Trading Metrics calculated at close of trading on 19-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2010 |
19-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
4,658.0 |
4,645.0 |
-13.0 |
-0.3% |
4,523.0 |
High |
4,658.0 |
4,648.0 |
-10.0 |
-0.2% |
4,658.0 |
Low |
4,606.0 |
4,581.0 |
-25.0 |
-0.5% |
4,509.0 |
Close |
4,625.0 |
4,608.0 |
-17.0 |
-0.4% |
4,608.0 |
Range |
52.0 |
67.0 |
15.0 |
28.8% |
149.0 |
ATR |
65.3 |
65.4 |
0.1 |
0.2% |
0.0 |
Volume |
30,582 |
32,707 |
2,125 |
6.9% |
132,837 |
|
Daily Pivots for day following 19-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,813.3 |
4,777.7 |
4,644.9 |
|
R3 |
4,746.3 |
4,710.7 |
4,626.4 |
|
R2 |
4,679.3 |
4,679.3 |
4,620.3 |
|
R1 |
4,643.7 |
4,643.7 |
4,614.1 |
4,628.0 |
PP |
4,612.3 |
4,612.3 |
4,612.3 |
4,604.5 |
S1 |
4,576.7 |
4,576.7 |
4,601.9 |
4,561.0 |
S2 |
4,545.3 |
4,545.3 |
4,595.7 |
|
S3 |
4,478.3 |
4,509.7 |
4,589.6 |
|
S4 |
4,411.3 |
4,442.7 |
4,571.2 |
|
|
Weekly Pivots for week ending 19-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,038.7 |
4,972.3 |
4,690.0 |
|
R3 |
4,889.7 |
4,823.3 |
4,649.0 |
|
R2 |
4,740.7 |
4,740.7 |
4,635.3 |
|
R1 |
4,674.3 |
4,674.3 |
4,621.7 |
4,707.5 |
PP |
4,591.7 |
4,591.7 |
4,591.7 |
4,608.3 |
S1 |
4,525.3 |
4,525.3 |
4,594.3 |
4,558.5 |
S2 |
4,442.7 |
4,442.7 |
4,580.7 |
|
S3 |
4,293.7 |
4,376.3 |
4,567.0 |
|
S4 |
4,144.7 |
4,227.3 |
4,526.1 |
|
|
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 |
4,509.0 |
149.0 |
3.2% |
49.6 |
1.1% |
66% |
False |
False |
26,567 |
10 |
4,658.0 |
4,428.0 |
230.0 |
5.0% |
53.6 |
1.2% |
78% |
False |
False |
26,512 |
20 |
4,728.0 |
4,428.0 |
300.0 |
6.5% |
52.8 |
1.1% |
60% |
False |
False |
30,482 |
40 |
4,946.0 |
4,428.0 |
518.0 |
11.2% |
48.8 |
1.1% |
35% |
False |
False |
25,141 |
60 |
4,946.0 |
4,428.0 |
518.0 |
11.2% |
45.9 |
1.0% |
35% |
False |
False |
21,809 |
80 |
4,946.0 |
4,428.0 |
518.0 |
11.2% |
38.9 |
0.8% |
35% |
False |
False |
16,364 |
100 |
4,946.0 |
4,428.0 |
518.0 |
11.2% |
33.4 |
0.7% |
35% |
False |
False |
13,099 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,932.8 |
2.618 |
4,823.4 |
1.618 |
4,756.4 |
1.000 |
4,715.0 |
0.618 |
4,689.4 |
HIGH |
4,648.0 |
0.618 |
4,622.4 |
0.500 |
4,614.5 |
0.382 |
4,606.6 |
LOW |
4,581.0 |
0.618 |
4,539.6 |
1.000 |
4,514.0 |
1.618 |
4,472.6 |
2.618 |
4,405.6 |
4.250 |
4,296.3 |
|
|
Fisher Pivots for day following 19-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
4,614.5 |
4,619.5 |
PP |
4,612.3 |
4,615.7 |
S1 |
4,610.2 |
4,611.8 |
|