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 |
10,100.81 |
10,261.48 |
160.67 |
1.6% |
10,005.43 |
High |
10,279.54 |
10,320.13 |
40.59 |
0.4% |
10,161.57 |
Low |
10,100.81 |
10,261.48 |
160.67 |
1.6% |
9,904.09 |
Close |
10,268.81 |
10,309.24 |
40.43 |
0.4% |
10,099.14 |
Range |
178.73 |
58.65 |
-120.08 |
-67.2% |
257.48 |
ATR |
152.80 |
146.07 |
-6.72 |
-4.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 17-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,472.90 |
10,449.72 |
10,341.50 |
|
R3 |
10,414.25 |
10,391.07 |
10,325.37 |
|
R2 |
10,355.60 |
10,355.60 |
10,319.99 |
|
R1 |
10,332.42 |
10,332.42 |
10,314.62 |
10,344.01 |
PP |
10,296.95 |
10,296.95 |
10,296.95 |
10,302.75 |
S1 |
10,273.77 |
10,273.77 |
10,303.86 |
10,285.36 |
S2 |
10,238.30 |
10,238.30 |
10,298.49 |
|
S3 |
10,179.65 |
10,215.12 |
10,293.11 |
|
S4 |
10,121.00 |
10,156.47 |
10,276.98 |
|
|
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 |
10,320.13 |
9,962.96 |
357.17 |
3.5% |
139.68 |
1.4% |
97% |
True |
False |
|
10 |
10,320.13 |
9,835.09 |
485.04 |
4.7% |
159.95 |
1.6% |
98% |
True |
False |
|
20 |
10,719.92 |
9,835.09 |
884.83 |
8.6% |
165.11 |
1.6% |
54% |
False |
False |
|
40 |
10,729.89 |
9,835.09 |
894.80 |
8.7% |
126.28 |
1.2% |
53% |
False |
False |
|
60 |
10,729.89 |
9,835.09 |
894.80 |
8.7% |
123.42 |
1.2% |
53% |
False |
False |
|
80 |
10,729.89 |
9,678.95 |
1,050.94 |
10.2% |
130.24 |
1.3% |
60% |
False |
False |
|
100 |
10,729.89 |
9,430.08 |
1,299.81 |
12.6% |
129.02 |
1.3% |
68% |
False |
False |
|
120 |
10,729.89 |
9,252.93 |
1,476.96 |
14.3% |
126.50 |
1.2% |
72% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,569.39 |
2.618 |
10,473.68 |
1.618 |
10,415.03 |
1.000 |
10,378.78 |
0.618 |
10,356.38 |
HIGH |
10,320.13 |
0.618 |
10,297.73 |
0.500 |
10,290.81 |
0.382 |
10,283.88 |
LOW |
10,261.48 |
0.618 |
10,225.23 |
1.000 |
10,202.83 |
1.618 |
10,166.58 |
2.618 |
10,107.93 |
4.250 |
10,012.22 |
|
|
Fisher Pivots for day following 17-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
10,303.10 |
10,256.82 |
PP |
10,296.95 |
10,204.40 |
S1 |
10,290.81 |
10,151.98 |
|