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 |
1,812.00 |
1,819.25 |
7.25 |
0.4% |
1,781.50 |
High |
1,824.75 |
1,830.00 |
5.25 |
0.3% |
1,830.00 |
Low |
1,804.75 |
1,801.00 |
-3.75 |
-0.2% |
1,775.25 |
Close |
1,820.75 |
1,819.25 |
-1.50 |
-0.1% |
1,819.25 |
Range |
20.00 |
29.00 |
9.00 |
45.0% |
54.75 |
ATR |
31.26 |
31.09 |
-0.16 |
-0.5% |
0.00 |
Volume |
238,098 |
268,313 |
30,215 |
12.7% |
1,094,765 |
|
Daily Pivots for day following 19-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,903.75 |
1,890.50 |
1,835.25 |
|
R3 |
1,874.75 |
1,861.50 |
1,827.25 |
|
R2 |
1,845.75 |
1,845.75 |
1,824.50 |
|
R1 |
1,832.50 |
1,832.50 |
1,822.00 |
1,833.75 |
PP |
1,816.75 |
1,816.75 |
1,816.75 |
1,817.50 |
S1 |
1,803.50 |
1,803.50 |
1,816.50 |
1,804.75 |
S2 |
1,787.75 |
1,787.75 |
1,814.00 |
|
S3 |
1,758.75 |
1,774.50 |
1,811.25 |
|
S4 |
1,729.75 |
1,745.50 |
1,803.25 |
|
|
Weekly Pivots for week ending 19-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,972.50 |
1,950.50 |
1,849.25 |
|
R3 |
1,917.75 |
1,895.75 |
1,834.25 |
|
R2 |
1,863.00 |
1,863.00 |
1,829.25 |
|
R1 |
1,841.00 |
1,841.00 |
1,824.25 |
1,852.00 |
PP |
1,808.25 |
1,808.25 |
1,808.25 |
1,813.50 |
S1 |
1,786.25 |
1,786.25 |
1,814.25 |
1,797.25 |
S2 |
1,753.50 |
1,753.50 |
1,809.25 |
|
S3 |
1,698.75 |
1,731.50 |
1,804.25 |
|
S4 |
1,644.00 |
1,676.75 |
1,789.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,830.00 |
1,754.00 |
76.00 |
4.2% |
24.00 |
1.3% |
86% |
True |
False |
286,769 |
10 |
1,830.00 |
1,710.75 |
119.25 |
6.6% |
28.50 |
1.6% |
91% |
True |
False |
344,732 |
20 |
1,849.25 |
1,710.75 |
138.50 |
7.6% |
34.50 |
1.9% |
78% |
False |
False |
388,945 |
40 |
1,900.00 |
1,710.75 |
189.25 |
10.4% |
29.75 |
1.6% |
57% |
False |
False |
304,851 |
60 |
1,900.00 |
1,710.75 |
189.25 |
10.4% |
29.50 |
1.6% |
57% |
False |
False |
233,915 |
80 |
1,900.00 |
1,648.50 |
251.50 |
13.8% |
30.00 |
1.6% |
68% |
False |
False |
175,545 |
100 |
1,900.00 |
1,648.25 |
251.75 |
13.8% |
29.50 |
1.6% |
68% |
False |
False |
140,468 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,953.25 |
2.618 |
1,906.00 |
1.618 |
1,877.00 |
1.000 |
1,859.00 |
0.618 |
1,848.00 |
HIGH |
1,830.00 |
0.618 |
1,819.00 |
0.500 |
1,815.50 |
0.382 |
1,812.00 |
LOW |
1,801.00 |
0.618 |
1,783.00 |
1.000 |
1,772.00 |
1.618 |
1,754.00 |
2.618 |
1,725.00 |
4.250 |
1,677.75 |
|
|
Fisher Pivots for day following 19-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
1,818.00 |
1,817.50 |
PP |
1,816.75 |
1,815.50 |
S1 |
1,815.50 |
1,813.75 |
|