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 |
5,536.0 |
5,443.5 |
-92.5 |
-1.7% |
5,565.0 |
High |
5,537.0 |
5,508.0 |
-29.0 |
-0.5% |
5,740.0 |
Low |
5,383.0 |
5,424.0 |
41.0 |
0.8% |
5,383.0 |
Close |
5,457.0 |
5,488.5 |
31.5 |
0.6% |
5,457.0 |
Range |
154.0 |
84.0 |
-70.0 |
-45.5% |
357.0 |
ATR |
123.5 |
120.7 |
-2.8 |
-2.3% |
0.0 |
Volume |
290,430 |
166,366 |
-124,064 |
-42.7% |
972,575 |
|
Daily Pivots for day following 08-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,725.5 |
5,691.0 |
5,534.7 |
|
R3 |
5,641.5 |
5,607.0 |
5,511.6 |
|
R2 |
5,557.5 |
5,557.5 |
5,503.9 |
|
R1 |
5,523.0 |
5,523.0 |
5,496.2 |
5,540.3 |
PP |
5,473.5 |
5,473.5 |
5,473.5 |
5,482.1 |
S1 |
5,439.0 |
5,439.0 |
5,480.8 |
5,456.3 |
S2 |
5,389.5 |
5,389.5 |
5,473.1 |
|
S3 |
5,305.5 |
5,355.0 |
5,465.4 |
|
S4 |
5,221.5 |
5,271.0 |
5,442.3 |
|
|
Weekly Pivots for week ending 05-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,597.7 |
6,384.3 |
5,653.4 |
|
R3 |
6,240.7 |
6,027.3 |
5,555.2 |
|
R2 |
5,883.7 |
5,883.7 |
5,522.5 |
|
R1 |
5,670.3 |
5,670.3 |
5,489.7 |
5,598.5 |
PP |
5,526.7 |
5,526.7 |
5,526.7 |
5,490.8 |
S1 |
5,313.3 |
5,313.3 |
5,424.3 |
5,241.5 |
S2 |
5,169.7 |
5,169.7 |
5,391.6 |
|
S3 |
4,812.7 |
4,956.3 |
5,358.8 |
|
S4 |
4,455.7 |
4,599.3 |
5,260.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,740.0 |
5,383.0 |
357.0 |
6.5% |
124.9 |
2.3% |
30% |
False |
False |
201,331 |
10 |
5,740.0 |
5,383.0 |
357.0 |
6.5% |
128.5 |
2.3% |
30% |
False |
False |
194,564 |
20 |
6,100.5 |
5,383.0 |
717.5 |
13.1% |
129.1 |
2.4% |
15% |
False |
False |
182,190 |
40 |
6,100.5 |
5,383.0 |
717.5 |
13.1% |
102.7 |
1.9% |
15% |
False |
False |
121,289 |
60 |
6,100.5 |
5,383.0 |
717.5 |
13.1% |
100.7 |
1.8% |
15% |
False |
False |
81,169 |
80 |
6,100.5 |
5,324.0 |
776.5 |
14.1% |
104.1 |
1.9% |
21% |
False |
False |
61,026 |
100 |
6,100.5 |
5,324.0 |
776.5 |
14.1% |
101.6 |
1.9% |
21% |
False |
False |
49,220 |
120 |
6,100.5 |
5,171.0 |
929.5 |
16.9% |
99.1 |
1.8% |
34% |
False |
False |
41,115 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,865.0 |
2.618 |
5,727.9 |
1.618 |
5,643.9 |
1.000 |
5,592.0 |
0.618 |
5,559.9 |
HIGH |
5,508.0 |
0.618 |
5,475.9 |
0.500 |
5,466.0 |
0.382 |
5,456.1 |
LOW |
5,424.0 |
0.618 |
5,372.1 |
1.000 |
5,340.0 |
1.618 |
5,288.1 |
2.618 |
5,204.1 |
4.250 |
5,067.0 |
|
|
Fisher Pivots for day following 08-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
5,481.0 |
5,540.5 |
PP |
5,473.5 |
5,523.2 |
S1 |
5,466.0 |
5,505.8 |
|