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 |
1,108.3 |
1,108.5 |
0.2 |
0.0% |
1,093.7 |
High |
1,124.8 |
1,127.4 |
2.6 |
0.2% |
1,128.7 |
Low |
1,098.1 |
1,099.3 |
1.2 |
0.1% |
1,092.0 |
Close |
1,118.7 |
1,122.1 |
3.4 |
0.3% |
1,122.1 |
Range |
26.7 |
28.1 |
1.4 |
5.2% |
36.7 |
ATR |
24.0 |
24.3 |
0.3 |
1.2% |
0.0 |
Volume |
172,886 |
188,706 |
15,820 |
9.2% |
693,964 |
|
Daily Pivots for day following 19-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,200.6 |
1,189.4 |
1,137.6 |
|
R3 |
1,172.5 |
1,161.3 |
1,129.8 |
|
R2 |
1,144.4 |
1,144.4 |
1,127.3 |
|
R1 |
1,133.2 |
1,133.2 |
1,124.7 |
1,138.8 |
PP |
1,116.3 |
1,116.3 |
1,116.3 |
1,119.1 |
S1 |
1,105.1 |
1,105.1 |
1,119.5 |
1,110.7 |
S2 |
1,088.2 |
1,088.2 |
1,116.9 |
|
S3 |
1,060.1 |
1,077.0 |
1,114.4 |
|
S4 |
1,032.0 |
1,048.9 |
1,106.6 |
|
|
Weekly Pivots for week ending 19-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,224.4 |
1,209.9 |
1,142.3 |
|
R3 |
1,187.7 |
1,173.2 |
1,132.2 |
|
R2 |
1,151.0 |
1,151.0 |
1,128.8 |
|
R1 |
1,136.5 |
1,136.5 |
1,125.5 |
1,143.8 |
PP |
1,114.3 |
1,114.3 |
1,114.3 |
1,117.9 |
S1 |
1,099.8 |
1,099.8 |
1,118.7 |
1,107.1 |
S2 |
1,077.6 |
1,077.6 |
1,115.4 |
|
S3 |
1,040.9 |
1,063.1 |
1,112.0 |
|
S4 |
1,004.2 |
1,026.4 |
1,101.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,128.7 |
1,078.1 |
50.6 |
4.5% |
25.5 |
2.3% |
87% |
False |
False |
176,403 |
10 |
1,128.7 |
1,044.5 |
84.2 |
7.5% |
23.2 |
2.1% |
92% |
False |
False |
190,681 |
20 |
1,128.7 |
1,044.5 |
84.2 |
7.5% |
23.1 |
2.1% |
92% |
False |
False |
156,847 |
40 |
1,166.7 |
1,044.5 |
122.2 |
10.9% |
21.4 |
1.9% |
64% |
False |
False |
86,042 |
60 |
1,229.0 |
1,044.5 |
184.5 |
16.4% |
23.9 |
2.1% |
42% |
False |
False |
58,960 |
80 |
1,229.0 |
1,029.0 |
200.0 |
17.8% |
22.1 |
2.0% |
47% |
False |
False |
44,722 |
100 |
1,229.0 |
989.3 |
239.7 |
21.4% |
20.7 |
1.8% |
55% |
False |
False |
36,068 |
120 |
1,229.0 |
946.7 |
282.3 |
25.2% |
19.7 |
1.8% |
62% |
False |
False |
30,273 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,246.8 |
2.618 |
1,201.0 |
1.618 |
1,172.9 |
1.000 |
1,155.5 |
0.618 |
1,144.8 |
HIGH |
1,127.4 |
0.618 |
1,116.7 |
0.500 |
1,113.4 |
0.382 |
1,110.0 |
LOW |
1,099.3 |
0.618 |
1,081.9 |
1.000 |
1,071.2 |
1.618 |
1,053.8 |
2.618 |
1,025.7 |
4.250 |
979.9 |
|
|
Fisher Pivots for day following 19-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
1,119.2 |
1,119.2 |
PP |
1,116.3 |
1,116.3 |
S1 |
1,113.4 |
1,113.4 |
|