8% |
97% |
True |
False |
328,105 |
10 |
1,801.50 |
1,710.75 |
90.75 |
5.0% |
33.50 |
1.9% |
98% |
True |
False |
367,182 |
20 |
1,895.75 |
1,710.75 |
185.00 |
10.3% |
37.75 |
2.1% |
48% |
False |
False |
404,719 |
40 |
1,900.00 |
1,710.75 |
189.25 |
10.5% |
30.25 |
1.7% |
47% |
False |
False |
306,693 |
60 |
1,900.00 |
1,710.75 |
189.25 |
10.5% |
30.00 |
1.7% |
47% |
False |
False |
221,190 |
80 |
1,900.00 |
1,648.50 |
251.50 |
14.0% |
30.25 |
1.7% |
60% |
False |
False |
165,976 |
100 |
1,900.00 |
1,648.25 |
251.75 |
14.0% |
29.75 |
1.6% |
60% |
False |
False |
132,809 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,913.00 |
2.618 |
1,870.25 |
1.618 |
1,844.00 |
1.000 |
1,827.75 |
0.618 |
1,817.75 |
HIGH |
1,801.50 |
0.618 |
1,791.50 |
0.500 |
1,788.50 |
0.382 |
1,785.25 |
LOW |
1,775.25 |
0.618 |
1,759.00 |
1.000 |
1,749.00 |
1.618 |
1,732.75 |
2.618 |
1,706.50 |
4.250 |
1,663.75 |
|
|
Fisher Pivots for day following 16-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
1,795.50 |
1,789.25 |
PP |
1,792.00 |
1,779.25 |
S1 |
1,788.50 |
1,769.00 |
|