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 |
5,145.0 |
5,161.0 |
16.0 |
0.3% |
5,038.5 |
High |
5,183.0 |
5,181.0 |
-2.0 |
0.0% |
5,183.0 |
Low |
5,084.5 |
5,089.0 |
4.5 |
0.1% |
4,996.0 |
Close |
5,137.5 |
5,121.0 |
-16.5 |
-0.3% |
5,121.0 |
Range |
98.5 |
92.0 |
-6.5 |
-6.6% |
187.0 |
ATR |
100.1 |
99.5 |
-0.6 |
-0.6% |
0.0 |
Volume |
136,032 |
140,136 |
4,104 |
3.0% |
750,148 |
|
Daily Pivots for day following 12-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,406.5 |
5,355.5 |
5,171.5 |
|
R3 |
5,314.5 |
5,263.5 |
5,146.5 |
|
R2 |
5,222.5 |
5,222.5 |
5,138.0 |
|
R1 |
5,171.5 |
5,171.5 |
5,129.5 |
5,151.0 |
PP |
5,130.5 |
5,130.5 |
5,130.5 |
5,120.0 |
S1 |
5,079.5 |
5,079.5 |
5,112.5 |
5,059.0 |
S2 |
5,038.5 |
5,038.5 |
5,104.0 |
|
S3 |
4,946.5 |
4,987.5 |
5,095.5 |
|
S4 |
4,854.5 |
4,895.5 |
5,070.5 |
|
|
Weekly Pivots for week ending 12-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,661.0 |
5,578.0 |
5,224.0 |
|
R3 |
5,474.0 |
5,391.0 |
5,172.5 |
|
R2 |
5,287.0 |
5,287.0 |
5,155.5 |
|
R1 |
5,204.0 |
5,204.0 |
5,138.0 |
5,245.5 |
PP |
5,100.0 |
5,100.0 |
5,100.0 |
5,121.0 |
S1 |
5,017.0 |
5,017.0 |
5,104.0 |
5,058.5 |
S2 |
4,913.0 |
4,913.0 |
5,086.5 |
|
S3 |
4,726.0 |
4,830.0 |
5,069.5 |
|
S4 |
4,539.0 |
4,643.0 |
5,018.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,183.0 |
4,996.0 |
187.0 |
3.7% |
92.5 |
1.8% |
67% |
False |
False |
150,029 |
10 |
5,269.0 |
4,975.0 |
294.0 |
5.7% |
100.0 |
2.0% |
50% |
False |
False |
139,726 |
20 |
5,509.0 |
4,975.0 |
534.0 |
10.4% |
108.0 |
2.1% |
27% |
False |
False |
130,806 |
40 |
5,559.5 |
4,975.0 |
584.5 |
11.4% |
87.0 |
1.7% |
25% |
False |
False |
110,085 |
60 |
5,559.5 |
4,975.0 |
584.5 |
11.4% |
83.0 |
1.6% |
25% |
False |
False |
74,253 |
80 |
5,559.5 |
4,915.0 |
644.5 |
12.6% |
79.0 |
1.5% |
32% |
False |
False |
55,887 |
100 |
5,559.5 |
4,884.5 |
675.0 |
13.2% |
72.0 |
1.4% |
35% |
False |
False |
44,750 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,572.0 |
2.618 |
5,422.0 |
1.618 |
5,330.0 |
1.000 |
5,273.0 |
0.618 |
5,238.0 |
HIGH |
5,181.0 |
0.618 |
5,146.0 |
0.500 |
5,135.0 |
0.382 |
5,124.0 |
LOW |
5,089.0 |
0.618 |
5,032.0 |
1.000 |
4,997.0 |
1.618 |
4,940.0 |
2.618 |
4,848.0 |
4.250 |
4,698.0 |
|
|
Fisher Pivots for day following 12-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
5,135.0 |
5,130.0 |
PP |
5,130.5 |
5,127.0 |
S1 |
5,125.5 |
5,124.0 |
|