Trading Metrics calculated at close of trading on 12-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2010 |
12-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
1,075.3 |
1,097.4 |
22.1 |
2.1% |
1,068.7 |
High |
1,098.7 |
1,098.4 |
-0.3 |
0.0% |
1,098.7 |
Low |
1,074.5 |
1,079.6 |
5.1 |
0.5% |
1,063.2 |
Close |
1,095.8 |
1,091.1 |
-4.7 |
-0.4% |
1,091.1 |
Range |
24.2 |
18.8 |
-5.4 |
-22.3% |
35.5 |
ATR |
22.4 |
22.2 |
-0.3 |
-1.2% |
0.0 |
Volume |
3,095 |
2,773 |
-322 |
-10.4% |
22,297 |
|
Daily Pivots for day following 12-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,146.1 |
1,137.4 |
1,101.4 |
|
R3 |
1,127.3 |
1,118.6 |
1,096.3 |
|
R2 |
1,108.5 |
1,108.5 |
1,094.5 |
|
R1 |
1,099.8 |
1,099.8 |
1,092.8 |
1,094.8 |
PP |
1,089.7 |
1,089.7 |
1,089.7 |
1,087.2 |
S1 |
1,081.0 |
1,081.0 |
1,089.4 |
1,076.0 |
S2 |
1,070.9 |
1,070.9 |
1,087.7 |
|
S3 |
1,052.1 |
1,062.2 |
1,085.9 |
|
S4 |
1,033.3 |
1,043.4 |
1,080.8 |
|
|
Weekly Pivots for week ending 12-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,190.8 |
1,176.5 |
1,110.6 |
|
R3 |
1,155.3 |
1,141.0 |
1,100.9 |
|
R2 |
1,119.8 |
1,119.8 |
1,097.6 |
|
R1 |
1,105.5 |
1,105.5 |
1,094.4 |
1,112.7 |
PP |
1,084.3 |
1,084.3 |
1,084.3 |
1,087.9 |
S1 |
1,070.0 |
1,070.0 |
1,087.8 |
1,077.2 |
S2 |
1,048.8 |
1,048.8 |
1,084.6 |
|
S3 |
1,013.3 |
1,034.5 |
1,081.3 |
|
S4 |
977.8 |
999.0 |
1,071.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,098.7 |
1,063.2 |
35.5 |
3.3% |
18.6 |
1.7% |
79% |
False |
False |
4,459 |
10 |
1,127.3 |
1,045.6 |
81.7 |
7.5% |
24.0 |
2.2% |
56% |
False |
False |
4,264 |
20 |
1,147.2 |
1,045.6 |
101.6 |
9.3% |
21.4 |
2.0% |
45% |
False |
False |
4,001 |
40 |
1,164.1 |
1,045.6 |
118.5 |
10.9% |
20.3 |
1.9% |
38% |
False |
False |
3,654 |
60 |
1,230.0 |
1,045.6 |
184.4 |
16.9% |
21.9 |
2.0% |
25% |
False |
False |
3,323 |
80 |
1,230.0 |
1,030.0 |
200.0 |
18.3% |
20.1 |
1.8% |
31% |
False |
False |
2,821 |
100 |
1,230.0 |
989.3 |
240.7 |
22.1% |
18.8 |
1.7% |
42% |
False |
False |
2,356 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,178.3 |
2.618 |
1,147.6 |
1.618 |
1,128.8 |
1.000 |
1,117.2 |
0.618 |
1,110.0 |
HIGH |
1,098.4 |
0.618 |
1,091.2 |
0.500 |
1,089.0 |
0.382 |
1,086.8 |
LOW |
1,079.6 |
0.618 |
1,068.0 |
1.000 |
1,060.8 |
1.618 |
1,049.2 |
2.618 |
1,030.4 |
4.250 |
999.7 |
|
|
Fisher Pivots for day following 12-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
1,090.4 |
1,087.9 |
PP |
1,089.7 |
1,084.7 |
S1 |
1,089.0 |
1,081.5 |
|