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 |
5,257.0 |
5,255.0 |
-2.0 |
0.0% |
5,038.5 |
High |
5,286.5 |
5,334.0 |
47.5 |
0.9% |
5,183.0 |
Low |
5,244.5 |
5,241.0 |
-3.5 |
-0.1% |
4,996.0 |
Close |
5,252.0 |
5,304.5 |
52.5 |
1.0% |
5,121.0 |
Range |
42.0 |
93.0 |
51.0 |
121.4% |
187.0 |
ATR |
98.7 |
98.3 |
-0.4 |
-0.4% |
0.0 |
Volume |
116,260 |
109,850 |
-6,410 |
-5.5% |
750,148 |
|
Daily Pivots for day following 18-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,572.0 |
5,531.5 |
5,355.5 |
|
R3 |
5,479.0 |
5,438.5 |
5,330.0 |
|
R2 |
5,386.0 |
5,386.0 |
5,321.5 |
|
R1 |
5,345.5 |
5,345.5 |
5,313.0 |
5,366.0 |
PP |
5,293.0 |
5,293.0 |
5,293.0 |
5,303.5 |
S1 |
5,252.5 |
5,252.5 |
5,296.0 |
5,273.0 |
S2 |
5,200.0 |
5,200.0 |
5,287.5 |
|
S3 |
5,107.0 |
5,159.5 |
5,279.0 |
|
S4 |
5,014.0 |
5,066.5 |
5,253.5 |
|
|
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 |
5,334.0 |
5,084.5 |
249.5 |
4.7% |
82.5 |
1.6% |
88% |
True |
False |
111,902 |
10 |
5,334.0 |
4,975.0 |
359.0 |
6.8% |
95.5 |
1.8% |
92% |
True |
False |
129,707 |
20 |
5,427.0 |
4,975.0 |
452.0 |
8.5% |
103.0 |
1.9% |
73% |
False |
False |
133,862 |
40 |
5,559.5 |
4,975.0 |
584.5 |
11.0% |
88.0 |
1.7% |
56% |
False |
False |
110,073 |
60 |
5,559.5 |
4,975.0 |
584.5 |
11.0% |
84.0 |
1.6% |
56% |
False |
False |
78,947 |
80 |
5,559.5 |
4,915.0 |
644.5 |
12.2% |
79.5 |
1.5% |
60% |
False |
False |
59,420 |
100 |
5,559.5 |
4,884.5 |
675.0 |
12.7% |
73.5 |
1.4% |
62% |
False |
False |
47,580 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,729.0 |
2.618 |
5,577.5 |
1.618 |
5,484.5 |
1.000 |
5,427.0 |
0.618 |
5,391.5 |
HIGH |
5,334.0 |
0.618 |
5,298.5 |
0.500 |
5,287.5 |
0.382 |
5,276.5 |
LOW |
5,241.0 |
0.618 |
5,183.5 |
1.000 |
5,148.0 |
1.618 |
5,090.5 |
2.618 |
4,997.5 |
4.250 |
4,846.0 |
|
|
Fisher Pivots for day following 18-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
5,299.0 |
5,284.0 |
PP |
5,293.0 |
5,263.5 |
S1 |
5,287.5 |
5,243.0 |
|