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 |
4,492.0 |
4,560.0 |
68.0 |
1.5% |
4,469.0 |
High |
4,534.0 |
4,565.0 |
31.0 |
0.7% |
4,565.0 |
Low |
4,476.0 |
4,508.0 |
32.0 |
0.7% |
4,428.0 |
Close |
4,522.0 |
4,534.0 |
12.0 |
0.3% |
4,534.0 |
Range |
58.0 |
57.0 |
-1.0 |
-1.7% |
137.0 |
ATR |
67.0 |
66.3 |
-0.7 |
-1.1% |
0.0 |
Volume |
21,404 |
26,581 |
5,177 |
24.2% |
132,288 |
|
Daily Pivots for day following 12-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,706.7 |
4,677.3 |
4,565.4 |
|
R3 |
4,649.7 |
4,620.3 |
4,549.7 |
|
R2 |
4,592.7 |
4,592.7 |
4,544.5 |
|
R1 |
4,563.3 |
4,563.3 |
4,539.2 |
4,549.5 |
PP |
4,535.7 |
4,535.7 |
4,535.7 |
4,528.8 |
S1 |
4,506.3 |
4,506.3 |
4,528.8 |
4,492.5 |
S2 |
4,478.7 |
4,478.7 |
4,523.6 |
|
S3 |
4,421.7 |
4,449.3 |
4,518.3 |
|
S4 |
4,364.7 |
4,392.3 |
4,502.7 |
|
|
Weekly Pivots for week ending 12-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,920.0 |
4,864.0 |
4,609.4 |
|
R3 |
4,783.0 |
4,727.0 |
4,571.7 |
|
R2 |
4,646.0 |
4,646.0 |
4,559.1 |
|
R1 |
4,590.0 |
4,590.0 |
4,546.6 |
4,618.0 |
PP |
4,509.0 |
4,509.0 |
4,509.0 |
4,523.0 |
S1 |
4,453.0 |
4,453.0 |
4,521.4 |
4,481.0 |
S2 |
4,372.0 |
4,372.0 |
4,508.9 |
|
S3 |
4,235.0 |
4,316.0 |
4,496.3 |
|
S4 |
4,098.0 |
4,179.0 |
4,458.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,565.0 |
4,428.0 |
137.0 |
3.0% |
57.6 |
1.3% |
77% |
True |
False |
26,457 |
10 |
4,621.0 |
4,428.0 |
193.0 |
4.3% |
50.7 |
1.1% |
55% |
False |
False |
28,957 |
20 |
4,911.0 |
4,428.0 |
483.0 |
10.7% |
54.5 |
1.2% |
22% |
False |
False |
31,362 |
40 |
4,946.0 |
4,428.0 |
518.0 |
11.4% |
50.1 |
1.1% |
20% |
False |
False |
27,244 |
60 |
4,946.0 |
4,428.0 |
518.0 |
11.4% |
43.6 |
1.0% |
20% |
False |
False |
19,596 |
80 |
4,946.0 |
4,428.0 |
518.0 |
11.4% |
36.7 |
0.8% |
20% |
False |
False |
14,709 |
100 |
4,946.0 |
4,428.0 |
518.0 |
11.4% |
31.0 |
0.7% |
20% |
False |
False |
11,771 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,807.3 |
2.618 |
4,714.2 |
1.618 |
4,657.2 |
1.000 |
4,622.0 |
0.618 |
4,600.2 |
HIGH |
4,565.0 |
0.618 |
4,543.2 |
0.500 |
4,536.5 |
0.382 |
4,529.8 |
LOW |
4,508.0 |
0.618 |
4,472.8 |
1.000 |
4,451.0 |
1.618 |
4,415.8 |
2.618 |
4,358.8 |
4.250 |
4,265.8 |
|
|
Fisher Pivots for day following 12-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
4,536.5 |
4,527.7 |
PP |
4,535.7 |
4,521.3 |
S1 |
4,534.8 |
4,515.0 |
|