Trading Metrics calculated at close of trading on 18-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2010 |
18-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
4,603.0 |
4,658.0 |
55.0 |
1.2% |
4,469.0 |
High |
4,648.0 |
4,658.0 |
10.0 |
0.2% |
4,565.0 |
Low |
4,594.0 |
4,606.0 |
12.0 |
0.3% |
4,428.0 |
Close |
4,638.0 |
4,625.0 |
-13.0 |
-0.3% |
4,534.0 |
Range |
54.0 |
52.0 |
-2.0 |
-3.7% |
137.0 |
ATR |
66.3 |
65.3 |
-1.0 |
-1.5% |
0.0 |
Volume |
27,685 |
30,582 |
2,897 |
10.5% |
132,288 |
|
Daily Pivots for day following 18-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,785.7 |
4,757.3 |
4,653.6 |
|
R3 |
4,733.7 |
4,705.3 |
4,639.3 |
|
R2 |
4,681.7 |
4,681.7 |
4,634.5 |
|
R1 |
4,653.3 |
4,653.3 |
4,629.8 |
4,641.5 |
PP |
4,629.7 |
4,629.7 |
4,629.7 |
4,623.8 |
S1 |
4,601.3 |
4,601.3 |
4,620.2 |
4,589.5 |
S2 |
4,577.7 |
4,577.7 |
4,615.5 |
|
S3 |
4,525.7 |
4,549.3 |
4,610.7 |
|
S4 |
4,473.7 |
4,497.3 |
4,596.4 |
|
|
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 |
4,658.0 |
4,508.0 |
150.0 |
3.2% |
47.6 |
1.0% |
78% |
True |
False |
25,342 |
10 |
4,658.0 |
4,428.0 |
230.0 |
5.0% |
51.4 |
1.1% |
86% |
True |
False |
26,510 |
20 |
4,830.0 |
4,428.0 |
402.0 |
8.7% |
51.1 |
1.1% |
49% |
False |
False |
30,317 |
40 |
4,946.0 |
4,428.0 |
518.0 |
11.2% |
48.9 |
1.1% |
38% |
False |
False |
24,823 |
60 |
4,946.0 |
4,428.0 |
518.0 |
11.2% |
44.9 |
1.0% |
38% |
False |
False |
21,264 |
80 |
4,946.0 |
4,428.0 |
518.0 |
11.2% |
38.4 |
0.8% |
38% |
False |
False |
15,957 |
100 |
4,946.0 |
4,428.0 |
518.0 |
11.2% |
32.7 |
0.7% |
38% |
False |
False |
12,772 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,879.0 |
2.618 |
4,794.1 |
1.618 |
4,742.1 |
1.000 |
4,710.0 |
0.618 |
4,690.1 |
HIGH |
4,658.0 |
0.618 |
4,638.1 |
0.500 |
4,632.0 |
0.382 |
4,625.9 |
LOW |
4,606.0 |
0.618 |
4,573.9 |
1.000 |
4,554.0 |
1.618 |
4,521.9 |
2.618 |
4,469.9 |
4.250 |
4,385.0 |
|
|
Fisher Pivots for day following 18-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
4,632.0 |
4,615.0 |
PP |
4,629.7 |
4,605.0 |
S1 |
4,627.3 |
4,595.0 |
|