Trading Metrics calculated at close of trading on 16-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2010 |
16-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
10,137.23 |
10,100.81 |
-36.42 |
-0.4% |
10,005.43 |
High |
10,137.39 |
10,279.54 |
142.15 |
1.4% |
10,161.57 |
Low |
9,983.82 |
10,100.81 |
116.99 |
1.2% |
9,904.09 |
Close |
10,099.14 |
10,268.81 |
169.67 |
1.7% |
10,099.14 |
Range |
153.57 |
178.73 |
25.16 |
16.4% |
257.48 |
ATR |
150.68 |
152.80 |
2.12 |
1.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 16-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,752.58 |
10,689.42 |
10,367.11 |
|
R3 |
10,573.85 |
10,510.69 |
10,317.96 |
|
R2 |
10,395.12 |
10,395.12 |
10,301.58 |
|
R1 |
10,331.96 |
10,331.96 |
10,285.19 |
10,363.54 |
PP |
10,216.39 |
10,216.39 |
10,216.39 |
10,232.18 |
S1 |
10,153.23 |
10,153.23 |
10,252.43 |
10,184.81 |
S2 |
10,037.66 |
10,037.66 |
10,236.04 |
|
S3 |
9,858.93 |
9,974.50 |
10,219.66 |
|
S4 |
9,680.20 |
9,795.77 |
10,170.51 |
|
|
Weekly Pivots for week ending 12-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,827.37 |
10,720.74 |
10,240.75 |
|
R3 |
10,569.89 |
10,463.26 |
10,169.95 |
|
R2 |
10,312.41 |
10,312.41 |
10,146.34 |
|
R1 |
10,205.78 |
10,205.78 |
10,122.74 |
10,259.10 |
PP |
10,054.93 |
10,054.93 |
10,054.93 |
10,081.59 |
S1 |
9,948.30 |
9,948.30 |
10,075.54 |
10,001.62 |
S2 |
9,797.45 |
9,797.45 |
10,051.94 |
|
S3 |
9,539.97 |
9,690.82 |
10,028.33 |
|
S4 |
9,282.49 |
9,433.34 |
9,957.53 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,279.54 |
9,910.06 |
369.48 |
3.6% |
173.82 |
1.7% |
97% |
True |
False |
|
10 |
10,314.84 |
9,835.09 |
479.75 |
4.7% |
168.21 |
1.6% |
90% |
False |
False |
|
20 |
10,729.89 |
9,835.09 |
894.80 |
8.7% |
169.07 |
1.6% |
48% |
False |
False |
|
40 |
10,729.89 |
9,835.09 |
894.80 |
8.7% |
128.12 |
1.2% |
48% |
False |
False |
|
60 |
10,729.89 |
9,835.09 |
894.80 |
8.7% |
123.65 |
1.2% |
48% |
False |
False |
|
80 |
10,729.89 |
9,678.95 |
1,050.94 |
10.2% |
131.70 |
1.3% |
56% |
False |
False |
|
100 |
10,729.89 |
9,430.08 |
1,299.81 |
12.7% |
130.20 |
1.3% |
65% |
False |
False |
|
120 |
10,729.89 |
9,252.93 |
1,476.96 |
14.4% |
126.93 |
1.2% |
69% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,039.14 |
2.618 |
10,747.46 |
1.618 |
10,568.73 |
1.000 |
10,458.27 |
0.618 |
10,390.00 |
HIGH |
10,279.54 |
0.618 |
10,211.27 |
0.500 |
10,190.18 |
0.382 |
10,169.08 |
LOW |
10,100.81 |
0.618 |
9,990.35 |
1.000 |
9,922.08 |
1.618 |
9,811.62 |
2.618 |
9,632.89 |
4.250 |
9,341.21 |
|
|
Fisher Pivots for day following 16-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
10,242.60 |
10,221.92 |
PP |
10,216.39 |
10,175.02 |
S1 |
10,190.18 |
10,128.13 |
|