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 |
5,179.5 |
5,257.0 |
77.5 |
1.5% |
5,038.5 |
High |
5,240.0 |
5,286.5 |
46.5 |
0.9% |
5,183.0 |
Low |
5,152.5 |
5,244.5 |
92.0 |
1.8% |
4,996.0 |
Close |
5,216.0 |
5,252.0 |
36.0 |
0.7% |
5,121.0 |
Range |
87.5 |
42.0 |
-45.5 |
-52.0% |
187.0 |
ATR |
100.9 |
98.7 |
-2.2 |
-2.2% |
0.0 |
Volume |
57,234 |
116,260 |
59,026 |
103.1% |
750,148 |
|
Daily Pivots for day following 17-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,387.0 |
5,361.5 |
5,275.0 |
|
R3 |
5,345.0 |
5,319.5 |
5,263.5 |
|
R2 |
5,303.0 |
5,303.0 |
5,259.5 |
|
R1 |
5,277.5 |
5,277.5 |
5,256.0 |
5,269.0 |
PP |
5,261.0 |
5,261.0 |
5,261.0 |
5,257.0 |
S1 |
5,235.5 |
5,235.5 |
5,248.0 |
5,227.0 |
S2 |
5,219.0 |
5,219.0 |
5,244.5 |
|
S3 |
5,177.0 |
5,193.5 |
5,240.5 |
|
S4 |
5,135.0 |
5,151.5 |
5,229.0 |
|
|
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 |
5,286.5 |
5,077.0 |
209.5 |
4.0% |
80.0 |
1.5% |
84% |
True |
False |
115,488 |
10 |
5,286.5 |
4,975.0 |
311.5 |
5.9% |
93.0 |
1.8% |
89% |
True |
False |
129,773 |
20 |
5,470.0 |
4,975.0 |
495.0 |
9.4% |
103.5 |
2.0% |
56% |
False |
False |
133,745 |
40 |
5,559.5 |
4,975.0 |
584.5 |
11.1% |
87.5 |
1.7% |
47% |
False |
False |
112,862 |
60 |
5,559.5 |
4,975.0 |
584.5 |
11.1% |
83.0 |
1.6% |
47% |
False |
False |
77,124 |
80 |
5,559.5 |
4,915.0 |
644.5 |
12.3% |
79.5 |
1.5% |
52% |
False |
False |
58,048 |
100 |
5,559.5 |
4,884.5 |
675.0 |
12.9% |
72.5 |
1.4% |
54% |
False |
False |
46,483 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,465.0 |
2.618 |
5,396.5 |
1.618 |
5,354.5 |
1.000 |
5,328.5 |
0.618 |
5,312.5 |
HIGH |
5,286.5 |
0.618 |
5,270.5 |
0.500 |
5,265.5 |
0.382 |
5,260.5 |
LOW |
5,244.5 |
0.618 |
5,218.5 |
1.000 |
5,202.5 |
1.618 |
5,176.5 |
2.618 |
5,134.5 |
4.250 |
5,066.0 |
|
|
Fisher Pivots for day following 17-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
5,265.5 |
5,230.5 |
PP |
5,261.0 |
5,209.0 |
S1 |
5,256.5 |
5,188.0 |
|