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 |
1,055.50 |
1,066.50 |
11.00 |
1.0% |
1,070.00 |
High |
1,077.00 |
1,072.50 |
-4.50 |
-0.4% |
1,101.50 |
Low |
1,054.00 |
1,056.25 |
2.25 |
0.2% |
1,040.75 |
Close |
1,066.25 |
1,063.25 |
-3.00 |
-0.3% |
1,059.75 |
Range |
23.00 |
16.25 |
-6.75 |
-29.3% |
60.75 |
ATR |
19.39 |
19.17 |
-0.22 |
-1.2% |
0.00 |
Volume |
2,061,319 |
3,014,475 |
953,156 |
46.2% |
12,254,413 |
|
Daily Pivots for day following 10-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,112.75 |
1,104.25 |
1,072.25 |
|
R3 |
1,096.50 |
1,088.00 |
1,067.75 |
|
R2 |
1,080.25 |
1,080.25 |
1,066.25 |
|
R1 |
1,071.75 |
1,071.75 |
1,064.75 |
1,068.00 |
PP |
1,064.00 |
1,064.00 |
1,064.00 |
1,062.00 |
S1 |
1,055.50 |
1,055.50 |
1,061.75 |
1,051.50 |
S2 |
1,047.75 |
1,047.75 |
1,060.25 |
|
S3 |
1,031.50 |
1,039.25 |
1,058.75 |
|
S4 |
1,015.25 |
1,023.00 |
1,054.25 |
|
|
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 |
1,098.25 |
1,040.75 |
57.50 |
5.4% |
23.50 |
2.2% |
39% |
False |
False |
2,849,133 |
10 |
1,103.50 |
1,040.75 |
62.75 |
5.9% |
22.00 |
2.1% |
36% |
False |
False |
2,700,084 |
20 |
1,147.25 |
1,040.75 |
106.50 |
10.0% |
20.75 |
2.0% |
21% |
False |
False |
2,524,877 |
40 |
1,148.00 |
1,040.75 |
107.25 |
10.1% |
16.00 |
1.5% |
21% |
False |
False |
1,874,714 |
60 |
1,148.00 |
1,040.75 |
107.25 |
10.1% |
16.00 |
1.5% |
21% |
False |
False |
1,280,440 |
80 |
1,148.00 |
1,021.00 |
127.00 |
11.9% |
17.25 |
1.6% |
33% |
False |
False |
961,446 |
100 |
1,148.00 |
1,007.25 |
140.75 |
13.2% |
16.75 |
1.6% |
40% |
False |
False |
769,416 |
120 |
1,148.00 |
984.25 |
163.75 |
15.4% |
16.25 |
1.5% |
48% |
False |
False |
641,187 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,141.50 |
2.618 |
1,115.00 |
1.618 |
1,098.75 |
1.000 |
1,088.75 |
0.618 |
1,082.50 |
HIGH |
1,072.50 |
0.618 |
1,066.25 |
0.500 |
1,064.50 |
0.382 |
1,062.50 |
LOW |
1,056.25 |
0.618 |
1,046.25 |
1.000 |
1,040.00 |
1.618 |
1,030.00 |
2.618 |
1,013.75 |
4.250 |
987.25 |
|
|
Fisher Pivots for day following 10-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
1,064.50 |
1,065.00 |
PP |
1,064.00 |
1,064.50 |
S1 |
1,063.50 |
1,063.75 |
|