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 |
5,443.5 |
5,465.0 |
21.5 |
0.4% |
5,565.0 |
High |
5,508.0 |
5,571.5 |
63.5 |
1.2% |
5,740.0 |
Low |
5,424.0 |
5,462.0 |
38.0 |
0.7% |
5,383.0 |
Close |
5,488.5 |
5,478.0 |
-10.5 |
-0.2% |
5,457.0 |
Range |
84.0 |
109.5 |
25.5 |
30.4% |
357.0 |
ATR |
120.7 |
119.9 |
-0.8 |
-0.7% |
0.0 |
Volume |
166,366 |
215,324 |
48,958 |
29.4% |
972,575 |
|
Daily Pivots for day following 09-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,832.3 |
5,764.7 |
5,538.2 |
|
R3 |
5,722.8 |
5,655.2 |
5,508.1 |
|
R2 |
5,613.3 |
5,613.3 |
5,498.1 |
|
R1 |
5,545.7 |
5,545.7 |
5,488.0 |
5,579.5 |
PP |
5,503.8 |
5,503.8 |
5,503.8 |
5,520.8 |
S1 |
5,436.2 |
5,436.2 |
5,468.0 |
5,470.0 |
S2 |
5,394.3 |
5,394.3 |
5,457.9 |
|
S3 |
5,284.8 |
5,326.7 |
5,447.9 |
|
S4 |
5,175.3 |
5,217.2 |
5,417.8 |
|
|
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% |
124.4 |
2.3% |
27% |
False |
False |
212,758 |
10 |
5,740.0 |
5,383.0 |
357.0 |
6.5% |
125.5 |
2.3% |
27% |
False |
False |
198,979 |
20 |
6,061.5 |
5,383.0 |
678.5 |
12.4% |
131.4 |
2.4% |
14% |
False |
False |
187,547 |
40 |
6,100.5 |
5,383.0 |
717.5 |
13.1% |
103.8 |
1.9% |
13% |
False |
False |
126,626 |
60 |
6,100.5 |
5,383.0 |
717.5 |
13.1% |
100.4 |
1.8% |
13% |
False |
False |
84,744 |
80 |
6,100.5 |
5,324.0 |
776.5 |
14.2% |
104.6 |
1.9% |
20% |
False |
False |
63,715 |
100 |
6,100.5 |
5,324.0 |
776.5 |
14.2% |
101.6 |
1.9% |
20% |
False |
False |
51,342 |
120 |
6,100.5 |
5,171.0 |
929.5 |
17.0% |
99.1 |
1.8% |
33% |
False |
False |
42,908 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,036.9 |
2.618 |
5,858.2 |
1.618 |
5,748.7 |
1.000 |
5,681.0 |
0.618 |
5,639.2 |
HIGH |
5,571.5 |
0.618 |
5,529.7 |
0.500 |
5,516.8 |
0.382 |
5,503.8 |
LOW |
5,462.0 |
0.618 |
5,394.3 |
1.000 |
5,352.5 |
1.618 |
5,284.8 |
2.618 |
5,175.3 |
4.250 |
4,996.6 |
|
|
Fisher Pivots for day following 09-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
5,516.8 |
5,477.8 |
PP |
5,503.8 |
5,477.5 |
S1 |
5,490.9 |
5,477.3 |
|