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 |
1,066.50 |
1,063.50 |
-3.00 |
-0.3% |
1,070.00 |
High |
1,072.50 |
1,078.00 |
5.50 |
0.5% |
1,101.50 |
Low |
1,056.25 |
1,057.50 |
1.25 |
0.1% |
1,040.75 |
Close |
1,063.25 |
1,076.50 |
13.25 |
1.2% |
1,059.75 |
Range |
16.25 |
20.50 |
4.25 |
26.2% |
60.75 |
ATR |
19.17 |
19.26 |
0.10 |
0.5% |
0.00 |
Volume |
3,014,475 |
2,204,772 |
-809,703 |
-26.9% |
12,254,413 |
|
Daily Pivots for day following 11-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,132.25 |
1,124.75 |
1,087.75 |
|
R3 |
1,111.75 |
1,104.25 |
1,082.25 |
|
R2 |
1,091.25 |
1,091.25 |
1,080.25 |
|
R1 |
1,083.75 |
1,083.75 |
1,078.50 |
1,087.50 |
PP |
1,070.75 |
1,070.75 |
1,070.75 |
1,072.50 |
S1 |
1,063.25 |
1,063.25 |
1,074.50 |
1,067.00 |
S2 |
1,050.25 |
1,050.25 |
1,072.75 |
|
S3 |
1,029.75 |
1,042.75 |
1,070.75 |
|
S4 |
1,009.25 |
1,022.25 |
1,065.25 |
|
|
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 |
1,078.00 |
1,040.75 |
37.25 |
3.5% |
20.00 |
1.8% |
96% |
True |
False |
2,913,325 |
10 |
1,101.50 |
1,040.75 |
60.75 |
5.6% |
21.25 |
2.0% |
59% |
False |
False |
2,657,101 |
20 |
1,147.25 |
1,040.75 |
106.50 |
9.9% |
21.00 |
2.0% |
34% |
False |
False |
2,529,257 |
40 |
1,148.00 |
1,040.75 |
107.25 |
10.0% |
16.25 |
1.5% |
33% |
False |
False |
1,887,078 |
60 |
1,148.00 |
1,040.75 |
107.25 |
10.0% |
16.25 |
1.5% |
33% |
False |
False |
1,317,109 |
80 |
1,148.00 |
1,021.00 |
127.00 |
11.8% |
17.25 |
1.6% |
44% |
False |
False |
988,988 |
100 |
1,148.00 |
1,007.25 |
140.75 |
13.1% |
17.00 |
1.6% |
49% |
False |
False |
791,462 |
120 |
1,148.00 |
984.25 |
163.75 |
15.2% |
16.25 |
1.5% |
56% |
False |
False |
659,560 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,165.00 |
2.618 |
1,131.75 |
1.618 |
1,111.25 |
1.000 |
1,098.50 |
0.618 |
1,090.75 |
HIGH |
1,078.00 |
0.618 |
1,070.25 |
0.500 |
1,067.75 |
0.382 |
1,065.25 |
LOW |
1,057.50 |
0.618 |
1,044.75 |
1.000 |
1,037.00 |
1.618 |
1,024.25 |
2.618 |
1,003.75 |
4.250 |
970.50 |
|
|
Fisher Pivots for day following 11-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
1,073.50 |
1,073.00 |
PP |
1,070.75 |
1,069.50 |
S1 |
1,067.75 |
1,066.00 |
|