Trading Metrics calculated at close of trading on 16-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2010 |
16-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
4,523.0 |
4,538.0 |
15.0 |
0.3% |
4,469.0 |
High |
4,542.0 |
4,574.0 |
32.0 |
0.7% |
4,565.0 |
Low |
4,509.0 |
4,532.0 |
23.0 |
0.5% |
4,428.0 |
Close |
4,527.0 |
4,535.0 |
8.0 |
0.2% |
4,534.0 |
Range |
33.0 |
42.0 |
9.0 |
27.3% |
137.0 |
ATR |
63.9 |
62.7 |
-1.2 |
-1.9% |
0.0 |
Volume |
17,453 |
24,410 |
6,957 |
39.9% |
132,288 |
|
Daily Pivots for day following 16-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,673.0 |
4,646.0 |
4,558.1 |
|
R3 |
4,631.0 |
4,604.0 |
4,546.6 |
|
R2 |
4,589.0 |
4,589.0 |
4,542.7 |
|
R1 |
4,562.0 |
4,562.0 |
4,538.9 |
4,554.5 |
PP |
4,547.0 |
4,547.0 |
4,547.0 |
4,543.3 |
S1 |
4,520.0 |
4,520.0 |
4,531.2 |
4,512.5 |
S2 |
4,505.0 |
4,505.0 |
4,527.3 |
|
S3 |
4,463.0 |
4,478.0 |
4,523.5 |
|
S4 |
4,421.0 |
4,436.0 |
4,511.9 |
|
|
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 |
4,574.0 |
4,465.0 |
109.0 |
2.4% |
52.4 |
1.2% |
64% |
True |
False |
23,822 |
10 |
4,621.0 |
4,428.0 |
193.0 |
4.3% |
48.5 |
1.1% |
55% |
False |
False |
26,132 |
20 |
4,911.0 |
4,428.0 |
483.0 |
10.7% |
52.5 |
1.2% |
22% |
False |
False |
30,851 |
40 |
4,946.0 |
4,428.0 |
518.0 |
11.4% |
49.9 |
1.1% |
21% |
False |
False |
24,998 |
60 |
4,946.0 |
4,428.0 |
518.0 |
11.4% |
43.3 |
1.0% |
21% |
False |
False |
20,293 |
80 |
4,946.0 |
4,428.0 |
518.0 |
11.4% |
37.4 |
0.8% |
21% |
False |
False |
15,229 |
100 |
4,946.0 |
4,428.0 |
518.0 |
11.4% |
31.7 |
0.7% |
21% |
False |
False |
12,190 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,752.5 |
2.618 |
4,684.0 |
1.618 |
4,642.0 |
1.000 |
4,616.0 |
0.618 |
4,600.0 |
HIGH |
4,574.0 |
0.618 |
4,558.0 |
0.500 |
4,553.0 |
0.382 |
4,548.0 |
LOW |
4,532.0 |
0.618 |
4,506.0 |
1.000 |
4,490.0 |
1.618 |
4,464.0 |
2.618 |
4,422.0 |
4.250 |
4,353.5 |
|
|
Fisher Pivots for day following 16-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
4,553.0 |
4,541.0 |
PP |
4,547.0 |
4,539.0 |
S1 |
4,541.0 |
4,537.0 |
|