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 |
5,465.0 |
5,535.0 |
70.0 |
1.3% |
5,565.0 |
High |
5,571.5 |
5,595.0 |
23.5 |
0.4% |
5,740.0 |
Low |
5,462.0 |
5,506.0 |
44.0 |
0.8% |
5,383.0 |
Close |
5,478.0 |
5,532.5 |
54.5 |
1.0% |
5,457.0 |
Range |
109.5 |
89.0 |
-20.5 |
-18.7% |
357.0 |
ATR |
119.9 |
119.7 |
-0.2 |
-0.2% |
0.0 |
Volume |
215,324 |
175,040 |
-40,284 |
-18.7% |
972,575 |
|
Daily Pivots for day following 10-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,811.5 |
5,761.0 |
5,581.5 |
|
R3 |
5,722.5 |
5,672.0 |
5,557.0 |
|
R2 |
5,633.5 |
5,633.5 |
5,548.8 |
|
R1 |
5,583.0 |
5,583.0 |
5,540.7 |
5,563.8 |
PP |
5,544.5 |
5,544.5 |
5,544.5 |
5,534.9 |
S1 |
5,494.0 |
5,494.0 |
5,524.3 |
5,474.8 |
S2 |
5,455.5 |
5,455.5 |
5,516.2 |
|
S3 |
5,366.5 |
5,405.0 |
5,508.0 |
|
S4 |
5,277.5 |
5,316.0 |
5,483.6 |
|
|
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 |
5,698.0 |
5,383.0 |
315.0 |
5.7% |
125.5 |
2.3% |
47% |
False |
False |
215,044 |
10 |
5,740.0 |
5,383.0 |
357.0 |
6.5% |
124.5 |
2.2% |
42% |
False |
False |
196,010 |
20 |
6,033.0 |
5,383.0 |
650.0 |
11.7% |
128.9 |
2.3% |
23% |
False |
False |
187,347 |
40 |
6,100.5 |
5,383.0 |
717.5 |
13.0% |
102.2 |
1.8% |
21% |
False |
False |
130,895 |
60 |
6,100.5 |
5,383.0 |
717.5 |
13.0% |
101.1 |
1.8% |
21% |
False |
False |
87,658 |
80 |
6,100.5 |
5,324.0 |
776.5 |
14.0% |
104.6 |
1.9% |
27% |
False |
False |
65,899 |
100 |
6,100.5 |
5,324.0 |
776.5 |
14.0% |
101.9 |
1.8% |
27% |
False |
False |
53,066 |
120 |
6,100.5 |
5,171.0 |
929.5 |
16.8% |
99.5 |
1.8% |
39% |
False |
False |
44,363 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,973.3 |
2.618 |
5,828.0 |
1.618 |
5,739.0 |
1.000 |
5,684.0 |
0.618 |
5,650.0 |
HIGH |
5,595.0 |
0.618 |
5,561.0 |
0.500 |
5,550.5 |
0.382 |
5,540.0 |
LOW |
5,506.0 |
0.618 |
5,451.0 |
1.000 |
5,417.0 |
1.618 |
5,362.0 |
2.618 |
5,273.0 |
4.250 |
5,127.8 |
|
|
Fisher Pivots for day following 10-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
5,550.5 |
5,524.8 |
PP |
5,544.5 |
5,517.2 |
S1 |
5,538.5 |
5,509.5 |
|