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 |
1,072.25 |
1,088.50 |
16.25 |
1.5% |
1,056.75 |
High |
1,089.00 |
1,095.00 |
6.00 |
0.6% |
1,076.00 |
Low |
1,069.25 |
1,087.75 |
18.50 |
1.7% |
1,048.00 |
Close |
1,088.50 |
1,094.75 |
6.25 |
0.6% |
1,074.25 |
Range |
19.75 |
7.25 |
-12.50 |
-63.3% |
28.00 |
ATR |
18.89 |
18.06 |
-0.83 |
-4.4% |
0.00 |
Volume |
2,817 |
4,115 |
1,298 |
46.1% |
20,487 |
|
Daily Pivots for day following 17-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,114.25 |
1,111.75 |
1,098.75 |
|
R3 |
1,107.00 |
1,104.50 |
1,096.75 |
|
R2 |
1,099.75 |
1,099.75 |
1,096.00 |
|
R1 |
1,097.25 |
1,097.25 |
1,095.50 |
1,098.50 |
PP |
1,092.50 |
1,092.50 |
1,092.50 |
1,093.00 |
S1 |
1,090.00 |
1,090.00 |
1,094.00 |
1,091.25 |
S2 |
1,085.25 |
1,085.25 |
1,093.50 |
|
S3 |
1,078.00 |
1,082.75 |
1,092.75 |
|
S4 |
1,070.75 |
1,075.50 |
1,090.75 |
|
|
Weekly Pivots for week ending 12-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,150.00 |
1,140.25 |
1,089.75 |
|
R3 |
1,122.00 |
1,112.25 |
1,082.00 |
|
R2 |
1,094.00 |
1,094.00 |
1,079.50 |
|
R1 |
1,084.25 |
1,084.25 |
1,076.75 |
1,089.00 |
PP |
1,066.00 |
1,066.00 |
1,066.00 |
1,068.50 |
S1 |
1,056.25 |
1,056.25 |
1,071.75 |
1,061.00 |
S2 |
1,038.00 |
1,038.00 |
1,069.00 |
|
S3 |
1,010.00 |
1,028.25 |
1,066.50 |
|
S4 |
982.00 |
1,000.25 |
1,058.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,095.00 |
1,051.75 |
43.25 |
4.0% |
16.75 |
1.5% |
99% |
True |
False |
4,413 |
10 |
1,095.00 |
1,036.25 |
58.75 |
5.4% |
19.25 |
1.8% |
100% |
True |
False |
3,311 |
20 |
1,141.00 |
1,036.25 |
104.75 |
9.6% |
20.50 |
1.9% |
56% |
False |
False |
2,773 |
40 |
1,143.00 |
1,036.25 |
106.75 |
9.8% |
16.00 |
1.5% |
55% |
False |
False |
1,737 |
60 |
1,143.00 |
1,036.25 |
106.75 |
9.8% |
14.75 |
1.4% |
55% |
False |
False |
1,172 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,125.75 |
2.618 |
1,114.00 |
1.618 |
1,106.75 |
1.000 |
1,102.25 |
0.618 |
1,099.50 |
HIGH |
1,095.00 |
0.618 |
1,092.25 |
0.500 |
1,091.50 |
0.382 |
1,090.50 |
LOW |
1,087.75 |
0.618 |
1,083.25 |
1.000 |
1,080.50 |
1.618 |
1,076.00 |
2.618 |
1,068.75 |
4.250 |
1,057.00 |
|
|
Fisher Pivots for day following 17-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
1,093.50 |
1,088.25 |
PP |
1,092.50 |
1,081.75 |
S1 |
1,091.50 |
1,075.00 |
|