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 |
1,061.75 |
1,062.00 |
0.25 |
0.0% |
1,070.00 |
High |
1,065.00 |
1,068.50 |
3.50 |
0.3% |
1,101.50 |
Low |
1,040.75 |
1,053.00 |
12.25 |
1.2% |
1,040.75 |
Close |
1,059.75 |
1,056.00 |
-3.75 |
-0.4% |
1,059.75 |
Range |
24.25 |
15.50 |
-8.75 |
-36.1% |
60.75 |
ATR |
19.39 |
19.12 |
-0.28 |
-1.4% |
0.00 |
Volume |
3,302,110 |
3,983,950 |
681,840 |
20.6% |
12,254,413 |
|
Daily Pivots for day following 08-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,105.75 |
1,096.25 |
1,064.50 |
|
R3 |
1,090.25 |
1,080.75 |
1,060.25 |
|
R2 |
1,074.75 |
1,074.75 |
1,058.75 |
|
R1 |
1,065.25 |
1,065.25 |
1,057.50 |
1,062.25 |
PP |
1,059.25 |
1,059.25 |
1,059.25 |
1,057.50 |
S1 |
1,049.75 |
1,049.75 |
1,054.50 |
1,046.75 |
S2 |
1,043.75 |
1,043.75 |
1,053.25 |
|
S3 |
1,028.25 |
1,034.25 |
1,051.75 |
|
S4 |
1,012.75 |
1,018.75 |
1,047.50 |
|
|
Weekly Pivots for week ending 05-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,249.50 |
1,215.50 |
1,093.25 |
|
R3 |
1,188.75 |
1,154.75 |
1,076.50 |
|
R2 |
1,128.00 |
1,128.00 |
1,071.00 |
|
R1 |
1,094.00 |
1,094.00 |
1,065.25 |
1,080.50 |
PP |
1,067.25 |
1,067.25 |
1,067.25 |
1,060.75 |
S1 |
1,033.25 |
1,033.25 |
1,054.25 |
1,020.00 |
S2 |
1,006.50 |
1,006.50 |
1,048.50 |
|
S3 |
945.75 |
972.50 |
1,043.00 |
|
S4 |
885.00 |
911.75 |
1,026.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,101.50 |
1,040.75 |
60.75 |
5.8% |
21.50 |
2.0% |
25% |
False |
False |
2,634,056 |
10 |
1,103.50 |
1,040.75 |
62.75 |
5.9% |
22.00 |
2.1% |
24% |
False |
False |
2,645,460 |
20 |
1,148.00 |
1,040.75 |
107.25 |
10.2% |
20.00 |
1.9% |
14% |
False |
False |
2,420,292 |
40 |
1,148.00 |
1,040.75 |
107.25 |
10.2% |
15.75 |
1.5% |
14% |
False |
False |
1,784,337 |
60 |
1,148.00 |
1,040.75 |
107.25 |
10.2% |
16.00 |
1.5% |
14% |
False |
False |
1,195,974 |
80 |
1,148.00 |
1,021.00 |
127.00 |
12.0% |
17.00 |
1.6% |
28% |
False |
False |
898,067 |
100 |
1,148.00 |
1,007.25 |
140.75 |
13.3% |
16.75 |
1.6% |
35% |
False |
False |
718,661 |
120 |
1,148.00 |
970.00 |
178.00 |
16.9% |
16.00 |
1.5% |
48% |
False |
False |
598,888 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,134.50 |
2.618 |
1,109.00 |
1.618 |
1,093.50 |
1.000 |
1,084.00 |
0.618 |
1,078.00 |
HIGH |
1,068.50 |
0.618 |
1,062.50 |
0.500 |
1,060.75 |
0.382 |
1,059.00 |
LOW |
1,053.00 |
0.618 |
1,043.50 |
1.000 |
1,037.50 |
1.618 |
1,028.00 |
2.618 |
1,012.50 |
4.250 |
987.00 |
|
|
Fisher Pivots for day following 08-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
1,060.75 |
1,069.50 |
PP |
1,059.25 |
1,065.00 |
S1 |
1,057.50 |
1,060.50 |
|