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 |
1,799.25 |
1,812.00 |
12.75 |
0.7% |
1,747.25 |
High |
1,812.50 |
1,824.75 |
12.25 |
0.7% |
1,783.50 |
Low |
1,797.50 |
1,804.75 |
7.25 |
0.4% |
1,730.50 |
Close |
1,811.75 |
1,820.75 |
9.00 |
0.5% |
1,783.25 |
Range |
15.00 |
20.00 |
5.00 |
33.3% |
53.00 |
ATR |
32.12 |
31.26 |
-0.87 |
-2.7% |
0.00 |
Volume |
259,717 |
238,098 |
-21,619 |
-8.3% |
1,868,659 |
|
Daily Pivots for day following 18-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,876.75 |
1,868.75 |
1,831.75 |
|
R3 |
1,856.75 |
1,848.75 |
1,826.25 |
|
R2 |
1,836.75 |
1,836.75 |
1,824.50 |
|
R1 |
1,828.75 |
1,828.75 |
1,822.50 |
1,832.75 |
PP |
1,816.75 |
1,816.75 |
1,816.75 |
1,818.75 |
S1 |
1,808.75 |
1,808.75 |
1,819.00 |
1,812.75 |
S2 |
1,796.75 |
1,796.75 |
1,817.00 |
|
S3 |
1,776.75 |
1,788.75 |
1,815.25 |
|
S4 |
1,756.75 |
1,768.75 |
1,809.75 |
|
|
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 |
1,824.75 |
1,736.75 |
88.00 |
4.8% |
26.50 |
1.5% |
95% |
True |
False |
292,496 |
10 |
1,824.75 |
1,710.75 |
114.00 |
6.3% |
31.50 |
1.7% |
96% |
True |
False |
349,405 |
20 |
1,883.50 |
1,710.75 |
172.75 |
9.5% |
35.25 |
1.9% |
64% |
False |
False |
395,706 |
40 |
1,900.00 |
1,710.75 |
189.25 |
10.4% |
29.75 |
1.6% |
58% |
False |
False |
305,340 |
60 |
1,900.00 |
1,710.75 |
189.25 |
10.4% |
29.50 |
1.6% |
58% |
False |
False |
229,450 |
80 |
1,900.00 |
1,648.50 |
251.50 |
13.8% |
30.00 |
1.6% |
68% |
False |
False |
172,193 |
100 |
1,900.00 |
1,648.25 |
251.75 |
13.8% |
29.25 |
1.6% |
69% |
False |
False |
137,786 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,909.75 |
2.618 |
1,877.00 |
1.618 |
1,857.00 |
1.000 |
1,844.75 |
0.618 |
1,837.00 |
HIGH |
1,824.75 |
0.618 |
1,817.00 |
0.500 |
1,814.75 |
0.382 |
1,812.50 |
LOW |
1,804.75 |
0.618 |
1,792.50 |
1.000 |
1,784.75 |
1.618 |
1,772.50 |
2.618 |
1,752.50 |
4.250 |
1,719.75 |
|
|
Fisher Pivots for day following 18-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
1,818.75 |
1,813.75 |
PP |
1,816.75 |
1,807.00 |
S1 |
1,814.75 |
1,800.00 |
|