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 |
5,255.0 |
5,279.0 |
24.0 |
0.5% |
5,179.5 |
High |
5,334.0 |
5,348.5 |
14.5 |
0.3% |
5,348.5 |
Low |
5,241.0 |
5,250.0 |
9.0 |
0.2% |
5,152.5 |
Close |
5,304.5 |
5,345.0 |
40.5 |
0.8% |
5,345.0 |
Range |
93.0 |
98.5 |
5.5 |
5.9% |
196.0 |
ATR |
98.3 |
98.3 |
0.0 |
0.0% |
0.0 |
Volume |
109,850 |
105,468 |
-4,382 |
-4.0% |
388,812 |
|
Daily Pivots for day following 19-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,610.0 |
5,576.0 |
5,399.0 |
|
R3 |
5,511.5 |
5,477.5 |
5,372.0 |
|
R2 |
5,413.0 |
5,413.0 |
5,363.0 |
|
R1 |
5,379.0 |
5,379.0 |
5,354.0 |
5,396.0 |
PP |
5,314.5 |
5,314.5 |
5,314.5 |
5,323.0 |
S1 |
5,280.5 |
5,280.5 |
5,336.0 |
5,297.5 |
S2 |
5,216.0 |
5,216.0 |
5,327.0 |
|
S3 |
5,117.5 |
5,182.0 |
5,318.0 |
|
S4 |
5,019.0 |
5,083.5 |
5,291.0 |
|
|
Weekly Pivots for week ending 19-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,870.0 |
5,803.5 |
5,453.0 |
|
R3 |
5,674.0 |
5,607.5 |
5,399.0 |
|
R2 |
5,478.0 |
5,478.0 |
5,381.0 |
|
R1 |
5,411.5 |
5,411.5 |
5,363.0 |
5,445.0 |
PP |
5,282.0 |
5,282.0 |
5,282.0 |
5,298.5 |
S1 |
5,215.5 |
5,215.5 |
5,327.0 |
5,249.0 |
S2 |
5,086.0 |
5,086.0 |
5,309.0 |
|
S3 |
4,890.0 |
5,019.5 |
5,291.0 |
|
S4 |
4,694.0 |
4,823.5 |
5,237.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,348.5 |
5,089.0 |
259.5 |
4.9% |
82.5 |
1.5% |
99% |
True |
False |
105,789 |
10 |
5,348.5 |
4,975.0 |
373.5 |
7.0% |
89.5 |
1.7% |
99% |
True |
False |
129,684 |
20 |
5,348.5 |
4,975.0 |
373.5 |
7.0% |
98.5 |
1.8% |
99% |
True |
False |
132,589 |
40 |
5,559.5 |
4,975.0 |
584.5 |
10.9% |
89.0 |
1.7% |
63% |
False |
False |
107,962 |
60 |
5,559.5 |
4,975.0 |
584.5 |
10.9% |
85.5 |
1.6% |
63% |
False |
False |
80,694 |
80 |
5,559.5 |
4,915.0 |
644.5 |
12.1% |
80.0 |
1.5% |
67% |
False |
False |
60,738 |
100 |
5,559.5 |
4,884.5 |
675.0 |
12.6% |
74.0 |
1.4% |
68% |
False |
False |
48,634 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,767.0 |
2.618 |
5,606.5 |
1.618 |
5,508.0 |
1.000 |
5,447.0 |
0.618 |
5,409.5 |
HIGH |
5,348.5 |
0.618 |
5,311.0 |
0.500 |
5,299.0 |
0.382 |
5,287.5 |
LOW |
5,250.0 |
0.618 |
5,189.0 |
1.000 |
5,151.5 |
1.618 |
5,090.5 |
2.618 |
4,992.0 |
4.250 |
4,831.5 |
|
|
Fisher Pivots for day following 19-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
5,330.0 |
5,328.0 |
PP |
5,314.5 |
5,311.5 |
S1 |
5,299.0 |
5,295.0 |
|