Trading Metrics calculated at close of trading on 15-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2010 |
15-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
4,560.0 |
4,523.0 |
-37.0 |
-0.8% |
4,469.0 |
High |
4,565.0 |
4,542.0 |
-23.0 |
-0.5% |
4,565.0 |
Low |
4,508.0 |
4,509.0 |
1.0 |
0.0% |
4,428.0 |
Close |
4,534.0 |
4,527.0 |
-7.0 |
-0.2% |
4,534.0 |
Range |
57.0 |
33.0 |
-24.0 |
-42.1% |
137.0 |
ATR |
66.3 |
63.9 |
-2.4 |
-3.6% |
0.0 |
Volume |
26,581 |
17,453 |
-9,128 |
-34.3% |
132,288 |
|
Daily Pivots for day following 15-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,625.0 |
4,609.0 |
4,545.2 |
|
R3 |
4,592.0 |
4,576.0 |
4,536.1 |
|
R2 |
4,559.0 |
4,559.0 |
4,533.1 |
|
R1 |
4,543.0 |
4,543.0 |
4,530.0 |
4,551.0 |
PP |
4,526.0 |
4,526.0 |
4,526.0 |
4,530.0 |
S1 |
4,510.0 |
4,510.0 |
4,524.0 |
4,518.0 |
S2 |
4,493.0 |
4,493.0 |
4,521.0 |
|
S3 |
4,460.0 |
4,477.0 |
4,517.9 |
|
S4 |
4,427.0 |
4,444.0 |
4,508.9 |
|
|
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% |
54.0 |
1.2% |
72% |
False |
False |
24,161 |
10 |
4,621.0 |
4,428.0 |
193.0 |
4.3% |
47.8 |
1.1% |
51% |
False |
False |
27,097 |
20 |
4,911.0 |
4,428.0 |
483.0 |
10.7% |
53.2 |
1.2% |
20% |
False |
False |
30,822 |
40 |
4,946.0 |
4,428.0 |
518.0 |
11.4% |
49.9 |
1.1% |
19% |
False |
False |
25,636 |
60 |
4,946.0 |
4,428.0 |
518.0 |
11.4% |
43.3 |
1.0% |
19% |
False |
False |
19,887 |
80 |
4,946.0 |
4,428.0 |
518.0 |
11.4% |
36.9 |
0.8% |
19% |
False |
False |
14,924 |
100 |
4,946.0 |
4,428.0 |
518.0 |
11.4% |
31.3 |
0.7% |
19% |
False |
False |
11,946 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,682.3 |
2.618 |
4,628.4 |
1.618 |
4,595.4 |
1.000 |
4,575.0 |
0.618 |
4,562.4 |
HIGH |
4,542.0 |
0.618 |
4,529.4 |
0.500 |
4,525.5 |
0.382 |
4,521.6 |
LOW |
4,509.0 |
0.618 |
4,488.6 |
1.000 |
4,476.0 |
1.618 |
4,455.6 |
2.618 |
4,422.6 |
4.250 |
4,368.8 |
|
|
Fisher Pivots for day following 15-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
4,526.5 |
4,524.8 |
PP |
4,526.0 |
4,522.7 |
S1 |
4,525.5 |
4,520.5 |
|