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 |
5,161.0 |
5,179.5 |
18.5 |
0.4% |
5,038.5 |
High |
5,181.0 |
5,240.0 |
59.0 |
1.1% |
5,183.0 |
Low |
5,089.0 |
5,152.5 |
63.5 |
1.2% |
4,996.0 |
Close |
5,121.0 |
5,216.0 |
95.0 |
1.9% |
5,121.0 |
Range |
92.0 |
87.5 |
-4.5 |
-4.9% |
187.0 |
ATR |
99.5 |
100.9 |
1.4 |
1.4% |
0.0 |
Volume |
140,136 |
57,234 |
-82,902 |
-59.2% |
750,148 |
|
Daily Pivots for day following 16-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,465.5 |
5,428.0 |
5,264.0 |
|
R3 |
5,378.0 |
5,340.5 |
5,240.0 |
|
R2 |
5,290.5 |
5,290.5 |
5,232.0 |
|
R1 |
5,253.0 |
5,253.0 |
5,224.0 |
5,272.0 |
PP |
5,203.0 |
5,203.0 |
5,203.0 |
5,212.0 |
S1 |
5,165.5 |
5,165.5 |
5,208.0 |
5,184.0 |
S2 |
5,115.5 |
5,115.5 |
5,200.0 |
|
S3 |
5,028.0 |
5,078.0 |
5,192.0 |
|
S4 |
4,940.5 |
4,990.5 |
5,168.0 |
|
|
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 |
5,240.0 |
5,043.5 |
196.5 |
3.8% |
93.0 |
1.8% |
88% |
True |
False |
116,247 |
10 |
5,269.0 |
4,975.0 |
294.0 |
5.6% |
99.5 |
1.9% |
82% |
False |
False |
129,258 |
20 |
5,496.5 |
4,975.0 |
521.5 |
10.0% |
107.0 |
2.1% |
46% |
False |
False |
130,237 |
40 |
5,559.5 |
4,975.0 |
584.5 |
11.2% |
87.5 |
1.7% |
41% |
False |
False |
110,730 |
60 |
5,559.5 |
4,975.0 |
584.5 |
11.2% |
83.5 |
1.6% |
41% |
False |
False |
75,192 |
80 |
5,559.5 |
4,915.0 |
644.5 |
12.4% |
79.0 |
1.5% |
47% |
False |
False |
56,602 |
100 |
5,559.5 |
4,884.5 |
675.0 |
12.9% |
72.5 |
1.4% |
49% |
False |
False |
45,321 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,612.0 |
2.618 |
5,469.0 |
1.618 |
5,381.5 |
1.000 |
5,327.5 |
0.618 |
5,294.0 |
HIGH |
5,240.0 |
0.618 |
5,206.5 |
0.500 |
5,196.0 |
0.382 |
5,186.0 |
LOW |
5,152.5 |
0.618 |
5,098.5 |
1.000 |
5,065.0 |
1.618 |
5,011.0 |
2.618 |
4,923.5 |
4.250 |
4,780.5 |
|
|
Fisher Pivots for day following 16-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
5,209.5 |
5,198.0 |
PP |
5,203.0 |
5,180.0 |
S1 |
5,196.0 |
5,162.0 |
|