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 |
1,781.50 |
1,799.25 |
17.75 |
1.0% |
1,747.25 |
High |
1,801.50 |
1,812.50 |
11.00 |
0.6% |
1,783.50 |
Low |
1,775.25 |
1,797.50 |
22.25 |
1.3% |
1,730.50 |
Close |
1,799.25 |
1,811.75 |
12.50 |
0.7% |
1,783.25 |
Range |
26.25 |
15.00 |
-11.25 |
-42.9% |
53.00 |
ATR |
33.44 |
32.12 |
-1.32 |
-3.9% |
0.00 |
Volume |
328,637 |
259,717 |
-68,920 |
-21.0% |
1,868,659 |
|
Daily Pivots for day following 17-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,852.25 |
1,847.00 |
1,820.00 |
|
R3 |
1,837.25 |
1,832.00 |
1,816.00 |
|
R2 |
1,822.25 |
1,822.25 |
1,814.50 |
|
R1 |
1,817.00 |
1,817.00 |
1,813.00 |
1,819.50 |
PP |
1,807.25 |
1,807.25 |
1,807.25 |
1,808.50 |
S1 |
1,802.00 |
1,802.00 |
1,810.50 |
1,804.50 |
S2 |
1,792.25 |
1,792.25 |
1,809.00 |
|
S3 |
1,777.25 |
1,787.00 |
1,807.50 |
|
S4 |
1,762.25 |
1,772.00 |
1,803.50 |
|
|
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 |
1,812.50 |
1,736.00 |
76.50 |
4.2% |
28.00 |
1.5% |
99% |
True |
False |
321,036 |
10 |
1,812.50 |
1,710.75 |
101.75 |
5.6% |
31.75 |
1.8% |
99% |
True |
False |
358,748 |
20 |
1,892.25 |
1,710.75 |
181.50 |
10.0% |
36.50 |
2.0% |
56% |
False |
False |
400,451 |
40 |
1,900.00 |
1,710.75 |
189.25 |
10.4% |
30.00 |
1.7% |
53% |
False |
False |
307,312 |
60 |
1,900.00 |
1,710.75 |
189.25 |
10.4% |
29.75 |
1.6% |
53% |
False |
False |
225,509 |
80 |
1,900.00 |
1,648.50 |
251.50 |
13.9% |
30.00 |
1.7% |
65% |
False |
False |
169,220 |
100 |
1,900.00 |
1,648.25 |
251.75 |
13.9% |
29.50 |
1.6% |
65% |
False |
False |
135,405 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,876.25 |
2.618 |
1,851.75 |
1.618 |
1,836.75 |
1.000 |
1,827.50 |
0.618 |
1,821.75 |
HIGH |
1,812.50 |
0.618 |
1,806.75 |
0.500 |
1,805.00 |
0.382 |
1,803.25 |
LOW |
1,797.50 |
0.618 |
1,788.25 |
1.000 |
1,782.50 |
1.618 |
1,773.25 |
2.618 |
1,758.25 |
4.250 |
1,733.75 |
|
|
Fisher Pivots for day following 17-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
1,809.50 |
1,802.25 |
PP |
1,807.25 |
1,792.75 |
S1 |
1,805.00 |
1,783.25 |
|