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 |
1,062.00 |
1,055.50 |
-6.50 |
-0.6% |
1,070.00 |
High |
1,068.50 |
1,077.00 |
8.50 |
0.8% |
1,101.50 |
Low |
1,053.00 |
1,054.00 |
1.00 |
0.1% |
1,040.75 |
Close |
1,056.00 |
1,066.25 |
10.25 |
1.0% |
1,059.75 |
Range |
15.50 |
23.00 |
7.50 |
48.4% |
60.75 |
ATR |
19.12 |
19.39 |
0.28 |
1.5% |
0.00 |
Volume |
3,983,950 |
2,061,319 |
-1,922,631 |
-48.3% |
12,254,413 |
|
Daily Pivots for day following 09-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,134.75 |
1,123.50 |
1,079.00 |
|
R3 |
1,111.75 |
1,100.50 |
1,072.50 |
|
R2 |
1,088.75 |
1,088.75 |
1,070.50 |
|
R1 |
1,077.50 |
1,077.50 |
1,068.25 |
1,083.00 |
PP |
1,065.75 |
1,065.75 |
1,065.75 |
1,068.50 |
S1 |
1,054.50 |
1,054.50 |
1,064.25 |
1,060.00 |
S2 |
1,042.75 |
1,042.75 |
1,062.00 |
|
S3 |
1,019.75 |
1,031.50 |
1,060.00 |
|
S4 |
996.75 |
1,008.50 |
1,053.50 |
|
|
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 |
1,100.25 |
1,040.75 |
59.50 |
5.6% |
22.25 |
2.1% |
43% |
False |
False |
2,667,118 |
10 |
1,103.50 |
1,040.75 |
62.75 |
5.9% |
22.25 |
2.1% |
41% |
False |
False |
2,643,563 |
20 |
1,147.25 |
1,040.75 |
106.50 |
10.0% |
20.75 |
1.9% |
24% |
False |
False |
2,446,975 |
40 |
1,148.00 |
1,040.75 |
107.25 |
10.1% |
16.00 |
1.5% |
24% |
False |
False |
1,826,977 |
60 |
1,148.00 |
1,040.75 |
107.25 |
10.1% |
16.25 |
1.5% |
24% |
False |
False |
1,230,259 |
80 |
1,148.00 |
1,021.00 |
127.00 |
11.9% |
17.25 |
1.6% |
36% |
False |
False |
923,807 |
100 |
1,148.00 |
1,007.25 |
140.75 |
13.2% |
16.75 |
1.6% |
42% |
False |
False |
739,272 |
120 |
1,148.00 |
971.00 |
177.00 |
16.6% |
16.25 |
1.5% |
54% |
False |
False |
616,066 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,174.75 |
2.618 |
1,137.25 |
1.618 |
1,114.25 |
1.000 |
1,100.00 |
0.618 |
1,091.25 |
HIGH |
1,077.00 |
0.618 |
1,068.25 |
0.500 |
1,065.50 |
0.382 |
1,062.75 |
LOW |
1,054.00 |
0.618 |
1,039.75 |
1.000 |
1,031.00 |
1.618 |
1,016.75 |
2.618 |
993.75 |
4.250 |
956.25 |
|
|
Fisher Pivots for day following 09-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
1,066.00 |
1,063.75 |
PP |
1,065.75 |
1,061.25 |
S1 |
1,065.50 |
1,059.00 |
|