Trading Metrics calculated at close of trading on 11-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2010 |
11-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
5,535.0 |
5,568.0 |
33.0 |
0.6% |
5,565.0 |
High |
5,595.0 |
5,584.0 |
-11.0 |
-0.2% |
5,740.0 |
Low |
5,506.0 |
5,455.5 |
-50.5 |
-0.9% |
5,383.0 |
Close |
5,532.5 |
5,511.5 |
-21.0 |
-0.4% |
5,457.0 |
Range |
89.0 |
128.5 |
39.5 |
44.4% |
357.0 |
ATR |
119.7 |
120.3 |
0.6 |
0.5% |
0.0 |
Volume |
175,040 |
215,045 |
40,005 |
22.9% |
972,575 |
|
Daily Pivots for day following 11-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,902.5 |
5,835.5 |
5,582.2 |
|
R3 |
5,774.0 |
5,707.0 |
5,546.8 |
|
R2 |
5,645.5 |
5,645.5 |
5,535.1 |
|
R1 |
5,578.5 |
5,578.5 |
5,523.3 |
5,547.8 |
PP |
5,517.0 |
5,517.0 |
5,517.0 |
5,501.6 |
S1 |
5,450.0 |
5,450.0 |
5,499.7 |
5,419.3 |
S2 |
5,388.5 |
5,388.5 |
5,487.9 |
|
S3 |
5,260.0 |
5,321.5 |
5,476.2 |
|
S4 |
5,131.5 |
5,193.0 |
5,440.8 |
|
|
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 |
5,595.0 |
5,383.0 |
212.0 |
3.8% |
113.0 |
2.1% |
61% |
False |
False |
212,441 |
10 |
5,740.0 |
5,383.0 |
357.0 |
6.5% |
118.0 |
2.1% |
36% |
False |
False |
193,561 |
20 |
6,033.0 |
5,383.0 |
650.0 |
11.8% |
131.3 |
2.4% |
20% |
False |
False |
192,699 |
40 |
6,100.5 |
5,383.0 |
717.5 |
13.0% |
102.6 |
1.9% |
18% |
False |
False |
136,154 |
60 |
6,100.5 |
5,383.0 |
717.5 |
13.0% |
102.5 |
1.9% |
18% |
False |
False |
91,204 |
80 |
6,100.5 |
5,324.0 |
776.5 |
14.1% |
105.1 |
1.9% |
24% |
False |
False |
68,559 |
100 |
6,100.5 |
5,324.0 |
776.5 |
14.1% |
102.3 |
1.9% |
24% |
False |
False |
55,163 |
120 |
6,100.5 |
5,275.0 |
825.5 |
15.0% |
99.8 |
1.8% |
29% |
False |
False |
46,154 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,130.1 |
2.618 |
5,920.4 |
1.618 |
5,791.9 |
1.000 |
5,712.5 |
0.618 |
5,663.4 |
HIGH |
5,584.0 |
0.618 |
5,534.9 |
0.500 |
5,519.8 |
0.382 |
5,504.6 |
LOW |
5,455.5 |
0.618 |
5,376.1 |
1.000 |
5,327.0 |
1.618 |
5,247.6 |
2.618 |
5,119.1 |
4.250 |
4,909.4 |
|
|
Fisher Pivots for day following 11-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
5,519.8 |
5,525.3 |
PP |
5,517.0 |
5,520.7 |
S1 |
5,514.3 |
5,516.1 |
|