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 |
1,088.50 |
1,094.50 |
6.00 |
0.6% |
1,056.75 |
High |
1,095.00 |
1,101.75 |
6.75 |
0.6% |
1,076.00 |
Low |
1,087.75 |
1,088.50 |
0.75 |
0.1% |
1,048.00 |
Close |
1,094.75 |
1,100.75 |
6.00 |
0.5% |
1,074.25 |
Range |
7.25 |
13.25 |
6.00 |
82.8% |
28.00 |
ATR |
18.06 |
17.71 |
-0.34 |
-1.9% |
0.00 |
Volume |
4,115 |
5,138 |
1,023 |
24.9% |
20,487 |
|
Daily Pivots for day following 18-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,136.75 |
1,132.00 |
1,108.00 |
|
R3 |
1,123.50 |
1,118.75 |
1,104.50 |
|
R2 |
1,110.25 |
1,110.25 |
1,103.25 |
|
R1 |
1,105.50 |
1,105.50 |
1,102.00 |
1,108.00 |
PP |
1,097.00 |
1,097.00 |
1,097.00 |
1,098.25 |
S1 |
1,092.25 |
1,092.25 |
1,099.50 |
1,094.50 |
S2 |
1,083.75 |
1,083.75 |
1,098.25 |
|
S3 |
1,070.50 |
1,079.00 |
1,097.00 |
|
S4 |
1,057.25 |
1,065.75 |
1,093.50 |
|
|
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 |
1,101.75 |
1,052.50 |
49.25 |
4.5% |
16.25 |
1.5% |
98% |
True |
False |
3,692 |
10 |
1,101.75 |
1,036.25 |
65.50 |
6.0% |
19.75 |
1.8% |
98% |
True |
False |
3,547 |
20 |
1,134.00 |
1,036.25 |
97.75 |
8.9% |
20.25 |
1.8% |
66% |
False |
False |
2,990 |
40 |
1,143.00 |
1,036.25 |
106.75 |
9.7% |
16.00 |
1.5% |
60% |
False |
False |
1,861 |
60 |
1,143.00 |
1,036.25 |
106.75 |
9.7% |
14.75 |
1.3% |
60% |
False |
False |
1,258 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,158.00 |
2.618 |
1,136.50 |
1.618 |
1,123.25 |
1.000 |
1,115.00 |
0.618 |
1,110.00 |
HIGH |
1,101.75 |
0.618 |
1,096.75 |
0.500 |
1,095.00 |
0.382 |
1,093.50 |
LOW |
1,088.50 |
0.618 |
1,080.25 |
1.000 |
1,075.25 |
1.618 |
1,067.00 |
2.618 |
1,053.75 |
4.250 |
1,032.25 |
|
|
Fisher Pivots for day following 18-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
1,099.00 |
1,095.75 |
PP |
1,097.00 |
1,090.50 |
S1 |
1,095.00 |
1,085.50 |
|