Trading Metrics calculated at close of trading on 10-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2010 |
10-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
1,063.4 |
1,078.0 |
14.6 |
1.4% |
1,081.0 |
High |
1,082.0 |
1,081.1 |
-0.9 |
-0.1% |
1,124.9 |
Low |
1,063.1 |
1,063.3 |
0.2 |
0.0% |
1,045.2 |
Close |
1,076.7 |
1,075.8 |
-0.9 |
-0.1% |
1,052.2 |
Range |
18.9 |
17.8 |
-1.1 |
-5.8% |
79.7 |
ATR |
23.0 |
22.6 |
-0.4 |
-1.6% |
0.0 |
Volume |
549 |
387 |
-162 |
-29.5% |
19,512 |
|
Daily Pivots for day following 10-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,126.8 |
1,119.1 |
1,085.6 |
|
R3 |
1,109.0 |
1,101.3 |
1,080.7 |
|
R2 |
1,091.2 |
1,091.2 |
1,079.1 |
|
R1 |
1,083.5 |
1,083.5 |
1,077.4 |
1,078.5 |
PP |
1,073.4 |
1,073.4 |
1,073.4 |
1,070.9 |
S1 |
1,065.7 |
1,065.7 |
1,074.2 |
1,060.7 |
S2 |
1,055.6 |
1,055.6 |
1,072.5 |
|
S3 |
1,037.8 |
1,047.9 |
1,070.9 |
|
S4 |
1,020.0 |
1,030.1 |
1,066.0 |
|
|
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 |
1,110.7 |
1,045.2 |
65.5 |
6.1% |
24.7 |
2.3% |
47% |
False |
False |
1,034 |
10 |
1,124.9 |
1,045.2 |
79.7 |
7.4% |
22.7 |
2.1% |
38% |
False |
False |
33,026 |
20 |
1,146.7 |
1,045.2 |
101.5 |
9.4% |
21.3 |
2.0% |
30% |
False |
False |
119,177 |
40 |
1,163.0 |
1,045.2 |
117.8 |
10.9% |
21.2 |
2.0% |
26% |
False |
False |
131,343 |
60 |
1,227.5 |
1,045.2 |
182.3 |
16.9% |
23.2 |
2.2% |
17% |
False |
False |
135,318 |
80 |
1,227.5 |
1,028.0 |
199.5 |
18.5% |
21.5 |
2.0% |
24% |
False |
False |
103,711 |
100 |
1,227.5 |
987.3 |
240.2 |
22.3% |
20.3 |
1.9% |
37% |
False |
False |
83,482 |
120 |
1,227.5 |
940.0 |
287.5 |
26.7% |
19.2 |
1.8% |
47% |
False |
False |
69,762 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,156.8 |
2.618 |
1,127.7 |
1.618 |
1,109.9 |
1.000 |
1,098.9 |
0.618 |
1,092.1 |
HIGH |
1,081.1 |
0.618 |
1,074.3 |
0.500 |
1,072.2 |
0.382 |
1,070.1 |
LOW |
1,063.3 |
0.618 |
1,052.3 |
1.000 |
1,045.5 |
1.618 |
1,034.5 |
2.618 |
1,016.7 |
4.250 |
987.7 |
|
|
Fisher Pivots for day following 10-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
1,074.6 |
1,074.5 |
PP |
1,073.4 |
1,073.1 |
S1 |
1,072.2 |
1,071.8 |
|