Trading Metrics calculated at close of trading on 17-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2010 |
17-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
4,538.0 |
4,603.0 |
65.0 |
1.4% |
4,469.0 |
High |
4,574.0 |
4,648.0 |
74.0 |
1.6% |
4,565.0 |
Low |
4,532.0 |
4,594.0 |
62.0 |
1.4% |
4,428.0 |
Close |
4,535.0 |
4,638.0 |
103.0 |
2.3% |
4,534.0 |
Range |
42.0 |
54.0 |
12.0 |
28.6% |
137.0 |
ATR |
62.7 |
66.3 |
3.6 |
5.7% |
0.0 |
Volume |
24,410 |
27,685 |
3,275 |
13.4% |
132,288 |
|
Daily Pivots for day following 17-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,788.7 |
4,767.3 |
4,667.7 |
|
R3 |
4,734.7 |
4,713.3 |
4,652.9 |
|
R2 |
4,680.7 |
4,680.7 |
4,647.9 |
|
R1 |
4,659.3 |
4,659.3 |
4,643.0 |
4,670.0 |
PP |
4,626.7 |
4,626.7 |
4,626.7 |
4,632.0 |
S1 |
4,605.3 |
4,605.3 |
4,633.1 |
4,616.0 |
S2 |
4,572.7 |
4,572.7 |
4,628.1 |
|
S3 |
4,518.7 |
4,551.3 |
4,623.2 |
|
S4 |
4,464.7 |
4,497.3 |
4,608.3 |
|
|
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 |
4,648.0 |
4,476.0 |
172.0 |
3.7% |
48.8 |
1.1% |
94% |
True |
False |
23,506 |
10 |
4,648.0 |
4,428.0 |
220.0 |
4.7% |
49.9 |
1.1% |
95% |
True |
False |
25,981 |
20 |
4,892.0 |
4,428.0 |
464.0 |
10.0% |
51.4 |
1.1% |
45% |
False |
False |
30,372 |
40 |
4,946.0 |
4,428.0 |
518.0 |
11.2% |
49.2 |
1.1% |
41% |
False |
False |
24,692 |
60 |
4,946.0 |
4,428.0 |
518.0 |
11.2% |
44.1 |
1.0% |
41% |
False |
False |
20,755 |
80 |
4,946.0 |
4,428.0 |
518.0 |
11.2% |
37.7 |
0.8% |
41% |
False |
False |
15,575 |
100 |
4,946.0 |
4,428.0 |
518.0 |
11.2% |
32.2 |
0.7% |
41% |
False |
False |
12,466 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,877.5 |
2.618 |
4,789.4 |
1.618 |
4,735.4 |
1.000 |
4,702.0 |
0.618 |
4,681.4 |
HIGH |
4,648.0 |
0.618 |
4,627.4 |
0.500 |
4,621.0 |
0.382 |
4,614.6 |
LOW |
4,594.0 |
0.618 |
4,560.6 |
1.000 |
4,540.0 |
1.618 |
4,506.6 |
2.618 |
4,452.6 |
4.250 |
4,364.5 |
|
|
Fisher Pivots for day following 17-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
4,632.3 |
4,618.2 |
PP |
4,626.7 |
4,598.3 |
S1 |
4,621.0 |
4,578.5 |
|