Trading Metrics calculated at close of trading on 08-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2010 |
08-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
1,068.3 |
1,067.5 |
-0.8 |
-0.1% |
1,081.0 |
High |
1,068.5 |
1,073.4 |
4.9 |
0.5% |
1,124.9 |
Low |
1,045.2 |
1,061.6 |
16.4 |
1.6% |
1,045.2 |
Close |
1,052.2 |
1,065.7 |
13.5 |
1.3% |
1,052.2 |
Range |
23.3 |
11.8 |
-11.5 |
-49.4% |
79.7 |
ATR |
23.4 |
23.3 |
-0.2 |
-0.7% |
0.0 |
Volume |
1,426 |
1,956 |
530 |
37.2% |
19,512 |
|
Daily Pivots for day following 08-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,102.3 |
1,095.8 |
1,072.2 |
|
R3 |
1,090.5 |
1,084.0 |
1,068.9 |
|
R2 |
1,078.7 |
1,078.7 |
1,067.9 |
|
R1 |
1,072.2 |
1,072.2 |
1,066.8 |
1,069.6 |
PP |
1,066.9 |
1,066.9 |
1,066.9 |
1,065.6 |
S1 |
1,060.4 |
1,060.4 |
1,064.6 |
1,057.8 |
S2 |
1,055.1 |
1,055.1 |
1,063.5 |
|
S3 |
1,043.3 |
1,048.6 |
1,062.5 |
|
S4 |
1,031.5 |
1,036.8 |
1,059.2 |
|
|
Weekly Pivots for week ending 05-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,313.2 |
1,262.4 |
1,096.0 |
|
R3 |
1,233.5 |
1,182.7 |
1,074.1 |
|
R2 |
1,153.8 |
1,153.8 |
1,066.8 |
|
R1 |
1,103.0 |
1,103.0 |
1,059.5 |
1,088.6 |
PP |
1,074.1 |
1,074.1 |
1,074.1 |
1,066.9 |
S1 |
1,023.3 |
1,023.3 |
1,044.9 |
1,008.9 |
S2 |
994.4 |
994.4 |
1,037.6 |
|
S3 |
914.7 |
943.6 |
1,030.3 |
|
S4 |
835.0 |
863.9 |
1,008.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,124.9 |
1,045.2 |
79.7 |
7.5% |
24.3 |
2.3% |
26% |
False |
False |
2,002 |
10 |
1,124.9 |
1,045.2 |
79.7 |
7.5% |
22.8 |
2.1% |
26% |
False |
False |
71,484 |
20 |
1,163.0 |
1,045.2 |
117.8 |
11.1% |
22.4 |
2.1% |
17% |
False |
False |
138,450 |
40 |
1,163.0 |
1,045.2 |
117.8 |
11.1% |
21.5 |
2.0% |
17% |
False |
False |
142,018 |
60 |
1,227.5 |
1,045.2 |
182.3 |
17.1% |
23.2 |
2.2% |
11% |
False |
False |
136,062 |
80 |
1,227.5 |
1,028.0 |
199.5 |
18.7% |
21.5 |
2.0% |
19% |
False |
False |
103,742 |
100 |
1,227.5 |
987.3 |
240.2 |
22.5% |
20.2 |
1.9% |
33% |
False |
False |
83,485 |
120 |
1,227.5 |
935.0 |
292.5 |
27.4% |
19.1 |
1.8% |
45% |
False |
False |
69,763 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,123.6 |
2.618 |
1,104.3 |
1.618 |
1,092.5 |
1.000 |
1,085.2 |
0.618 |
1,080.7 |
HIGH |
1,073.4 |
0.618 |
1,068.9 |
0.500 |
1,067.5 |
0.382 |
1,066.1 |
LOW |
1,061.6 |
0.618 |
1,054.3 |
1.000 |
1,049.8 |
1.618 |
1,042.5 |
2.618 |
1,030.7 |
4.250 |
1,011.5 |
|
|
Fisher Pivots for day following 08-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
1,067.5 |
1,078.0 |
PP |
1,066.9 |
1,073.9 |
S1 |
1,066.3 |
1,069.8 |
|