Trading Metrics calculated at close of trading on 09-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2010 |
09-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
1,067.5 |
1,063.4 |
-4.1 |
-0.4% |
1,081.0 |
High |
1,073.4 |
1,082.0 |
8.6 |
0.8% |
1,124.9 |
Low |
1,061.6 |
1,063.1 |
1.5 |
0.1% |
1,045.2 |
Close |
1,065.7 |
1,076.7 |
11.0 |
1.0% |
1,052.2 |
Range |
11.8 |
18.9 |
7.1 |
60.2% |
79.7 |
ATR |
23.3 |
23.0 |
-0.3 |
-1.3% |
0.0 |
Volume |
1,956 |
549 |
-1,407 |
-71.9% |
19,512 |
|
Daily Pivots for day following 09-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,130.6 |
1,122.6 |
1,087.1 |
|
R3 |
1,111.7 |
1,103.7 |
1,081.9 |
|
R2 |
1,092.8 |
1,092.8 |
1,080.2 |
|
R1 |
1,084.8 |
1,084.8 |
1,078.4 |
1,088.8 |
PP |
1,073.9 |
1,073.9 |
1,073.9 |
1,076.0 |
S1 |
1,065.9 |
1,065.9 |
1,075.0 |
1,069.9 |
S2 |
1,055.0 |
1,055.0 |
1,073.2 |
|
S3 |
1,036.1 |
1,047.0 |
1,071.5 |
|
S4 |
1,017.2 |
1,028.1 |
1,066.3 |
|
|
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 |
7.4% |
24.4 |
2.3% |
40% |
False |
False |
1,621 |
10 |
1,124.9 |
1,045.2 |
79.7 |
7.4% |
22.9 |
2.1% |
40% |
False |
False |
56,003 |
20 |
1,158.3 |
1,045.2 |
113.1 |
10.5% |
22.1 |
2.1% |
28% |
False |
False |
127,846 |
40 |
1,163.0 |
1,045.2 |
117.8 |
10.9% |
21.6 |
2.0% |
27% |
False |
False |
135,434 |
60 |
1,227.5 |
1,045.2 |
182.3 |
16.9% |
23.3 |
2.2% |
17% |
False |
False |
135,799 |
80 |
1,227.5 |
1,028.0 |
199.5 |
18.5% |
21.6 |
2.0% |
24% |
False |
False |
103,722 |
100 |
1,227.5 |
987.3 |
240.2 |
22.3% |
20.2 |
1.9% |
37% |
False |
False |
83,483 |
120 |
1,227.5 |
935.0 |
292.5 |
27.2% |
19.2 |
1.8% |
48% |
False |
False |
69,761 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,162.3 |
2.618 |
1,131.5 |
1.618 |
1,112.6 |
1.000 |
1,100.9 |
0.618 |
1,093.7 |
HIGH |
1,082.0 |
0.618 |
1,074.8 |
0.500 |
1,072.6 |
0.382 |
1,070.3 |
LOW |
1,063.1 |
0.618 |
1,051.4 |
1.000 |
1,044.2 |
1.618 |
1,032.5 |
2.618 |
1,013.6 |
4.250 |
982.8 |
|
|
Fisher Pivots for day following 09-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
1,075.3 |
1,072.3 |
PP |
1,073.9 |
1,068.0 |
S1 |
1,072.6 |
1,063.6 |
|